ECBOT 10 Year T-Note Future September 2016

Trading Metrics calculated at close of trading on 17-Jun-2016

Day Change Summary
	Previous	Current
	16-Jun-2016	17-Jun-2016	Change	Change %	Previous Week
Open	132-070	132-055	-0-015	0.0%	131-200
High	132-225	132-065	-0-160	-0.4%	132-225
Low	132-035	131-260	-0-095	-0.2%	131-180
Close	132-090	131-275	-0-135	-0.3%	131-275
Range	0-190	0-125	-0-065	-34.2%	1-045
ATR	0-163	0-162	-0-001	-0.6%	0-000
Volume	1,500,421	1,170,164	-330,257	-22.0%	6,511,651

Daily Pivots for day following 17-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	133-042	132-283	132-024
R3	132-237	132-158	131-309
R2	132-112	132-112	131-298
R1	132-033	132-033	131-286	132-010
PP	131-307	131-307	131-307	131-295
S1	131-228	131-228	131-264	131-205
S2	131-182	131-182	131-252
S3	131-057	131-103	131-241
S4	130-252	130-298	131-206

Weekly Pivots for week ending 17-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	135-148	134-257	132-156
R3	134-103	133-212	132-055
R2	133-058	133-058	132-022
R1	132-167	132-167	131-308	132-272
PP	132-013	132-013	132-013	132-066
S1	131-122	131-122	131-242	131-228
S2	130-288	130-288	131-208
S3	129-243	130-077	131-175
S4	128-198	129-032	131-074

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	132-225	131-180	1-045	0.9%	0-165	0.4%	26%	False	False	1,302,330
10	132-225	130-200	2-025	1.6%	0-148	0.3%	59%	False	False	1,116,960
20	132-225	129-055	3-170	2.7%	0-155	0.4%	76%	False	False	1,076,230
40	132-225	128-285	3-260	2.9%	0-157	0.4%	78%	False	False	549,710
60	132-225	128-245	3-300	3.0%	0-136	0.3%	79%	False	False	366,826
80	132-225	127-310	4-235	3.6%	0-106	0.3%	82%	False	False	275,122
100	132-225	127-205	5-020	3.8%	0-085	0.2%	83%	False	False	220,097
120	132-225	124-115	8-110	6.3%	0-071	0.2%	90%	False	False	183,414

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-026
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	133-276
2.618	133-072
1.618	132-267
1.000	132-190
0.618	132-142
HIGH	132-065
0.618	132-017
0.500	132-002
0.382	131-308
LOW	131-260
0.618	131-183
1.000	131-135
1.618	131-058
2.618	130-253
4.250	130-049

Fisher Pivots for day following 17-Jun-2016
Pivot	1 day	3 day
R1	132-002	132-042
PP	131-307	132-013
S1	131-291	131-304

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These figures are updated between 7pm and 10pm EST after a trading day.

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