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 |  | 
    
        
        |  | 
    
        | 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 |  |