ECBOT 10 Year T-Note Future September 2016

Trading Metrics calculated at close of trading on 20-Jun-2016

Day Change Summary
	Previous	Current
	17-Jun-2016	20-Jun-2016	Change	Change %	Previous Week
Open	132-055	131-150	-0-225	-0.5%	131-200
High	132-065	131-200	-0-185	-0.4%	132-225
Low	131-260	131-085	-0-175	-0.4%	131-180
Close	131-275	131-145	-0-130	-0.3%	131-275
Range	0-125	0-115	-0-010	-8.0%	1-045
ATR	0-162	0-164	0-002	1.2%	0-000
Volume	1,170,164	1,004,678	-165,486	-14.1%	6,511,651

Daily Pivots for day following 20-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	132-168	132-112	131-208
R3	132-053	131-317	131-177
R2	131-258	131-258	131-166
R1	131-202	131-202	131-156	131-172
PP	131-143	131-143	131-143	131-129
S1	131-087	131-087	131-134	131-058
S2	131-028	131-028	131-124
S3	130-233	130-292	131-113
S4	130-118	130-177	131-082

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	131-085	1-140	1.1%	0-168	0.4%	13%	False	True	1,282,757
10	132-225	130-220	2-005	1.5%	0-145	0.3%	38%	False	False	1,109,452
20	132-225	129-055	3-170	2.7%	0-155	0.4%	65%	False	False	1,123,515
40	132-225	128-285	3-260	2.9%	0-157	0.4%	67%	False	False	574,801
60	132-225	128-245	3-300	3.0%	0-137	0.3%	68%	False	False	383,570
80	132-225	127-310	4-235	3.6%	0-108	0.3%	74%	False	False	287,680
100	132-225	127-255	4-290	3.7%	0-086	0.2%	75%	False	False	230,144
120	132-225	124-115	8-110	6.3%	0-072	0.2%	85%	False	False	191,787

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0-028
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	133-049
2.618	132-181
1.618	132-066
1.000	131-315
0.618	131-271
HIGH	131-200
0.618	131-156
0.500	131-142
0.382	131-129
LOW	131-085
0.618	131-014
1.000	130-290
1.618	130-219
2.618	130-104
4.250	129-236

Fisher Pivots for day following 20-Jun-2016
Pivot	1 day	3 day
R1	131-144	131-315
PP	131-143	131-258
S1	131-142	131-202

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

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