ECBOT 5 Year T-Note Future December 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 02-Jun-2016 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    01-Jun-2016 | 
                    02-Jun-2016 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        119-295 | 
                        120-027 | 
                        0-052 | 
                        0.1% | 
                        120-007 | 
                     
                    
                        | High | 
                        119-295 | 
                        120-027 | 
                        0-052 | 
                        0.1% | 
                        120-050 | 
                     
                    
                        | Low | 
                        119-295 | 
                        120-027 | 
                        0-052 | 
                        0.1% | 
                        119-278 | 
                     
                    
                        | Close | 
                        119-295 | 
                        120-027 | 
                        0-052 | 
                        0.1% | 
                        120-020 | 
                     
                    
                        | Range | 
                         | 
                         | 
                         | 
                         | 
                         | 
                     
                    
                        | ATR | 
                        0-048 | 
                        0-048 | 
                        0-000 | 
                        0.7% | 
                        0-000 | 
                     
                    
                        | Volume | 
                         | 
                         | 
                         | 
                         | 
                         | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 02-Jun-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                120-027 | 
                120-027 | 
                120-027 | 
                 | 
             
            
                | R3 | 
                120-027 | 
                120-027 | 
                120-027 | 
                 | 
             
            
                | R2 | 
                120-027 | 
                120-027 | 
                120-027 | 
                 | 
             
            
                | R1 | 
                120-027 | 
                120-027 | 
                120-027 | 
                120-027 | 
             
            
                | PP | 
                120-027 | 
                120-027 | 
                120-027 | 
                120-027 | 
             
            
                | S1 | 
                120-027 | 
                120-027 | 
                120-027 | 
                120-027 | 
             
            
                | S2 | 
                120-027 | 
                120-027 | 
                120-027 | 
                 | 
             
            
                | S3 | 
                120-027 | 
                120-027 | 
                120-027 | 
                 | 
             
            
                | S4 | 
                120-027 | 
                120-027 | 
                120-027 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 27-May-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                120-287 | 
                120-246 | 
                120-071 | 
                 | 
             
            
                | R3 | 
                120-194 | 
                120-153 | 
                120-045 | 
                 | 
             
            
                | R2 | 
                120-102 | 
                120-102 | 
                120-037 | 
                 | 
             
            
                | R1 | 
                120-061 | 
                120-061 | 
                120-028 | 
                120-081 | 
             
            
                | PP | 
                120-009 | 
                120-009 | 
                120-009 | 
                120-019 | 
             
            
                | S1 | 
                119-288 | 
                119-288 | 
                120-012 | 
                119-309 | 
             
            
                | S2 | 
                119-237 | 
                119-237 | 
                120-003 | 
                 | 
             
            
                | S3 | 
                119-144 | 
                119-196 | 
                119-315 | 
                 | 
             
            
                | S4 | 
                119-052 | 
                119-103 | 
                119-289 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            120-027 | 
         
        
            | 
2.618             | 
            120-027 | 
         
        
            | 
1.618             | 
            120-027 | 
         
        
            | 
1.000             | 
            120-027 | 
         
        
            | 
0.618             | 
            120-027 | 
         
        
            | 
HIGH             | 
            120-027 | 
         
        
            | 
0.618             | 
            120-027 | 
         
        
            | 
0.500             | 
            120-027 | 
         
        
            | 
0.382             | 
            120-027 | 
         
        
            | 
LOW             | 
            120-027 | 
         
        
            | 
0.618             | 
            120-027 | 
         
        
            | 
1.000             | 
            120-027 | 
         
        
            | 
1.618             | 
            120-027 | 
         
        
            | 
2.618             | 
            120-027 | 
         
        
            | 
4.250             | 
            120-027 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 02-Jun-2016 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                120-027 | 
                                120-019 | 
                             
                            
                                | PP | 
                                120-027 | 
                                120-010 | 
                             
                            
                                | S1 | 
                                120-027 | 
                                120-001 | 
                             
             
         |