ECBOT 10 Year T-Note Future June 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 24-Mar-2016 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 23-Mar-2016 | 24-Mar-2016 | Change | Change % | Previous Week |  
                        | Open | 128-235 | 129-085 | 0-170 | 0.4% | 128-110 |  
                        | High | 129-115 | 129-150 | 0-035 | 0.1% | 129-170 |  
                        | Low | 128-205 | 128-310 | 0-105 | 0.3% | 128-015 |  
                        | Close | 129-105 | 129-070 | -0-035 | -0.1% | 129-130 |  
                        | Range | 0-230 | 0-160 | -0-070 | -30.4% | 1-155 |  
                        | ATR | 0-210 | 0-206 | -0-004 | -1.7% | 0-000 |  
                        | Volume | 886,490 | 749,240 | -137,250 | -15.5% | 5,188,179 |  | 
    
| 
        
            | Daily Pivots for day following 24-Mar-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 130-230 | 130-150 | 129-158 |  |  
                | R3 | 130-070 | 129-310 | 129-114 |  |  
                | R2 | 129-230 | 129-230 | 129-099 |  |  
                | R1 | 129-150 | 129-150 | 129-085 | 129-110 |  
                | PP | 129-070 | 129-070 | 129-070 | 129-050 |  
                | S1 | 128-310 | 128-310 | 129-055 | 128-270 |  
                | S2 | 128-230 | 128-230 | 129-041 |  |  
                | S3 | 128-070 | 128-150 | 129-026 |  |  
                | S4 | 127-230 | 127-310 | 128-302 |  |  | 
        
            | Weekly Pivots for week ending 18-Mar-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 133-143 | 132-292 | 130-071 |  |  
                | R3 | 131-308 | 131-137 | 129-261 |  |  
                | R2 | 130-153 | 130-153 | 129-217 |  |  
                | R1 | 129-302 | 129-302 | 129-174 | 130-068 |  
                | PP | 128-318 | 128-318 | 128-318 | 129-041 |  
                | S1 | 128-147 | 128-147 | 129-086 | 128-232 |  
                | S2 | 127-163 | 127-163 | 129-043 |  |  
                | S3 | 126-008 | 126-312 | 128-319 |  |  
                | S4 | 124-173 | 125-157 | 128-189 |  |  | 
    
    |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 131-190 |  
            | 2.618 | 130-249 |  
            | 1.618 | 130-089 |  
            | 1.000 | 129-310 |  
            | 0.618 | 129-249 |  
            | HIGH | 129-150 |  
            | 0.618 | 129-089 |  
            | 0.500 | 129-070 |  
            | 0.382 | 129-051 |  
            | LOW | 128-310 |  
            | 0.618 | 128-211 |  
            | 1.000 | 128-150 |  
            | 1.618 | 128-051 |  
            | 2.618 | 127-211 |  
            | 4.250 | 126-270 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 24-Mar-2016 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 129-070 | 129-052 |  
                                | PP | 129-070 | 129-035 |  
                                | S1 | 129-070 | 129-018 |  |