ECBOT 10 Year T-Note Future June 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 29-Mar-2016 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 28-Mar-2016 | 29-Mar-2016 | Change | Change % | Previous Week |  
                        | Open | 129-050 | 129-090 | 0-040 | 0.1% | 129-125 |  
                        | High | 129-150 | 130-030 | 0-200 | 0.5% | 129-150 |  
                        | Low | 128-310 | 129-065 | 0-075 | 0.2% | 128-205 |  
                        | Close | 129-130 | 130-000 | 0-190 | 0.5% | 129-070 |  
                        | Range | 0-160 | 0-285 | 0-125 | 78.1% | 0-265 |  
                        | ATR | 0-203 | 0-209 | 0-006 | 2.9% | 0-000 |  
                        | Volume | 427,322 | 1,047,652 | 620,330 | 145.2% | 3,467,528 |  | 
    
| 
        
            | Daily Pivots for day following 29-Mar-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 132-140 | 132-035 | 130-157 |  |  
                | R3 | 131-175 | 131-070 | 130-078 |  |  
                | R2 | 130-210 | 130-210 | 130-052 |  |  
                | R1 | 130-105 | 130-105 | 130-026 | 130-158 |  
                | PP | 129-245 | 129-245 | 129-245 | 129-271 |  
                | S1 | 129-140 | 129-140 | 129-294 | 129-192 |  
                | S2 | 128-280 | 128-280 | 129-268 |  |  
                | S3 | 127-315 | 128-175 | 129-242 |  |  
                | S4 | 127-030 | 127-210 | 129-163 |  |  | 
        
            | Weekly Pivots for week ending 25-Mar-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 131-190 | 131-075 | 129-216 |  |  
                | R3 | 130-245 | 130-130 | 129-143 |  |  
                | R2 | 129-300 | 129-300 | 129-119 |  |  
                | R1 | 129-185 | 129-185 | 129-094 | 129-110 |  
                | PP | 129-035 | 129-035 | 129-035 | 128-318 |  
                | S1 | 128-240 | 128-240 | 129-046 | 128-165 |  
                | S2 | 128-090 | 128-090 | 129-021 |  |  
                | S3 | 127-145 | 127-295 | 128-317 |  |  
                | S4 | 126-200 | 127-030 | 128-244 |  |  | 
    
    |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 133-281 |  
            | 2.618 | 132-136 |  
            | 1.618 | 131-171 |  
            | 1.000 | 130-315 |  
            | 0.618 | 130-206 |  
            | HIGH | 130-030 |  
            | 0.618 | 129-241 |  
            | 0.500 | 129-208 |  
            | 0.382 | 129-174 |  
            | LOW | 129-065 |  
            | 0.618 | 128-209 |  
            | 1.000 | 128-100 |  
            | 1.618 | 127-244 |  
            | 2.618 | 126-279 |  
            | 4.250 | 125-134 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 29-Mar-2016 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 129-282 | 129-270 |  
                                | PP | 129-245 | 129-220 |  
                                | S1 | 129-208 | 129-170 |  |