ECBOT 10 Year T-Note Future June 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 08-Apr-2016 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 07-Apr-2016 | 08-Apr-2016 | Change | Change % | Previous Week |  
                        | Open | 130-215 | 131-075 | 0-180 | 0.4% | 130-150 |  
                        | High | 131-095 | 131-085 | -0-010 | 0.0% | 131-095 |  
                        | Low | 130-185 | 130-270 | 0-085 | 0.2% | 130-100 |  
                        | Close | 131-080 | 131-010 | -0-070 | -0.2% | 131-010 |  
                        | Range | 0-230 | 0-135 | -0-095 | -41.3% | 0-315 |  
                        | ATR | 0-188 | 0-184 | -0-004 | -2.0% | 0-000 |  
                        | Volume | 1,016,410 | 783,757 | -232,653 | -22.9% | 4,481,171 |  | 
    
| 
        
            | Daily Pivots for day following 08-Apr-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 132-100 | 132-030 | 131-084 |  |  
                | R3 | 131-285 | 131-215 | 131-047 |  |  
                | R2 | 131-150 | 131-150 | 131-035 |  |  
                | R1 | 131-080 | 131-080 | 131-022 | 131-048 |  
                | PP | 131-015 | 131-015 | 131-015 | 130-319 |  
                | S1 | 130-265 | 130-265 | 130-318 | 130-232 |  
                | S2 | 130-200 | 130-200 | 130-305 |  |  
                | S3 | 130-065 | 130-130 | 130-293 |  |  
                | S4 | 129-250 | 129-315 | 130-256 |  |  | 
        
            | Weekly Pivots for week ending 08-Apr-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 133-267 | 133-133 | 131-183 |  |  
                | R3 | 132-272 | 132-138 | 131-097 |  |  
                | R2 | 131-277 | 131-277 | 131-068 |  |  
                | R1 | 131-143 | 131-143 | 131-039 | 131-210 |  
                | PP | 130-282 | 130-282 | 130-282 | 130-315 |  
                | S1 | 130-148 | 130-148 | 130-301 | 130-215 |  
                | S2 | 129-287 | 129-287 | 130-272 |  |  
                | S3 | 128-292 | 129-153 | 130-243 |  |  
                | S4 | 127-297 | 128-158 | 130-157 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 131-095 | 130-100 | 0-315 | 0.8% | 0-145 | 0.3% | 73% | False | False | 896,234 |  
                | 10 | 131-095 | 128-310 | 2-105 | 1.8% | 0-162 | 0.4% | 89% | False | False | 949,354 |  
                | 20 | 131-095 | 128-015 | 3-080 | 2.5% | 0-173 | 0.4% | 92% | False | False | 962,583 |  
                | 40 | 132-205 | 128-015 | 4-190 | 3.5% | 0-200 | 0.5% | 65% | False | False | 932,173 |  
                | 60 | 132-205 | 127-000 | 5-205 | 4.3% | 0-194 | 0.5% | 71% | False | False | 625,544 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 133-019 |  
            | 2.618 | 132-118 |  
            | 1.618 | 131-303 |  
            | 1.000 | 131-220 |  
            | 0.618 | 131-168 |  
            | HIGH | 131-085 |  
            | 0.618 | 131-033 |  
            | 0.500 | 131-018 |  
            | 0.382 | 131-002 |  
            | LOW | 130-270 |  
            | 0.618 | 130-187 |  
            | 1.000 | 130-135 |  
            | 1.618 | 130-052 |  
            | 2.618 | 129-237 |  
            | 4.250 | 129-016 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 08-Apr-2016 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 131-018 | 130-317 |  
                                | PP | 131-015 | 130-303 |  
                                | S1 | 131-012 | 130-290 |  |