ECBOT 10 Year T-Note Future June 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 11-Apr-2016 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 08-Apr-2016 | 11-Apr-2016 | Change | Change % | Previous Week |  
                        | Open | 131-075 | 131-025 | -0-050 | -0.1% | 130-150 |  
                        | High | 131-085 | 131-070 | -0-015 | 0.0% | 131-095 |  
                        | Low | 130-270 | 130-245 | -0-025 | -0.1% | 130-100 |  
                        | Close | 131-010 | 131-010 | 0-000 | 0.0% | 131-010 |  
                        | Range | 0-135 | 0-145 | 0-010 | 7.4% | 0-315 |  
                        | ATR | 0-184 | 0-181 | -0-003 | -1.5% | 0-000 |  
                        | Volume | 783,757 | 806,162 | 22,405 | 2.9% | 4,481,171 |  | 
    
| 
        
            | Daily Pivots for day following 11-Apr-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 132-117 | 132-048 | 131-090 |  |  
                | R3 | 131-292 | 131-223 | 131-050 |  |  
                | R2 | 131-147 | 131-147 | 131-037 |  |  
                | R1 | 131-078 | 131-078 | 131-023 | 131-040 |  
                | PP | 131-002 | 131-002 | 131-002 | 130-302 |  
                | S1 | 130-253 | 130-253 | 130-317 | 130-215 |  
                | S2 | 130-177 | 130-177 | 130-303 |  |  
                | S3 | 130-032 | 130-108 | 130-290 |  |  
                | S4 | 129-207 | 129-283 | 130-250 |  |  | 
        
            | 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 | 130-165 | 0-250 | 0.6% | 0-153 | 0.4% | 66% | False | False | 909,479 |  
                | 10 | 131-095 | 129-065 | 2-030 | 1.6% | 0-161 | 0.4% | 87% | False | False | 987,238 |  
                | 20 | 131-095 | 128-015 | 3-080 | 2.5% | 0-172 | 0.4% | 92% | False | False | 947,770 |  
                | 40 | 131-190 | 128-015 | 3-175 | 2.7% | 0-193 | 0.5% | 84% | False | False | 951,117 |  
                | 60 | 132-205 | 127-085 | 5-120 | 4.1% | 0-194 | 0.5% | 70% | False | False | 638,945 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 133-046 |  
            | 2.618 | 132-130 |  
            | 1.618 | 131-305 |  
            | 1.000 | 131-215 |  
            | 0.618 | 131-160 |  
            | HIGH | 131-070 |  
            | 0.618 | 131-015 |  
            | 0.500 | 130-318 |  
            | 0.382 | 130-300 |  
            | LOW | 130-245 |  
            | 0.618 | 130-155 |  
            | 1.000 | 130-100 |  
            | 1.618 | 130-010 |  
            | 2.618 | 129-185 |  
            | 4.250 | 128-269 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 11-Apr-2016 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 131-006 | 131-000 |  
                                | PP | 131-002 | 130-310 |  
                                | S1 | 130-318 | 130-300 |  |