ECBOT 10 Year T-Note Future June 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 12-Apr-2016 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 11-Apr-2016 | 12-Apr-2016 | Change | Change % | Previous Week |  
                        | Open | 131-025 | 130-315 | -0-030 | -0.1% | 130-150 |  
                        | High | 131-070 | 131-010 | -0-060 | -0.1% | 131-095 |  
                        | Low | 130-245 | 130-160 | -0-085 | -0.2% | 130-100 |  
                        | Close | 131-010 | 130-175 | -0-155 | -0.4% | 131-010 |  
                        | Range | 0-145 | 0-170 | 0-025 | 17.2% | 0-315 |  
                        | ATR | 0-181 | 0-180 | -0-001 | -0.4% | 0-000 |  
                        | Volume | 806,162 | 977,573 | 171,411 | 21.3% | 4,481,171 |  | 
    
| 
        
            | Daily Pivots for day following 12-Apr-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 132-092 | 131-303 | 130-268 |  |  
                | R3 | 131-242 | 131-133 | 130-222 |  |  
                | R2 | 131-072 | 131-072 | 130-206 |  |  
                | R1 | 130-283 | 130-283 | 130-191 | 130-252 |  
                | PP | 130-222 | 130-222 | 130-222 | 130-206 |  
                | S1 | 130-113 | 130-113 | 130-159 | 130-082 |  
                | S2 | 130-052 | 130-052 | 130-144 |  |  
                | S3 | 129-202 | 129-263 | 130-128 |  |  
                | S4 | 129-032 | 129-093 | 130-082 |  |  | 
        
            | 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 | 130-160 | 0-255 | 0.6% | 0-161 | 0.4% | 6% | False | True | 905,647 |  
                | 10 | 131-095 | 129-225 | 1-190 | 1.2% | 0-150 | 0.4% | 53% | False | False | 980,230 |  
                | 20 | 131-095 | 128-015 | 3-080 | 2.5% | 0-174 | 0.4% | 77% | False | False | 960,294 |  
                | 40 | 131-140 | 128-015 | 3-125 | 2.6% | 0-190 | 0.5% | 74% | False | False | 974,595 |  
                | 60 | 132-205 | 127-165 | 5-040 | 3.9% | 0-196 | 0.5% | 59% | False | False | 655,202 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 133-092 |  
            | 2.618 | 132-135 |  
            | 1.618 | 131-285 |  
            | 1.000 | 131-180 |  
            | 0.618 | 131-115 |  
            | HIGH | 131-010 |  
            | 0.618 | 130-265 |  
            | 0.500 | 130-245 |  
            | 0.382 | 130-225 |  
            | LOW | 130-160 |  
            | 0.618 | 130-055 |  
            | 1.000 | 129-310 |  
            | 1.618 | 129-205 |  
            | 2.618 | 129-035 |  
            | 4.250 | 128-078 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 12-Apr-2016 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 130-245 | 130-282 |  
                                | PP | 130-222 | 130-247 |  
                                | S1 | 130-198 | 130-211 |  |