ECBOT 10 Year T-Note Future June 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 18-Apr-2016 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 15-Apr-2016 | 18-Apr-2016 | Change | Change % | Previous Week |  
                        | Open | 130-095 | 130-275 | 0-180 | 0.4% | 131-025 |  
                        | High | 130-235 | 130-285 | 0-050 | 0.1% | 131-070 |  
                        | Low | 130-065 | 130-120 | 0-055 | 0.1% | 130-065 |  
                        | Close | 130-205 | 130-160 | -0-045 | -0.1% | 130-205 |  
                        | Range | 0-170 | 0-165 | -0-005 | -2.9% | 1-005 |  
                        | ATR | 0-174 | 0-174 | -0-001 | -0.4% | 0-000 |  
                        | Volume | 819,010 | 899,723 | 80,713 | 9.9% | 4,752,259 |  | 
    
| 
        
            | Daily Pivots for day following 18-Apr-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 132-043 | 131-267 | 130-251 |  |  
                | R3 | 131-198 | 131-102 | 130-205 |  |  
                | R2 | 131-033 | 131-033 | 130-190 |  |  
                | R1 | 130-257 | 130-257 | 130-175 | 130-222 |  
                | PP | 130-188 | 130-188 | 130-188 | 130-171 |  
                | S1 | 130-092 | 130-092 | 130-145 | 130-058 |  
                | S2 | 130-023 | 130-023 | 130-130 |  |  
                | S3 | 129-178 | 129-247 | 130-115 |  |  
                | S4 | 129-013 | 129-082 | 130-069 |  |  | 
        
            | Weekly Pivots for week ending 15-Apr-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 133-235 | 133-065 | 131-064 |  |  
                | R3 | 132-230 | 132-060 | 130-294 |  |  
                | R2 | 131-225 | 131-225 | 130-265 |  |  
                | R1 | 131-055 | 131-055 | 130-235 | 130-298 |  
                | PP | 130-220 | 130-220 | 130-220 | 130-181 |  
                | S1 | 130-050 | 130-050 | 130-175 | 129-292 |  
                | S2 | 129-215 | 129-215 | 130-145 |  |  
                | S3 | 128-210 | 129-045 | 130-116 |  |  
                | S4 | 127-205 | 128-040 | 130-026 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 131-010 | 130-065 | 0-265 | 0.6% | 0-156 | 0.4% | 36% | False | False | 969,164 |  
                | 10 | 131-095 | 130-065 | 1-030 | 0.8% | 0-154 | 0.4% | 27% | False | False | 939,321 |  
                | 20 | 131-095 | 128-205 | 2-210 | 2.0% | 0-165 | 0.4% | 70% | False | False | 930,652 |  
                | 40 | 131-140 | 128-015 | 3-125 | 2.6% | 0-181 | 0.4% | 72% | False | False | 1,061,859 |  
                | 60 | 132-205 | 127-230 | 4-295 | 3.8% | 0-194 | 0.5% | 57% | False | False | 719,296 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 133-026 |  
            | 2.618 | 132-077 |  
            | 1.618 | 131-232 |  
            | 1.000 | 131-130 |  
            | 0.618 | 131-067 |  
            | HIGH | 130-285 |  
            | 0.618 | 130-222 |  
            | 0.500 | 130-202 |  
            | 0.382 | 130-183 |  
            | LOW | 130-120 |  
            | 0.618 | 130-018 |  
            | 1.000 | 129-275 |  
            | 1.618 | 129-173 |  
            | 2.618 | 129-008 |  
            | 4.250 | 128-059 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 18-Apr-2016 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 130-202 | 130-175 |  
                                | PP | 130-188 | 130-170 |  
                                | S1 | 130-174 | 130-165 |  |