ECBOT 10 Year T-Note Future June 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 06-May-2016 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 05-May-2016 | 06-May-2016 | Change | Change % | Previous Week |  
                        | Open | 130-160 | 130-240 | 0-080 | 0.2% | 129-295 |  
                        | High | 130-280 | 131-065 | 0-105 | 0.3% | 131-065 |  
                        | Low | 130-080 | 130-145 | 0-065 | 0.2% | 129-200 |  
                        | Close | 130-235 | 130-170 | -0-065 | -0.2% | 130-170 |  
                        | Range | 0-200 | 0-240 | 0-040 | 20.0% | 1-185 |  
                        | ATR | 0-175 | 0-180 | 0-005 | 2.6% | 0-000 |  
                        | Volume | 1,192,171 | 1,515,455 | 323,284 | 27.1% | 6,038,415 |  | 
    
| 
        
            | Daily Pivots for day following 06-May-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 132-313 | 132-162 | 130-302 |  |  
                | R3 | 132-073 | 131-242 | 130-236 |  |  
                | R2 | 131-153 | 131-153 | 130-214 |  |  
                | R1 | 131-002 | 131-002 | 130-192 | 130-278 |  
                | PP | 130-233 | 130-233 | 130-233 | 130-211 |  
                | S1 | 130-082 | 130-082 | 130-148 | 130-038 |  
                | S2 | 129-313 | 129-313 | 130-126 |  |  
                | S3 | 129-073 | 129-162 | 130-104 |  |  
                | S4 | 128-153 | 128-242 | 130-038 |  |  | 
        
            | Weekly Pivots for week ending 06-May-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 135-060 | 134-140 | 131-128 |  |  
                | R3 | 133-195 | 132-275 | 130-309 |  |  
                | R2 | 132-010 | 132-010 | 130-263 |  |  
                | R1 | 131-090 | 131-090 | 130-216 | 131-210 |  
                | PP | 130-145 | 130-145 | 130-145 | 130-205 |  
                | S1 | 129-225 | 129-225 | 130-124 | 130-025 |  
                | S2 | 128-280 | 128-280 | 130-077 |  |  
                | S3 | 127-095 | 128-040 | 130-031 |  |  
                | S4 | 125-230 | 126-175 | 129-212 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 131-065 | 129-200 | 1-185 | 1.2% | 0-200 | 0.5% | 57% | True | False | 1,207,683 |  
                | 10 | 131-065 | 129-020 | 2-045 | 1.6% | 0-184 | 0.4% | 69% | True | False | 1,215,852 |  
                | 20 | 131-070 | 129-020 | 2-050 | 1.7% | 0-171 | 0.4% | 68% | False | False | 1,126,513 |  
                | 40 | 131-095 | 128-015 | 3-080 | 2.5% | 0-172 | 0.4% | 76% | False | False | 1,044,548 |  
                | 60 | 132-205 | 128-015 | 4-190 | 3.5% | 0-190 | 0.5% | 54% | False | False | 996,953 |  
                | 80 | 132-205 | 127-000 | 5-205 | 4.3% | 0-189 | 0.5% | 63% | False | False | 750,786 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 134-125 |  
            | 2.618 | 133-053 |  
            | 1.618 | 132-133 |  
            | 1.000 | 131-305 |  
            | 0.618 | 131-213 |  
            | HIGH | 131-065 |  
            | 0.618 | 130-293 |  
            | 0.500 | 130-265 |  
            | 0.382 | 130-237 |  
            | LOW | 130-145 |  
            | 0.618 | 129-317 |  
            | 1.000 | 129-225 |  
            | 1.618 | 129-077 |  
            | 2.618 | 128-157 |  
            | 4.250 | 127-085 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 06-May-2016 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 130-265 | 130-218 |  
                                | PP | 130-233 | 130-202 |  
                                | S1 | 130-202 | 130-186 |  |