ECBOT 10 Year T-Note Future June 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 10-May-2016 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 09-May-2016 | 10-May-2016 | Change | Change % | Previous Week |  
                        | Open | 130-170 | 130-280 | 0-110 | 0.3% | 129-295 |  
                        | High | 130-285 | 130-290 | 0-005 | 0.0% | 131-065 |  
                        | Low | 130-140 | 130-200 | 0-060 | 0.1% | 129-200 |  
                        | Close | 130-255 | 130-250 | -0-005 | 0.0% | 130-170 |  
                        | Range | 0-145 | 0-090 | -0-055 | -37.9% | 1-185 |  
                        | ATR | 0-177 | 0-171 | -0-006 | -3.5% | 0-000 |  
                        | Volume | 875,121 | 992,388 | 117,267 | 13.4% | 6,038,415 |  | 
    
| 
        
            | Daily Pivots for day following 10-May-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 131-197 | 131-153 | 130-300 |  |  
                | R3 | 131-107 | 131-063 | 130-275 |  |  
                | R2 | 131-017 | 131-017 | 130-266 |  |  
                | R1 | 130-293 | 130-293 | 130-258 | 130-270 |  
                | PP | 130-247 | 130-247 | 130-247 | 130-235 |  
                | S1 | 130-203 | 130-203 | 130-242 | 130-180 |  
                | S2 | 130-157 | 130-157 | 130-234 |  |  
                | S3 | 130-067 | 130-113 | 130-225 |  |  
                | S4 | 129-297 | 130-023 | 130-200 |  |  | 
        
            | 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 | 130-050 | 1-015 | 0.8% | 0-160 | 0.4% | 60% | False | False | 1,138,760 |  
                | 10 | 131-065 | 129-050 | 2-015 | 1.6% | 0-180 | 0.4% | 79% | False | False | 1,202,386 |  
                | 20 | 131-065 | 129-020 | 2-045 | 1.6% | 0-167 | 0.4% | 80% | False | False | 1,130,702 |  
                | 40 | 131-095 | 128-015 | 3-080 | 2.5% | 0-170 | 0.4% | 84% | False | False | 1,045,498 |  
                | 60 | 131-140 | 128-015 | 3-125 | 2.6% | 0-182 | 0.4% | 81% | False | False | 1,026,630 |  
                | 80 | 132-205 | 127-165 | 5-040 | 3.9% | 0-189 | 0.5% | 64% | False | False | 774,077 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 132-032 |  
            | 2.618 | 131-206 |  
            | 1.618 | 131-116 |  
            | 1.000 | 131-060 |  
            | 0.618 | 131-026 |  
            | HIGH | 130-290 |  
            | 0.618 | 130-256 |  
            | 0.500 | 130-245 |  
            | 0.382 | 130-234 |  
            | LOW | 130-200 |  
            | 0.618 | 130-144 |  
            | 1.000 | 130-110 |  
            | 1.618 | 130-054 |  
            | 2.618 | 129-284 |  
            | 4.250 | 129-138 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 10-May-2016 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 130-248 | 130-262 |  
                                | PP | 130-247 | 130-258 |  
                                | S1 | 130-245 | 130-254 |  |