ECBOT 10 Year T-Note Future June 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 11-May-2016 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 10-May-2016 | 11-May-2016 | Change | Change % | Previous Week |  
                        | Open | 130-280 | 130-240 | -0-040 | -0.1% | 129-295 |  
                        | High | 130-290 | 131-030 | 0-060 | 0.1% | 131-065 |  
                        | Low | 130-200 | 130-210 | 0-010 | 0.0% | 129-200 |  
                        | Close | 130-250 | 130-290 | 0-040 | 0.1% | 130-170 |  
                        | Range | 0-090 | 0-140 | 0-050 | 55.6% | 1-185 |  
                        | ATR | 0-171 | 0-169 | -0-002 | -1.3% | 0-000 |  
                        | Volume | 992,388 | 1,105,210 | 112,822 | 11.4% | 6,038,415 |  | 
    
| 
        
            | Daily Pivots for day following 11-May-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 132-063 | 131-317 | 131-047 |  |  
                | R3 | 131-243 | 131-177 | 131-008 |  |  
                | R2 | 131-103 | 131-103 | 130-316 |  |  
                | R1 | 131-037 | 131-037 | 130-303 | 131-070 |  
                | PP | 130-283 | 130-283 | 130-283 | 130-300 |  
                | S1 | 130-217 | 130-217 | 130-277 | 130-250 |  
                | S2 | 130-143 | 130-143 | 130-264 |  |  
                | S3 | 130-003 | 130-077 | 130-252 |  |  
                | S4 | 129-183 | 129-257 | 130-213 |  |  | 
        
            | 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 | 130-080 | 0-305 | 0.7% | 0-163 | 0.4% | 69% | False | False | 1,136,069 |  
                | 10 | 131-065 | 129-200 | 1-185 | 1.2% | 0-171 | 0.4% | 81% | False | False | 1,198,560 |  
                | 20 | 131-065 | 129-020 | 2-045 | 1.6% | 0-168 | 0.4% | 86% | False | False | 1,132,290 |  
                | 40 | 131-095 | 128-015 | 3-080 | 2.5% | 0-170 | 0.4% | 88% | False | False | 1,050,133 |  
                | 60 | 131-140 | 128-015 | 3-125 | 2.6% | 0-182 | 0.4% | 84% | False | False | 1,044,158 |  
                | 80 | 132-205 | 127-165 | 5-040 | 3.9% | 0-188 | 0.4% | 66% | False | False | 787,856 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 132-305 |  
            | 2.618 | 132-077 |  
            | 1.618 | 131-257 |  
            | 1.000 | 131-170 |  
            | 0.618 | 131-117 |  
            | HIGH | 131-030 |  
            | 0.618 | 130-297 |  
            | 0.500 | 130-280 |  
            | 0.382 | 130-263 |  
            | LOW | 130-210 |  
            | 0.618 | 130-123 |  
            | 1.000 | 130-070 |  
            | 1.618 | 129-303 |  
            | 2.618 | 129-163 |  
            | 4.250 | 128-255 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 11-May-2016 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 130-287 | 130-275 |  
                                | PP | 130-283 | 130-260 |  
                                | S1 | 130-280 | 130-245 |  |