ECBOT 10 Year T-Note Future June 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 16-May-2016 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 13-May-2016 | 16-May-2016 | Change | Change % | Previous Week |  
                        | Open | 130-190 | 131-010 | 0-140 | 0.3% | 130-170 |  
                        | High | 130-315 | 131-035 | 0-040 | 0.1% | 131-030 |  
                        | Low | 130-175 | 130-155 | -0-020 | 0.0% | 130-140 |  
                        | Close | 130-310 | 130-165 | -0-145 | -0.3% | 130-310 |  
                        | Range | 0-140 | 0-200 | 0-060 | 42.9% | 0-210 |  
                        | ATR | 0-165 | 0-167 | 0-003 | 1.5% | 0-000 |  
                        | Volume | 1,278,254 | 906,695 | -371,559 | -29.1% | 5,440,973 |  | 
    
| 
        
            | Daily Pivots for day following 16-May-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 132-185 | 132-055 | 130-275 |  |  
                | R3 | 131-305 | 131-175 | 130-220 |  |  
                | R2 | 131-105 | 131-105 | 130-202 |  |  
                | R1 | 130-295 | 130-295 | 130-183 | 130-260 |  
                | PP | 130-225 | 130-225 | 130-225 | 130-208 |  
                | S1 | 130-095 | 130-095 | 130-147 | 130-060 |  
                | S2 | 130-025 | 130-025 | 130-128 |  |  
                | S3 | 129-145 | 129-215 | 130-110 |  |  
                | S4 | 128-265 | 129-015 | 130-055 |  |  | 
        
            | Weekly Pivots for week ending 13-May-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 132-257 | 132-173 | 131-106 |  |  
                | R3 | 132-047 | 131-283 | 131-048 |  |  
                | R2 | 131-157 | 131-157 | 131-028 |  |  
                | R1 | 131-073 | 131-073 | 131-009 | 131-115 |  
                | PP | 130-267 | 130-267 | 130-267 | 130-288 |  
                | S1 | 130-183 | 130-183 | 130-291 | 130-225 |  
                | S2 | 130-057 | 130-057 | 130-272 |  |  
                | S3 | 129-167 | 129-293 | 130-252 |  |  
                | S4 | 128-277 | 129-083 | 130-194 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 131-035 | 130-155 | 0-200 | 0.5% | 0-142 | 0.3% | 5% | True | True | 1,094,509 |  
                | 10 | 131-065 | 129-205 | 1-180 | 1.2% | 0-168 | 0.4% | 56% | False | False | 1,149,584 |  
                | 20 | 131-065 | 129-020 | 2-045 | 1.6% | 0-168 | 0.4% | 68% | False | False | 1,161,297 |  
                | 40 | 131-095 | 128-205 | 2-210 | 2.0% | 0-166 | 0.4% | 71% | False | False | 1,045,975 |  
                | 60 | 131-140 | 128-015 | 3-125 | 2.6% | 0-177 | 0.4% | 73% | False | False | 1,095,005 |  
                | 80 | 132-205 | 127-230 | 4-295 | 3.8% | 0-188 | 0.4% | 57% | False | False | 829,796 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 133-245 |  
            | 2.618 | 132-239 |  
            | 1.618 | 132-039 |  
            | 1.000 | 131-235 |  
            | 0.618 | 131-159 |  
            | HIGH | 131-035 |  
            | 0.618 | 130-279 |  
            | 0.500 | 130-255 |  
            | 0.382 | 130-231 |  
            | LOW | 130-155 |  
            | 0.618 | 130-031 |  
            | 1.000 | 129-275 |  
            | 1.618 | 129-151 |  
            | 2.618 | 128-271 |  
            | 4.250 | 127-265 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 16-May-2016 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 130-255 | 130-255 |  
                                | PP | 130-225 | 130-225 |  
                                | S1 | 130-195 | 130-195 |  |