ECBOT 10 Year T-Note Future June 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 17-May-2016 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 16-May-2016 | 17-May-2016 | Change | Change % | Previous Week |  
                        | Open | 131-010 | 130-165 | -0-165 | -0.4% | 130-170 |  
                        | High | 131-035 | 130-200 | -0-155 | -0.4% | 131-030 |  
                        | Low | 130-155 | 130-090 | -0-065 | -0.2% | 130-140 |  
                        | Close | 130-165 | 130-130 | -0-035 | -0.1% | 130-310 |  
                        | Range | 0-200 | 0-110 | -0-090 | -45.0% | 0-210 |  
                        | ATR | 0-167 | 0-163 | -0-004 | -2.5% | 0-000 |  
                        | Volume | 906,695 | 1,127,611 | 220,916 | 24.4% | 5,440,973 |  | 
    
| 
        
            | Daily Pivots for day following 17-May-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 131-150 | 131-090 | 130-190 |  |  
                | R3 | 131-040 | 130-300 | 130-160 |  |  
                | R2 | 130-250 | 130-250 | 130-150 |  |  
                | R1 | 130-190 | 130-190 | 130-140 | 130-165 |  
                | PP | 130-140 | 130-140 | 130-140 | 130-128 |  
                | S1 | 130-080 | 130-080 | 130-120 | 130-055 |  
                | S2 | 130-030 | 130-030 | 130-110 |  |  
                | S3 | 129-240 | 129-290 | 130-100 |  |  
                | S4 | 129-130 | 129-180 | 130-070 |  |  | 
        
            | 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 | 130-090 | 0-265 | 0.6% | 0-146 | 0.3% | 15% | False | True | 1,121,554 |  
                | 10 | 131-065 | 130-050 | 1-015 | 0.8% | 0-153 | 0.4% | 24% | False | False | 1,130,157 |  
                | 20 | 131-065 | 129-020 | 2-045 | 1.6% | 0-168 | 0.4% | 63% | False | False | 1,166,816 |  
                | 40 | 131-095 | 128-205 | 2-210 | 2.0% | 0-165 | 0.4% | 66% | False | False | 1,054,641 |  
                | 60 | 131-140 | 128-015 | 3-125 | 2.6% | 0-177 | 0.4% | 70% | False | False | 1,106,056 |  
                | 80 | 132-205 | 127-240 | 4-285 | 3.8% | 0-188 | 0.4% | 54% | False | False | 843,857 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 132-028 |  
            | 2.618 | 131-168 |  
            | 1.618 | 131-058 |  
            | 1.000 | 130-310 |  
            | 0.618 | 130-268 |  
            | HIGH | 130-200 |  
            | 0.618 | 130-158 |  
            | 0.500 | 130-145 |  
            | 0.382 | 130-132 |  
            | LOW | 130-090 |  
            | 0.618 | 130-022 |  
            | 1.000 | 129-300 |  
            | 1.618 | 129-232 |  
            | 2.618 | 129-122 |  
            | 4.250 | 128-262 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 17-May-2016 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 130-145 | 130-222 |  
                                | PP | 130-140 | 130-192 |  
                                | S1 | 130-135 | 130-161 |  |