ECBOT 10 Year T-Note Future June 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 20-May-2016 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 19-May-2016 | 20-May-2016 | Change | Change % | Previous Week |  
                        | Open | 129-175 | 129-205 | 0-030 | 0.1% | 131-010 |  
                        | High | 129-250 | 129-255 | 0-005 | 0.0% | 131-035 |  
                        | Low | 129-100 | 129-160 | 0-060 | 0.1% | 129-100 |  
                        | Close | 129-215 | 129-225 | 0-010 | 0.0% | 129-225 |  
                        | Range | 0-150 | 0-095 | -0-055 | -36.7% | 1-255 |  
                        | ATR | 0-174 | 0-169 | -0-006 | -3.3% | 0-000 |  
                        | Volume | 1,641,077 | 896,676 | -744,401 | -45.4% | 6,504,728 |  | 
    
| 
        
            | Daily Pivots for day following 20-May-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 130-178 | 130-137 | 129-277 |  |  
                | R3 | 130-083 | 130-042 | 129-251 |  |  
                | R2 | 129-308 | 129-308 | 129-242 |  |  
                | R1 | 129-267 | 129-267 | 129-234 | 129-288 |  
                | PP | 129-213 | 129-213 | 129-213 | 129-224 |  
                | S1 | 129-172 | 129-172 | 129-216 | 129-192 |  
                | S2 | 129-118 | 129-118 | 129-208 |  |  
                | S3 | 129-023 | 129-077 | 129-199 |  |  
                | S4 | 128-248 | 128-302 | 129-173 |  |  | 
        
            | Weekly Pivots for week ending 20-May-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 135-138 | 134-117 | 130-221 |  |  
                | R3 | 133-203 | 132-182 | 130-063 |  |  
                | R2 | 131-268 | 131-268 | 130-010 |  |  
                | R1 | 130-247 | 130-247 | 129-278 | 130-130 |  
                | PP | 130-013 | 130-013 | 130-013 | 129-275 |  
                | S1 | 128-312 | 128-312 | 129-172 | 128-195 |  
                | S2 | 128-078 | 128-078 | 129-120 |  |  
                | S3 | 126-143 | 127-057 | 129-067 |  |  
                | S4 | 124-208 | 125-122 | 128-229 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 131-035 | 129-100 | 1-255 | 1.4% | 0-178 | 0.4% | 22% | False | False | 1,300,945 |  
                | 10 | 131-035 | 129-100 | 1-255 | 1.4% | 0-154 | 0.4% | 22% | False | False | 1,194,570 |  
                | 20 | 131-065 | 129-020 | 2-045 | 1.7% | 0-169 | 0.4% | 30% | False | False | 1,205,211 |  
                | 40 | 131-095 | 128-310 | 2-105 | 1.8% | 0-165 | 0.4% | 32% | False | False | 1,099,237 |  
                | 60 | 131-095 | 128-015 | 3-080 | 2.5% | 0-173 | 0.4% | 51% | False | False | 1,111,604 |  
                | 80 | 132-205 | 128-010 | 4-195 | 3.6% | 0-190 | 0.5% | 36% | False | False | 899,571 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 131-019 |  
            | 2.618 | 130-184 |  
            | 1.618 | 130-089 |  
            | 1.000 | 130-030 |  
            | 0.618 | 129-314 |  
            | HIGH | 129-255 |  
            | 0.618 | 129-219 |  
            | 0.500 | 129-208 |  
            | 0.382 | 129-196 |  
            | LOW | 129-160 |  
            | 0.618 | 129-101 |  
            | 1.000 | 129-065 |  
            | 1.618 | 129-006 |  
            | 2.618 | 128-231 |  
            | 4.250 | 128-076 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 20-May-2016 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 129-219 | 129-270 |  
                                | PP | 129-213 | 129-255 |  
                                | S1 | 129-208 | 129-240 |  |