ECBOT 10 Year T-Note Future June 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 26-May-2016 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 25-May-2016 | 26-May-2016 | Change | Change % | Previous Week |  
                        | Open | 129-170 | 129-150 | -0-020 | 0.0% | 131-010 |  
                        | High | 129-195 | 129-290 | 0-095 | 0.2% | 131-035 |  
                        | Low | 129-105 | 129-140 | 0-035 | 0.1% | 129-100 |  
                        | Close | 129-150 | 129-285 | 0-135 | 0.3% | 129-225 |  
                        | Range | 0-090 | 0-150 | 0-060 | 66.7% | 1-255 |  
                        | ATR | 0-159 | 0-158 | -0-001 | -0.4% | 0-000 |  
                        | Volume | 1,980,645 | 1,737,088 | -243,557 | -12.3% | 6,504,728 |  | 
    
| 
        
            | Daily Pivots for day following 26-May-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 131-048 | 130-317 | 130-048 |  |  
                | R3 | 130-218 | 130-167 | 130-006 |  |  
                | R2 | 130-068 | 130-068 | 129-312 |  |  
                | R1 | 130-017 | 130-017 | 129-299 | 130-042 |  
                | PP | 129-238 | 129-238 | 129-238 | 129-251 |  
                | S1 | 129-187 | 129-187 | 129-271 | 129-212 |  
                | S2 | 129-088 | 129-088 | 129-258 |  |  
                | S3 | 128-258 | 129-037 | 129-244 |  |  
                | S4 | 128-108 | 128-207 | 129-202 |  |  | 
        
            | 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 | 129-300 | 129-105 | 0-195 | 0.5% | 0-120 | 0.3% | 92% | False | False | 1,472,226 |  
                | 10 | 131-035 | 129-100 | 1-255 | 1.4% | 0-154 | 0.4% | 32% | False | False | 1,424,743 |  
                | 20 | 131-065 | 129-100 | 1-285 | 1.5% | 0-161 | 0.4% | 31% | False | False | 1,297,267 |  
                | 40 | 131-095 | 129-020 | 2-075 | 1.7% | 0-158 | 0.4% | 37% | False | False | 1,167,431 |  
                | 60 | 131-095 | 128-015 | 3-080 | 2.5% | 0-169 | 0.4% | 57% | False | False | 1,127,545 |  
                | 80 | 132-205 | 128-015 | 4-190 | 3.5% | 0-187 | 0.4% | 40% | False | False | 979,698 |  
                | 100 | 132-205 | 125-195 | 7-010 | 5.4% | 0-179 | 0.4% | 61% | False | False | 784,759 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 131-288 |  
            | 2.618 | 131-043 |  
            | 1.618 | 130-213 |  
            | 1.000 | 130-120 |  
            | 0.618 | 130-063 |  
            | HIGH | 129-290 |  
            | 0.618 | 129-233 |  
            | 0.500 | 129-215 |  
            | 0.382 | 129-197 |  
            | LOW | 129-140 |  
            | 0.618 | 129-047 |  
            | 1.000 | 128-310 |  
            | 1.618 | 128-217 |  
            | 2.618 | 128-067 |  
            | 4.250 | 127-142 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 26-May-2016 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 129-262 | 129-256 |  
                                | PP | 129-238 | 129-227 |  
                                | S1 | 129-215 | 129-198 |  |