ECBOT 10 Year T-Note Future June 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 03-Jun-2016 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 02-Jun-2016 | 03-Jun-2016 | Change | Change % | Previous Week |  
                        | Open | 129-215 | 129-300 | 0-085 | 0.2% | 129-160 |  
                        | High | 130-010 | 131-005 | 0-315 | 0.8% | 131-005 |  
                        | Low | 129-205 | 129-280 | 0-075 | 0.2% | 129-095 |  
                        | Close | 129-295 | 130-305 | 1-010 | 0.8% | 130-305 |  
                        | Range | 0-125 | 1-045 | 0-240 | 192.0% | 1-230 |  
                        | ATR | 0-153 | 0-168 | 0-015 | 9.9% | 0-000 |  
                        | Volume | 122,717 | 70,085 | -52,632 | -42.9% | 709,779 |  | 
    
| 
        
            | Daily Pivots for day following 03-Jun-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 134-012 | 133-203 | 131-186 |  |  
                | R3 | 132-287 | 132-158 | 131-085 |  |  
                | R2 | 131-242 | 131-242 | 131-052 |  |  
                | R1 | 131-113 | 131-113 | 131-018 | 131-178 |  
                | PP | 130-197 | 130-197 | 130-197 | 130-229 |  
                | S1 | 130-068 | 130-068 | 130-272 | 130-132 |  
                | S2 | 129-152 | 129-152 | 130-238 |  |  
                | S3 | 128-107 | 129-023 | 130-205 |  |  
                | S4 | 127-062 | 127-298 | 130-104 |  |  | 
        
            | Weekly Pivots for week ending 03-Jun-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 135-185 | 134-315 | 131-288 |  |  
                | R3 | 133-275 | 133-085 | 131-136 |  |  
                | R2 | 132-045 | 132-045 | 131-086 |  |  
                | R1 | 131-175 | 131-175 | 131-035 | 131-270 |  
                | PP | 130-135 | 130-135 | 130-135 | 130-182 |  
                | S1 | 129-265 | 129-265 | 130-255 | 130-040 |  
                | S2 | 128-225 | 128-225 | 130-204 |  |  
                | S3 | 126-315 | 128-035 | 130-154 |  |  
                | S4 | 125-085 | 126-125 | 130-002 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 131-005 | 129-095 | 1-230 | 1.3% | 0-185 | 0.4% | 96% | True | False | 329,877 |  
                | 10 | 131-005 | 129-095 | 1-230 | 1.3% | 0-152 | 0.4% | 96% | True | False | 901,051 |  
                | 20 | 131-065 | 129-095 | 1-290 | 1.5% | 0-161 | 0.4% | 87% | False | False | 1,078,749 |  
                | 40 | 131-085 | 129-020 | 2-065 | 1.7% | 0-163 | 0.4% | 86% | False | False | 1,084,339 |  
                | 60 | 131-095 | 128-015 | 3-080 | 2.5% | 0-169 | 0.4% | 89% | False | False | 1,058,746 |  
                | 80 | 132-205 | 128-015 | 4-190 | 3.5% | 0-183 | 0.4% | 63% | False | False | 998,982 |  
                | 100 | 132-205 | 126-135 | 6-070 | 4.7% | 0-183 | 0.4% | 73% | False | False | 801,230 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 135-276 |  
            | 2.618 | 134-001 |  
            | 1.618 | 132-276 |  
            | 1.000 | 132-050 |  
            | 0.618 | 131-231 |  
            | HIGH | 131-005 |  
            | 0.618 | 130-186 |  
            | 0.500 | 130-142 |  
            | 0.382 | 130-099 |  
            | LOW | 129-280 |  
            | 0.618 | 129-054 |  
            | 1.000 | 128-235 |  
            | 1.618 | 128-009 |  
            | 2.618 | 126-284 |  
            | 4.250 | 125-009 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 03-Jun-2016 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 130-251 | 130-236 |  
                                | PP | 130-197 | 130-167 |  
                                | S1 | 130-142 | 130-098 |  |