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

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-029
Widest range in 66 trading days

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

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These figures are updated between 7pm and 10pm EST after a trading day.

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