ECBOT 10 Year T-Note Future June 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 06-Jun-2016 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 03-Jun-2016 | 06-Jun-2016 | Change | Change % | Previous Week |  
                        | Open | 129-300 | 131-000 | 1-020 | 0.8% | 129-160 |  
                        | High | 131-005 | 131-000 | -0-005 | 0.0% | 131-005 |  
                        | Low | 129-280 | 130-205 | 0-245 | 0.6% | 129-095 |  
                        | Close | 130-305 | 130-275 | -0-030 | -0.1% | 130-305 |  
                        | Range | 1-045 | 0-115 | -0-250 | -68.5% | 1-230 |  
                        | ATR | 0-168 | 0-165 | -0-004 | -2.3% | 0-000 |  
                        | Volume | 70,085 | 40,491 | -29,594 | -42.2% | 709,779 |  | 
    
| 
        
            | Daily Pivots for day following 06-Jun-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 131-292 | 131-238 | 131-018 |  |  
                | R3 | 131-177 | 131-123 | 130-307 |  |  
                | R2 | 131-062 | 131-062 | 130-296 |  |  
                | R1 | 131-008 | 131-008 | 130-286 | 130-298 |  
                | PP | 130-267 | 130-267 | 130-267 | 130-251 |  
                | S1 | 130-213 | 130-213 | 130-264 | 130-182 |  
                | S2 | 130-152 | 130-152 | 130-254 |  |  
                | S3 | 130-037 | 130-098 | 130-243 |  |  
                | S4 | 129-242 | 129-303 | 130-212 |  |  | 
        
            | 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% | 0-180 | 0.4% | 91% | False | False | 150,054 |  
                | 10 | 131-005 | 129-095 | 1-230 | 1.3% | 0-154 | 0.4% | 91% | False | False | 815,433 |  
                | 20 | 131-035 | 129-095 | 1-260 | 1.4% | 0-154 | 0.4% | 86% | False | False | 1,005,001 |  
                | 40 | 131-070 | 129-020 | 2-050 | 1.6% | 0-163 | 0.4% | 83% | False | False | 1,065,757 |  
                | 60 | 131-095 | 128-015 | 3-080 | 2.5% | 0-166 | 0.4% | 87% | False | False | 1,031,366 |  
                | 80 | 132-205 | 128-015 | 4-190 | 3.5% | 0-181 | 0.4% | 61% | False | False | 998,965 |  
                | 100 | 132-205 | 127-000 | 5-205 | 4.3% | 0-182 | 0.4% | 68% | False | False | 801,629 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 132-169 |  
            | 2.618 | 131-301 |  
            | 1.618 | 131-186 |  
            | 1.000 | 131-115 |  
            | 0.618 | 131-071 |  
            | HIGH | 131-000 |  
            | 0.618 | 130-276 |  
            | 0.500 | 130-262 |  
            | 0.382 | 130-249 |  
            | LOW | 130-205 |  
            | 0.618 | 130-134 |  
            | 1.000 | 130-090 |  
            | 1.618 | 130-019 |  
            | 2.618 | 129-224 |  
            | 4.250 | 129-036 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 06-Jun-2016 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 130-271 | 130-218 |  
                                | PP | 130-267 | 130-162 |  
                                | S1 | 130-262 | 130-105 |  |