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

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-024
Narrowest range in 7 trading days

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

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

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