ECBOT 10 Year T-Note Future June 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 07-Jun-2016 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 06-Jun-2016 | 07-Jun-2016 | Change | Change % | Previous Week |  
                        | Open | 131-000 | 130-250 | -0-070 | -0.2% | 129-160 |  
                        | High | 131-000 | 131-010 | 0-010 | 0.0% | 131-005 |  
                        | Low | 130-205 | 130-215 | 0-010 | 0.0% | 129-095 |  
                        | Close | 130-275 | 130-300 | 0-025 | 0.1% | 130-305 |  
                        | Range | 0-115 | 0-115 | 0-000 | 0.0% | 1-230 |  
                        | ATR | 0-165 | 0-161 | -0-004 | -2.2% | 0-000 |  
                        | Volume | 40,491 | 35,285 | -5,206 | -12.9% | 709,779 |  | 
    
| 
        
            | Daily Pivots for day following 07-Jun-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 131-307 | 131-258 | 131-043 |  |  
                | R3 | 131-192 | 131-143 | 131-012 |  |  
                | R2 | 131-077 | 131-077 | 131-001 |  |  
                | R1 | 131-028 | 131-028 | 130-311 | 131-052 |  
                | PP | 130-282 | 130-282 | 130-282 | 130-294 |  
                | S1 | 130-233 | 130-233 | 130-289 | 130-258 |  
                | S2 | 130-167 | 130-167 | 130-279 |  |  
                | S3 | 130-052 | 130-118 | 130-268 |  |  
                | S4 | 129-257 | 130-003 | 130-237 |  |  | 
        
            | 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 | 131-010 | 129-190 | 1-140 | 1.1% | 0-171 | 0.4% | 93% | True | False | 81,689 |  
                | 10 | 131-010 | 129-095 | 1-235 | 1.3% | 0-156 | 0.4% | 95% | True | False | 716,458 |  
                | 20 | 131-035 | 129-095 | 1-260 | 1.4% | 0-153 | 0.4% | 91% | False | False | 963,009 |  
                | 40 | 131-065 | 129-020 | 2-045 | 1.6% | 0-162 | 0.4% | 88% | False | False | 1,046,485 |  
                | 60 | 131-095 | 128-015 | 3-080 | 2.5% | 0-165 | 0.4% | 89% | False | False | 1,013,580 |  
                | 80 | 131-190 | 128-015 | 3-175 | 2.7% | 0-178 | 0.4% | 81% | False | False | 998,801 |  
                | 100 | 132-205 | 127-085 | 5-120 | 4.1% | 0-181 | 0.4% | 68% | False | False | 801,961 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 132-179 |  
            | 2.618 | 131-311 |  
            | 1.618 | 131-196 |  
            | 1.000 | 131-125 |  
            | 0.618 | 131-081 |  
            | HIGH | 131-010 |  
            | 0.618 | 130-286 |  
            | 0.500 | 130-272 |  
            | 0.382 | 130-259 |  
            | LOW | 130-215 |  
            | 0.618 | 130-144 |  
            | 1.000 | 130-100 |  
            | 1.618 | 130-029 |  
            | 2.618 | 129-234 |  
            | 4.250 | 129-046 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 07-Jun-2016 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 130-291 | 130-248 |  
                                | PP | 130-282 | 130-197 |  
                                | S1 | 130-272 | 130-145 |  |