ECBOT 10 Year T-Note Future June 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 08-Jun-2016 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 07-Jun-2016 | 08-Jun-2016 | Change | Change % | Previous Week |  
                        | Open | 130-250 | 130-295 | 0-045 | 0.1% | 129-160 |  
                        | High | 131-010 | 131-015 | 0-005 | 0.0% | 131-005 |  
                        | Low | 130-215 | 130-275 | 0-060 | 0.1% | 129-095 |  
                        | Close | 130-300 | 130-285 | -0-015 | 0.0% | 130-305 |  
                        | Range | 0-115 | 0-060 | -0-055 | -47.8% | 1-230 |  
                        | ATR | 0-161 | 0-154 | -0-007 | -4.5% | 0-000 |  
                        | Volume | 35,285 | 9,256 | -26,029 | -73.8% | 709,779 |  | 
    
| 
        
            | Daily Pivots for day following 08-Jun-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 131-158 | 131-122 | 130-318 |  |  
                | R3 | 131-098 | 131-062 | 130-302 |  |  
                | R2 | 131-038 | 131-038 | 130-296 |  |  
                | R1 | 131-002 | 131-002 | 130-290 | 130-310 |  
                | PP | 130-298 | 130-298 | 130-298 | 130-292 |  
                | S1 | 130-262 | 130-262 | 130-280 | 130-250 |  
                | S2 | 130-238 | 130-238 | 130-274 |  |  
                | S3 | 130-178 | 130-202 | 130-268 |  |  
                | S4 | 130-118 | 130-142 | 130-252 |  |  | 
        
            | 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 | 131-015 | 129-205 | 1-130 | 1.1% | 0-156 | 0.4% | 89% | True | False | 55,566 |  
                | 10 | 131-015 | 129-095 | 1-240 | 1.3% | 0-146 | 0.3% | 91% | True | False | 545,215 |  
                | 20 | 131-035 | 129-095 | 1-260 | 1.4% | 0-152 | 0.4% | 88% | False | False | 913,853 |  
                | 40 | 131-065 | 129-020 | 2-045 | 1.6% | 0-159 | 0.4% | 85% | False | False | 1,022,277 |  
                | 60 | 131-095 | 128-015 | 3-080 | 2.5% | 0-164 | 0.4% | 88% | False | False | 1,001,616 |  
                | 80 | 131-140 | 128-015 | 3-125 | 2.6% | 0-174 | 0.4% | 84% | False | False | 998,436 |  
                | 100 | 132-205 | 127-165 | 5-040 | 3.9% | 0-181 | 0.4% | 66% | False | False | 802,032 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 131-270 |  
            | 2.618 | 131-172 |  
            | 1.618 | 131-112 |  
            | 1.000 | 131-075 |  
            | 0.618 | 131-052 |  
            | HIGH | 131-015 |  
            | 0.618 | 130-312 |  
            | 0.500 | 130-305 |  
            | 0.382 | 130-298 |  
            | LOW | 130-275 |  
            | 0.618 | 130-238 |  
            | 1.000 | 130-215 |  
            | 1.618 | 130-178 |  
            | 2.618 | 130-118 |  
            | 4.250 | 130-020 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 08-Jun-2016 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 130-305 | 130-280 |  
                                | PP | 130-298 | 130-275 |  
                                | S1 | 130-292 | 130-270 |  |