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

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-023
Narrowest range in 71 trading days

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

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

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