ECBOT 10 Year T-Note Future June 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 09-Jun-2016 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 08-Jun-2016 | 09-Jun-2016 | Change | Change % | Previous Week |  
                        | Open | 130-295 | 130-295 | 0-000 | 0.0% | 129-160 |  
                        | High | 131-015 | 131-080 | 0-065 | 0.2% | 131-005 |  
                        | Low | 130-275 | 130-285 | 0-010 | 0.0% | 129-095 |  
                        | Close | 130-285 | 131-025 | 0-060 | 0.1% | 130-305 |  
                        | Range | 0-060 | 0-115 | 0-055 | 91.7% | 1-230 |  
                        | ATR | 0-154 | 0-151 | -0-003 | -1.8% | 0-000 |  
                        | Volume | 9,256 | 13,583 | 4,327 | 46.7% | 709,779 |  | 
    
| 
        
            | Daily Pivots for day following 09-Jun-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 132-048 | 131-312 | 131-088 |  |  
                | R3 | 131-253 | 131-197 | 131-057 |  |  
                | R2 | 131-138 | 131-138 | 131-046 |  |  
                | R1 | 131-082 | 131-082 | 131-036 | 131-110 |  
                | PP | 131-023 | 131-023 | 131-023 | 131-038 |  
                | S1 | 130-287 | 130-287 | 131-014 | 130-315 |  
                | S2 | 130-228 | 130-228 | 131-004 |  |  
                | S3 | 130-113 | 130-172 | 130-313 |  |  
                | S4 | 129-318 | 130-057 | 130-282 |  |  | 
        
            | 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 | 131-080 | 129-280 | 1-120 | 1.0% | 0-154 | 0.4% | 88% | True | False | 33,740 |  
                | 10 | 131-080 | 129-095 | 1-305 | 1.5% | 0-148 | 0.4% | 91% | True | False | 348,509 |  
                | 20 | 131-080 | 129-095 | 1-305 | 1.5% | 0-150 | 0.4% | 91% | True | False | 859,271 |  
                | 40 | 131-080 | 129-020 | 2-060 | 1.7% | 0-159 | 0.4% | 92% | True | False | 995,781 |  
                | 60 | 131-095 | 128-015 | 3-080 | 2.5% | 0-163 | 0.4% | 93% | False | False | 986,512 |  
                | 80 | 131-140 | 128-015 | 3-125 | 2.6% | 0-174 | 0.4% | 89% | False | False | 997,937 |  
                | 100 | 132-205 | 127-165 | 5-040 | 3.9% | 0-181 | 0.4% | 70% | False | False | 802,139 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 132-249 |  
            | 2.618 | 132-061 |  
            | 1.618 | 131-266 |  
            | 1.000 | 131-195 |  
            | 0.618 | 131-151 |  
            | HIGH | 131-080 |  
            | 0.618 | 131-036 |  
            | 0.500 | 131-022 |  
            | 0.382 | 131-009 |  
            | LOW | 130-285 |  
            | 0.618 | 130-214 |  
            | 1.000 | 130-170 |  
            | 1.618 | 130-099 |  
            | 2.618 | 129-304 |  
            | 4.250 | 129-116 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 09-Jun-2016 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 131-024 | 131-012 |  
                                | PP | 131-023 | 131-000 |  
                                | S1 | 131-022 | 130-308 |  |