ECBOT 10 Year T-Note Future June 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 10-Jun-2016 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 09-Jun-2016 | 10-Jun-2016 | Change | Change % | Previous Week |  
                        | Open | 130-295 | 131-015 | 0-040 | 0.1% | 131-000 |  
                        | High | 131-080 | 131-170 | 0-090 | 0.2% | 131-170 |  
                        | Low | 130-285 | 131-015 | 0-050 | 0.1% | 130-205 |  
                        | Close | 131-025 | 131-145 | 0-120 | 0.3% | 131-145 |  
                        | Range | 0-115 | 0-155 | 0-040 | 34.8% | 0-285 |  
                        | ATR | 0-151 | 0-151 | 0-000 | 0.2% | 0-000 |  
                        | Volume | 13,583 | 14,408 | 825 | 6.1% | 113,023 |  | 
    
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            | Daily Pivots for day following 10-Jun-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 132-255 | 132-195 | 131-230 |  |  
                | R3 | 132-100 | 132-040 | 131-188 |  |  
                | R2 | 131-265 | 131-265 | 131-173 |  |  
                | R1 | 131-205 | 131-205 | 131-159 | 131-235 |  
                | PP | 131-110 | 131-110 | 131-110 | 131-125 |  
                | S1 | 131-050 | 131-050 | 131-131 | 131-080 |  
                | S2 | 130-275 | 130-275 | 131-117 |  |  
                | S3 | 130-120 | 130-215 | 131-102 |  |  
                | S4 | 129-285 | 130-060 | 131-060 |  |  | 
        
            | Weekly Pivots for week ending 10-Jun-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 133-282 | 133-178 | 131-302 |  |  
                | R3 | 132-317 | 132-213 | 131-223 |  |  
                | R2 | 132-032 | 132-032 | 131-197 |  |  
                | R1 | 131-248 | 131-248 | 131-171 | 131-300 |  
                | PP | 131-067 | 131-067 | 131-067 | 131-092 |  
                | S1 | 130-283 | 130-283 | 131-119 | 131-015 |  
                | S2 | 130-102 | 130-102 | 131-093 |  |  
                | S3 | 129-137 | 129-318 | 131-067 |  |  
                | S4 | 128-172 | 129-033 | 130-308 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 131-170 | 130-205 | 0-285 | 0.7% | 0-112 | 0.3% | 91% | True | False | 22,604 |  
                | 10 | 131-170 | 129-095 | 2-075 | 1.7% | 0-148 | 0.4% | 97% | True | False | 176,241 |  
                | 20 | 131-170 | 129-095 | 2-075 | 1.7% | 0-151 | 0.4% | 97% | True | False | 800,492 |  
                | 40 | 131-170 | 129-020 | 2-150 | 1.9% | 0-159 | 0.4% | 97% | True | False | 969,239 |  
                | 60 | 131-170 | 128-205 | 2-285 | 2.2% | 0-160 | 0.4% | 97% | True | False | 964,572 |  
                | 80 | 131-170 | 128-015 | 3-155 | 2.7% | 0-172 | 0.4% | 98% | True | False | 996,853 |  
                | 100 | 132-205 | 127-230 | 4-295 | 3.7% | 0-181 | 0.4% | 76% | False | False | 802,191 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 133-189 |  
            | 2.618 | 132-256 |  
            | 1.618 | 132-101 |  
            | 1.000 | 132-005 |  
            | 0.618 | 131-266 |  
            | HIGH | 131-170 |  
            | 0.618 | 131-111 |  
            | 0.500 | 131-092 |  
            | 0.382 | 131-074 |  
            | LOW | 131-015 |  
            | 0.618 | 130-239 |  
            | 1.000 | 130-180 |  
            | 1.618 | 130-084 |  
            | 2.618 | 129-249 |  
            | 4.250 | 128-316 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 10-Jun-2016 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 131-128 | 131-118 |  
                                | PP | 131-110 | 131-090 |  
                                | S1 | 131-092 | 131-062 |  |