ECBOT 10 Year T-Note Future June 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 13-Jun-2016 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 10-Jun-2016 | 13-Jun-2016 | Change | Change % | Previous Week |  
                        | Open | 131-015 | 131-190 | 0-175 | 0.4% | 131-000 |  
                        | High | 131-170 | 131-250 | 0-080 | 0.2% | 131-170 |  
                        | Low | 131-015 | 131-155 | 0-140 | 0.3% | 130-205 |  
                        | Close | 131-145 | 131-220 | 0-075 | 0.2% | 131-145 |  
                        | Range | 0-155 | 0-095 | -0-060 | -38.7% | 0-285 |  
                        | ATR | 0-151 | 0-148 | -0-003 | -2.2% | 0-000 |  
                        | Volume | 14,408 | 16,567 | 2,159 | 15.0% | 113,023 |  | 
    
| 
        
            | Daily Pivots for day following 13-Jun-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 132-173 | 132-132 | 131-272 |  |  
                | R3 | 132-078 | 132-037 | 131-246 |  |  
                | R2 | 131-303 | 131-303 | 131-237 |  |  
                | R1 | 131-262 | 131-262 | 131-229 | 131-282 |  
                | PP | 131-208 | 131-208 | 131-208 | 131-219 |  
                | S1 | 131-167 | 131-167 | 131-211 | 131-188 |  
                | S2 | 131-113 | 131-113 | 131-203 |  |  
                | S3 | 131-018 | 131-072 | 131-194 |  |  
                | S4 | 130-243 | 130-297 | 131-168 |  |  | 
        
            | 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 | 131-250 | 130-215 | 1-035 | 0.8% | 0-108 | 0.3% | 92% | True | False | 17,819 |  
                | 10 | 131-250 | 129-095 | 2-155 | 1.9% | 0-144 | 0.3% | 96% | True | False | 83,936 |  
                | 20 | 131-250 | 129-095 | 2-155 | 1.9% | 0-149 | 0.4% | 96% | True | False | 737,407 |  
                | 40 | 131-250 | 129-020 | 2-230 | 2.1% | 0-157 | 0.4% | 97% | True | False | 949,178 |  
                | 60 | 131-250 | 128-205 | 3-045 | 2.4% | 0-159 | 0.4% | 97% | True | False | 943,851 |  
                | 80 | 131-250 | 128-015 | 3-235 | 2.8% | 0-170 | 0.4% | 97% | True | False | 995,730 |  
                | 100 | 132-205 | 127-230 | 4-295 | 3.7% | 0-180 | 0.4% | 81% | False | False | 802,261 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 133-014 |  
            | 2.618 | 132-179 |  
            | 1.618 | 132-084 |  
            | 1.000 | 132-025 |  
            | 0.618 | 131-309 |  
            | HIGH | 131-250 |  
            | 0.618 | 131-214 |  
            | 0.500 | 131-202 |  
            | 0.382 | 131-191 |  
            | LOW | 131-155 |  
            | 0.618 | 131-096 |  
            | 1.000 | 131-060 |  
            | 1.618 | 131-001 |  
            | 2.618 | 130-226 |  
            | 4.250 | 130-071 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 13-Jun-2016 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 131-214 | 131-182 |  
                                | PP | 131-208 | 131-145 |  
                                | S1 | 131-202 | 131-108 |  |