ECBOT 10 Year T-Note Future June 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 14-Jun-2016 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 13-Jun-2016 | 14-Jun-2016 | Change | Change % | Previous Week |  
                        | Open | 131-190 | 131-230 | 0-040 | 0.1% | 131-000 |  
                        | High | 131-250 | 132-040 | 0-110 | 0.3% | 131-170 |  
                        | Low | 131-155 | 131-200 | 0-045 | 0.1% | 130-205 |  
                        | Close | 131-220 | 131-230 | 0-010 | 0.0% | 131-145 |  
                        | Range | 0-095 | 0-160 | 0-065 | 68.4% | 0-285 |  
                        | ATR | 0-148 | 0-149 | 0-001 | 0.6% | 0-000 |  
                        | Volume | 16,567 | 36,549 | 19,982 | 120.6% | 113,023 |  | 
    
| 
        
            | Daily Pivots for day following 14-Jun-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 133-103 | 133-007 | 131-318 |  |  
                | R3 | 132-263 | 132-167 | 131-274 |  |  
                | R2 | 132-103 | 132-103 | 131-259 |  |  
                | R1 | 132-007 | 132-007 | 131-245 | 131-310 |  
                | PP | 131-263 | 131-263 | 131-263 | 131-255 |  
                | S1 | 131-167 | 131-167 | 131-215 | 131-150 |  
                | S2 | 131-103 | 131-103 | 131-201 |  |  
                | S3 | 130-263 | 131-007 | 131-186 |  |  
                | S4 | 130-103 | 130-167 | 131-142 |  |  | 
        
            | 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 | 132-040 | 130-275 | 1-085 | 1.0% | 0-117 | 0.3% | 68% | True | False | 18,072 |  
                | 10 | 132-040 | 129-190 | 2-170 | 1.9% | 0-144 | 0.3% | 84% | True | False | 49,881 |  
                | 20 | 132-040 | 129-095 | 2-265 | 2.1% | 0-147 | 0.3% | 86% | True | False | 693,900 |  
                | 40 | 132-040 | 129-020 | 3-020 | 2.3% | 0-157 | 0.4% | 87% | True | False | 927,599 |  
                | 60 | 132-040 | 128-205 | 3-155 | 2.6% | 0-160 | 0.4% | 88% | True | False | 928,617 |  
                | 80 | 132-040 | 128-015 | 4-025 | 3.1% | 0-169 | 0.4% | 90% | True | False | 994,729 |  
                | 100 | 132-205 | 127-230 | 4-295 | 3.7% | 0-180 | 0.4% | 81% | False | False | 802,617 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 134-080 |  
            | 2.618 | 133-139 |  
            | 1.618 | 132-299 |  
            | 1.000 | 132-200 |  
            | 0.618 | 132-139 |  
            | HIGH | 132-040 |  
            | 0.618 | 131-299 |  
            | 0.500 | 131-280 |  
            | 0.382 | 131-261 |  
            | LOW | 131-200 |  
            | 0.618 | 131-101 |  
            | 1.000 | 131-040 |  
            | 1.618 | 130-261 |  
            | 2.618 | 130-101 |  
            | 4.250 | 129-160 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 14-Jun-2016 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 131-280 | 131-216 |  
                                | PP | 131-263 | 131-202 |  
                                | S1 | 131-247 | 131-188 |  |