ECBOT 10 Year T-Note Future June 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 15-Jun-2016 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 14-Jun-2016 | 15-Jun-2016 | Change | Change % | Previous Week |  
                        | Open | 131-230 | 131-215 | -0-015 | 0.0% | 131-000 |  
                        | High | 132-040 | 132-045 | 0-005 | 0.0% | 131-170 |  
                        | Low | 131-200 | 131-165 | -0-035 | -0.1% | 130-205 |  
                        | Close | 131-230 | 131-315 | 0-085 | 0.2% | 131-145 |  
                        | Range | 0-160 | 0-200 | 0-040 | 25.0% | 0-285 |  
                        | ATR | 0-149 | 0-153 | 0-004 | 2.5% | 0-000 |  
                        | Volume | 36,549 | 26,636 | -9,913 | -27.1% | 113,023 |  | 
    
| 
        
            | Daily Pivots for day following 15-Jun-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 133-242 | 133-158 | 132-105 |  |  
                | R3 | 133-042 | 132-278 | 132-050 |  |  
                | R2 | 132-162 | 132-162 | 132-032 |  |  
                | R1 | 132-078 | 132-078 | 132-013 | 132-120 |  
                | PP | 131-282 | 131-282 | 131-282 | 131-302 |  
                | S1 | 131-198 | 131-198 | 131-297 | 131-240 |  
                | S2 | 131-082 | 131-082 | 131-278 |  |  
                | S3 | 130-202 | 130-318 | 131-260 |  |  
                | S4 | 130-002 | 130-118 | 131-205 |  |  | 
        
            | 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 | 132-045 | 130-285 | 1-080 | 0.9% | 0-145 | 0.3% | 88% | True | False | 21,548 |  
                | 10 | 132-045 | 129-205 | 2-160 | 1.9% | 0-150 | 0.4% | 94% | True | False | 38,557 |  
                | 20 | 132-045 | 129-095 | 2-270 | 2.2% | 0-151 | 0.4% | 95% | True | False | 638,851 |  
                | 40 | 132-045 | 129-020 | 3-025 | 2.3% | 0-160 | 0.4% | 95% | True | False | 902,834 |  
                | 60 | 132-045 | 128-205 | 3-160 | 2.7% | 0-161 | 0.4% | 96% | True | False | 916,045 |  
                | 80 | 132-045 | 128-015 | 4-030 | 3.1% | 0-170 | 0.4% | 96% | True | False | 989,255 |  
                | 100 | 132-205 | 127-240 | 4-285 | 3.7% | 0-180 | 0.4% | 87% | False | False | 802,856 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 134-255 |  
            | 2.618 | 133-249 |  
            | 1.618 | 133-049 |  
            | 1.000 | 132-245 |  
            | 0.618 | 132-169 |  
            | HIGH | 132-045 |  
            | 0.618 | 131-289 |  
            | 0.500 | 131-265 |  
            | 0.382 | 131-241 |  
            | LOW | 131-165 |  
            | 0.618 | 131-041 |  
            | 1.000 | 130-285 |  
            | 1.618 | 130-161 |  
            | 2.618 | 129-281 |  
            | 4.250 | 128-275 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 15-Jun-2016 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 131-298 | 131-297 |  
                                | PP | 131-282 | 131-278 |  
                                | S1 | 131-265 | 131-260 |  |