ECBOT 10 Year T-Note Future June 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 16-Jun-2016 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 15-Jun-2016 | 16-Jun-2016 | Change | Change % | Previous Week |  
                        | Open | 131-215 | 132-050 | 0-155 | 0.4% | 131-000 |  
                        | High | 132-045 | 132-175 | 0-130 | 0.3% | 131-170 |  
                        | Low | 131-165 | 131-315 | 0-150 | 0.4% | 130-205 |  
                        | Close | 131-315 | 132-050 | 0-055 | 0.1% | 131-145 |  
                        | Range | 0-200 | 0-180 | -0-020 | -10.0% | 0-285 |  
                        | ATR | 0-153 | 0-154 | 0-002 | 1.3% | 0-000 |  
                        | Volume | 26,636 | 9,065 | -17,571 | -66.0% | 113,023 |  | 
    
| 
        
            | Daily Pivots for day following 16-Jun-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 133-293 | 133-192 | 132-149 |  |  
                | R3 | 133-113 | 133-012 | 132-100 |  |  
                | R2 | 132-253 | 132-253 | 132-083 |  |  
                | R1 | 132-152 | 132-152 | 132-066 | 132-140 |  
                | PP | 132-073 | 132-073 | 132-073 | 132-068 |  
                | S1 | 131-292 | 131-292 | 132-034 | 131-280 |  
                | S2 | 131-213 | 131-213 | 132-017 |  |  
                | S3 | 131-033 | 131-112 | 132-000 |  |  
                | S4 | 130-173 | 130-252 | 131-271 |  |  | 
        
            | 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 | 132-175 | 131-015 | 1-160 | 1.1% | 0-158 | 0.4% | 74% | True | False | 20,645 |  
                | 10 | 132-175 | 129-280 | 2-215 | 2.0% | 0-156 | 0.4% | 85% | True | False | 27,192 |  
                | 20 | 132-175 | 129-095 | 3-080 | 2.5% | 0-144 | 0.3% | 88% | True | False | 542,671 |  
                | 40 | 132-175 | 129-020 | 3-155 | 2.6% | 0-157 | 0.4% | 89% | True | False | 870,758 |  
                | 60 | 132-175 | 128-205 | 3-290 | 3.0% | 0-160 | 0.4% | 90% | True | False | 898,682 |  
                | 80 | 132-175 | 128-015 | 4-160 | 3.4% | 0-169 | 0.4% | 91% | True | False | 974,522 |  
                | 100 | 132-205 | 127-280 | 4-245 | 3.6% | 0-181 | 0.4% | 90% | False | False | 802,923 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 134-300 |  
            | 2.618 | 134-006 |  
            | 1.618 | 133-146 |  
            | 1.000 | 133-035 |  
            | 0.618 | 132-286 |  
            | HIGH | 132-175 |  
            | 0.618 | 132-106 |  
            | 0.500 | 132-085 |  
            | 0.382 | 132-064 |  
            | LOW | 131-315 |  
            | 0.618 | 131-204 |  
            | 1.000 | 131-135 |  
            | 1.618 | 131-024 |  
            | 2.618 | 130-164 |  
            | 4.250 | 129-190 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 16-Jun-2016 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 132-085 | 132-037 |  
                                | PP | 132-073 | 132-023 |  
                                | S1 | 132-062 | 132-010 |  |