ECBOT 10 Year T-Note Future June 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 17-Jun-2016 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 16-Jun-2016 | 17-Jun-2016 | Change | Change % | Previous Week |  
                        | Open | 132-050 | 132-025 | -0-025 | -0.1% | 131-190 |  
                        | High | 132-175 | 132-025 | -0-150 | -0.4% | 132-175 |  
                        | Low | 131-315 | 131-240 | -0-075 | -0.2% | 131-155 |  
                        | Close | 132-050 | 131-245 | -0-125 | -0.3% | 131-245 |  
                        | Range | 0-180 | 0-105 | -0-075 | -41.7% | 1-020 |  
                        | ATR | 0-154 | 0-153 | -0-002 | -1.1% | 0-000 |  
                        | Volume | 9,065 | 13,688 | 4,623 | 51.0% | 102,505 |  | 
    
| 
        
            | Daily Pivots for day following 17-Jun-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 132-272 | 132-203 | 131-303 |  |  
                | R3 | 132-167 | 132-098 | 131-274 |  |  
                | R2 | 132-062 | 132-062 | 131-264 |  |  
                | R1 | 131-313 | 131-313 | 131-255 | 131-295 |  
                | PP | 131-277 | 131-277 | 131-277 | 131-268 |  
                | S1 | 131-208 | 131-208 | 131-235 | 131-190 |  
                | S2 | 131-172 | 131-172 | 131-226 |  |  
                | S3 | 131-067 | 131-103 | 131-216 |  |  
                | S4 | 130-282 | 130-318 | 131-187 |  |  | 
        
            | Weekly Pivots for week ending 17-Jun-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 135-038 | 134-162 | 132-112 |  |  
                | R3 | 134-018 | 133-142 | 132-018 |  |  
                | R2 | 132-318 | 132-318 | 131-307 |  |  
                | R1 | 132-122 | 132-122 | 131-276 | 132-220 |  
                | PP | 131-298 | 131-298 | 131-298 | 132-028 |  
                | S1 | 131-102 | 131-102 | 131-214 | 131-200 |  
                | S2 | 130-278 | 130-278 | 131-183 |  |  
                | S3 | 129-258 | 130-082 | 131-152 |  |  
                | S4 | 128-238 | 129-062 | 131-058 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 132-175 | 131-155 | 1-020 | 0.8% | 0-148 | 0.4% | 26% | False | False | 20,501 |  
                | 10 | 132-175 | 130-205 | 1-290 | 1.4% | 0-130 | 0.3% | 59% | False | False | 21,552 |  
                | 20 | 132-175 | 129-095 | 3-080 | 2.5% | 0-141 | 0.3% | 76% | False | False | 461,302 |  
                | 40 | 132-175 | 129-020 | 3-155 | 2.6% | 0-156 | 0.4% | 78% | False | False | 836,153 |  
                | 60 | 132-175 | 128-310 | 3-185 | 2.7% | 0-158 | 0.4% | 78% | False | False | 884,135 |  
                | 80 | 132-175 | 128-015 | 4-160 | 3.4% | 0-167 | 0.4% | 83% | False | False | 956,933 |  
                | 100 | 132-205 | 127-280 | 4-245 | 3.6% | 0-181 | 0.4% | 82% | False | False | 803,028 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 133-151 |  
            | 2.618 | 132-300 |  
            | 1.618 | 132-195 |  
            | 1.000 | 132-130 |  
            | 0.618 | 132-090 |  
            | HIGH | 132-025 |  
            | 0.618 | 131-305 |  
            | 0.500 | 131-292 |  
            | 0.382 | 131-280 |  
            | LOW | 131-240 |  
            | 0.618 | 131-175 |  
            | 1.000 | 131-135 |  
            | 1.618 | 131-070 |  
            | 2.618 | 130-285 |  
            | 4.250 | 130-114 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 17-Jun-2016 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 131-292 | 132-010 |  
                                | PP | 131-277 | 131-302 |  
                                | S1 | 131-261 | 131-273 |  |