ECBOT 10 Year T-Note Future June 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 20-Jun-2016 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 17-Jun-2016 | 20-Jun-2016 | Change | Change % | Previous Week |  
                        | Open | 132-025 | 131-125 | -0-220 | -0.5% | 131-190 |  
                        | High | 132-025 | 131-170 | -0-175 | -0.4% | 132-175 |  
                        | Low | 131-240 | 131-045 | -0-195 | -0.5% | 131-155 |  
                        | Close | 131-245 | 131-125 | -0-120 | -0.3% | 131-245 |  
                        | Range | 0-105 | 0-125 | 0-020 | 19.0% | 1-020 |  
                        | ATR | 0-153 | 0-156 | 0-003 | 2.2% | 0-000 |  
                        | Volume | 13,688 | 5,491 | -8,197 | -59.9% | 102,505 |  | 
    
| 
        
            | Daily Pivots for day following 20-Jun-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 132-168 | 132-112 | 131-194 |  |  
                | R3 | 132-043 | 131-307 | 131-159 |  |  
                | R2 | 131-238 | 131-238 | 131-148 |  |  
                | R1 | 131-182 | 131-182 | 131-136 | 131-188 |  
                | PP | 131-113 | 131-113 | 131-113 | 131-116 |  
                | S1 | 131-057 | 131-057 | 131-114 | 131-062 |  
                | S2 | 130-308 | 130-308 | 131-102 |  |  
                | S3 | 130-183 | 130-252 | 131-091 |  |  
                | S4 | 130-058 | 130-127 | 131-056 |  |  | 
        
            | 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 | 131-045 | 1-130 | 1.1% | 0-154 | 0.4% | 18% | False | True | 18,285 |  
                | 10 | 132-175 | 130-215 | 1-280 | 1.4% | 0-131 | 0.3% | 38% | False | False | 18,052 |  
                | 20 | 132-175 | 129-095 | 3-080 | 2.5% | 0-143 | 0.3% | 64% | False | False | 416,743 |  
                | 40 | 132-175 | 129-020 | 3-155 | 2.7% | 0-156 | 0.4% | 67% | False | False | 810,977 |  
                | 60 | 132-175 | 128-310 | 3-185 | 2.7% | 0-157 | 0.4% | 68% | False | False | 871,739 |  
                | 80 | 132-175 | 128-015 | 4-160 | 3.4% | 0-165 | 0.4% | 74% | False | False | 937,889 |  
                | 100 | 132-205 | 128-010 | 4-195 | 3.5% | 0-180 | 0.4% | 73% | False | False | 803,006 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 133-061 |  
            | 2.618 | 132-177 |  
            | 1.618 | 132-052 |  
            | 1.000 | 131-295 |  
            | 0.618 | 131-247 |  
            | HIGH | 131-170 |  
            | 0.618 | 131-122 |  
            | 0.500 | 131-108 |  
            | 0.382 | 131-093 |  
            | LOW | 131-045 |  
            | 0.618 | 130-288 |  
            | 1.000 | 130-240 |  
            | 1.618 | 130-163 |  
            | 2.618 | 130-038 |  
            | 4.250 | 129-154 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 20-Jun-2016 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 131-119 | 131-270 |  
                                | PP | 131-113 | 131-222 |  
                                | S1 | 131-108 | 131-173 |  |