ECBOT 5 Year T-Note Future June 2016

Trading Metrics calculated at close of trading on 06-Jun-2016

Day Change Summary
	Previous	Current
	03-Jun-2016	06-Jun-2016	Change	Change %	Previous Week
Open	120-180	121-060	0-200	0.5%	120-087
High	121-092	121-067	-0-025	-0.1%	121-092
Low	120-165	121-010	0-165	0.4%	120-057
Close	121-062	121-055	-0-007	0.0%	121-062
Range	0-247	0-057	-0-190	-76.9%	1-035
ATR	0-107	0-103	-0-004	-3.3%	0-000
Volume	51,014	32,964	-18,050	-35.4%	444,706

Daily Pivots for day following 06-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	121-215	121-192	121-086
R3	121-158	121-135	121-071
R2	121-101	121-101	121-065
R1	121-078	121-078	121-060	121-061
PP	121-044	121-044	121-044	121-036
S1	121-021	121-021	121-050	121-004
S2	120-307	120-307	121-045
S3	120-250	120-284	121-039
S4	120-193	120-227	121-024

Weekly Pivots for week ending 03-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	124-069	123-260	121-257
R3	123-034	122-225	121-160
R2	121-319	121-319	121-127
R1	121-190	121-190	121-095	121-254
PP	120-284	120-284	120-284	120-316
S1	120-155	120-155	121-029	120-220
S2	119-249	119-249	120-317
S3	118-214	119-120	120-284
S4	117-179	118-085	120-187

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-092	120-057	1-035	0.9%	0-117	0.3%	90%	False	False	95,534
10	121-092	120-057	1-035	0.9%	0-101	0.3%	90%	False	False	644,873
20	121-152	120-057	1-095	1.1%	0-097	0.3%	77%	False	False	664,280
40	121-187	120-057	1-130	1.2%	0-098	0.3%	71%	False	False	610,414
60	121-192	119-112	2-080	1.9%	0-102	0.3%	81%	False	False	582,758
80	122-145	119-112	3-033	2.6%	0-111	0.3%	59%	False	False	576,081
100	122-145	119-030	3-115	2.8%	0-105	0.3%	62%	False	False	463,095

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-016
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	121-309
2.618	121-216
1.618	121-159
1.000	121-124
0.618	121-102
HIGH	121-067
0.618	121-045
0.500	121-038
0.382	121-032
LOW	121-010
0.618	120-295
1.000	120-273
1.618	120-238
2.618	120-181
4.250	120-088

Fisher Pivots for day following 06-Jun-2016
Pivot	1 day	3 day
R1	121-050	121-020
PP	121-044	120-304
S1	121-038	120-268

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These figures are updated between 7pm and 10pm EST after a trading day.

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