ECBOT 5 Year T-Note Future June 2014

Trading Metrics calculated at close of trading on 23-May-2014

Day Change Summary
	Previous	Current
	22-May-2014	23-May-2014	Change	Change %	Previous Week
Open	120-100	120-072	-0-028	-0.1%	120-047
High	120-110	120-122	0-012	0.0%	120-157
Low	120-052	120-065	0-013	0.0%	120-042
Close	120-065	120-110	0-045	0.1%	120-110
Range	0-058	0-057	-0-001	-1.7%	0-115
ATR	0-093	0-090	-0-003	-2.8%	0-000
Volume	715,501	551,136	-164,365	-23.0%	3,066,734

Daily Pivots for day following 23-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	120-270	120-247	120-141
R3	120-213	120-190	120-126
R2	120-156	120-156	120-120
R1	120-133	120-133	120-115	120-144
PP	120-099	120-099	120-099	120-105
S1	120-076	120-076	120-105	120-088
S2	120-042	120-042	120-100
S3	119-305	120-019	120-094
S4	119-248	119-282	120-079

Weekly Pivots for week ending 23-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	121-128	121-074	120-173
R3	121-013	120-279	120-142
R2	120-218	120-218	120-131
R1	120-164	120-164	120-121	120-191
PP	120-103	120-103	120-103	120-116
S1	120-049	120-049	120-099	120-076
S2	119-308	119-308	120-089
S3	119-193	119-254	120-078
S4	119-078	119-139	120-047

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-157	120-042	0-115	0.3%	0-078	0.2%	59%	False	False	613,346
10	120-157	119-180	0-297	0.8%	0-088	0.2%	84%	False	False	627,804
20	120-157	119-005	1-152	1.2%	0-089	0.2%	90%	False	False	672,128
40	120-157	118-150	2-007	1.7%	0-095	0.2%	93%	False	False	667,070
60	120-157	118-150	2-007	1.7%	0-101	0.3%	93%	False	False	698,462
80	120-157	118-150	2-007	1.7%	0-096	0.2%	93%	False	False	570,283

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-017
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	121-044
2.618	120-271
1.618	120-214
1.000	120-179
0.618	120-157
HIGH	120-122
0.618	120-100
0.500	120-094
0.382	120-087
LOW	120-065
0.618	120-030
1.000	120-008
1.618	119-293
2.618	119-236
4.250	119-143

Fisher Pivots for day following 23-May-2014
Pivot	1 day	3 day
R1	120-104	120-108
PP	120-099	120-106
S1	120-094	120-104

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

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