ECBOT 5 Year T-Note Future June 2014

Trading Metrics calculated at close of trading on 20-Jun-2014

Day Change Summary
	Previous	Current
	19-Jun-2014	20-Jun-2014	Change	Change %	Previous Week
Open	119-275	119-240	-0-035	-0.1%	119-247
High	119-300	119-240	-0-060	-0.2%	119-300
Low	119-242	119-217	-0-025	-0.1%	119-140
Close	119-242	119-225	-0-017	0.0%	119-225
Range	0-058	0-023	-0-035	-60.3%	0-160
ATR	0-090	0-085	-0-005	-5.1%	0-000
Volume	1,285	2,474	1,189	92.5%	15,842

Daily Pivots for day following 20-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	119-296	119-284	119-238
R3	119-273	119-261	119-231
R2	119-250	119-250	119-229
R1	119-238	119-238	119-227	119-232
PP	119-227	119-227	119-227	119-225
S1	119-215	119-215	119-223	119-210
S2	119-204	119-204	119-221
S3	119-181	119-192	119-219
S4	119-158	119-169	119-212

Weekly Pivots for week ending 20-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	121-062	120-303	119-313
R3	120-222	120-143	119-269
R2	120-062	120-062	119-254
R1	119-303	119-303	119-240	119-262
PP	119-222	119-222	119-222	119-201
S1	119-143	119-143	119-210	119-102
S2	119-062	119-062	119-196
S3	118-222	118-303	119-181
S4	118-062	118-143	119-137

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-300	119-140	0-160	0.4%	0-066	0.2%	53%	False	False	3,168
10	119-300	119-140	0-160	0.4%	0-069	0.2%	53%	False	False	6,776
20	120-250	119-140	1-110	1.1%	0-077	0.2%	20%	False	False	268,847
40	120-250	119-005	1-245	1.5%	0-084	0.2%	39%	False	False	470,125
60	120-250	118-150	2-100	1.9%	0-089	0.2%	53%	False	False	538,896
80	120-250	118-150	2-100	1.9%	0-095	0.2%	53%	False	False	599,281
100	120-250	118-150	2-100	1.9%	0-092	0.2%	53%	False	False	504,500

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-014
Narrowest range in 91 trading days

Fibonacci Retracements and Extensions
4.250	120-018
2.618	119-300
1.618	119-277
1.000	119-263
0.618	119-254
HIGH	119-240
0.618	119-231
0.500	119-228
0.382	119-226
LOW	119-217
0.618	119-203
1.000	119-194
1.618	119-180
2.618	119-157
4.250	119-119

Fisher Pivots for day following 20-Jun-2014
Pivot	1 day	3 day
R1	119-228	119-223
PP	119-227	119-222
S1	119-226	119-220

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

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