ECBOT 5 Year T-Note Future June 2014

Trading Metrics calculated at close of trading on 27-May-2014

Day Change Summary
	Previous	Current
	23-May-2014	27-May-2014	Change	Change %	Previous Week
Open	120-072	120-100	0-028	0.1%	120-047
High	120-122	120-115	-0-007	0.0%	120-157
Low	120-065	120-065	0-000	0.0%	120-042
Close	120-110	120-110	0-000	0.0%	120-110
Range	0-057	0-050	-0-007	-12.3%	0-115
ATR	0-090	0-088	-0-003	-3.2%	0-000
Volume	551,136	1,714,248	1,163,112	211.0%	3,066,734

Daily Pivots for day following 27-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	120-247	120-228	120-138
R3	120-197	120-178	120-124
R2	120-147	120-147	120-119
R1	120-128	120-128	120-115	120-138
PP	120-097	120-097	120-097	120-101
S1	120-078	120-078	120-105	120-088
S2	120-047	120-047	120-101
S3	119-317	120-028	120-096
S4	119-267	119-298	120-082

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	120-052	0-105	0.3%	0-071	0.2%	55%	False	False	863,066
10	120-157	119-180	0-297	0.8%	0-088	0.2%	84%	False	False	761,282
20	120-157	119-005	1-152	1.2%	0-087	0.2%	90%	False	False	722,148
40	120-157	118-150	2-007	1.7%	0-094	0.2%	93%	False	False	696,867
60	120-157	118-150	2-007	1.7%	0-099	0.3%	93%	False	False	711,621
80	120-157	118-150	2-007	1.7%	0-096	0.2%	93%	False	False	591,675

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	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-018
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	121-008
2.618	120-246
1.618	120-196
1.000	120-165
0.618	120-146
HIGH	120-115
0.618	120-096
0.500	120-090
0.382	120-084
LOW	120-065
0.618	120-034
1.000	120-015
1.618	119-304
2.618	119-254
4.250	119-172

Fisher Pivots for day following 27-May-2014
Pivot	1 day	3 day
R1	120-103	120-102
PP	120-097	120-095
S1	120-090	120-087

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

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