ECBOT 5 Year T-Note Future June 2014

Trading Metrics calculated at close of trading on 19-Jun-2014

Day Change Summary
	Previous	Current
	18-Jun-2014	19-Jun-2014	Change	Change %	Previous Week
Open	119-190	119-275	0-085	0.2%	119-290
High	119-277	119-300	0-023	0.1%	119-297
Low	119-140	119-242	0-102	0.3%	119-175
Close	119-192	119-242	0-050	0.1%	119-235
Range	0-137	0-058	-0-079	-57.7%	0-122
ATR	0-088	0-090	0-001	1.6%	0-000
Volume	1,700	1,285	-415	-24.4%	51,925

Daily Pivots for day following 19-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	120-115	120-077	119-274
R3	120-057	120-019	119-258
R2	119-319	119-319	119-253
R1	119-281	119-281	119-247	119-271
PP	119-261	119-261	119-261	119-256
S1	119-223	119-223	119-237	119-213
S2	119-203	119-203	119-231
S3	119-145	119-165	119-226
S4	119-087	119-107	119-210

Weekly Pivots for week ending 13-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	120-282	120-220	119-302
R3	120-160	120-098	119-269
R2	120-038	120-038	119-257
R1	119-296	119-296	119-246	119-266
PP	119-236	119-236	119-236	119-220
S1	119-174	119-174	119-224	119-144
S2	119-114	119-114	119-213
S3	118-312	119-052	119-201
S4	118-190	118-250	119-168

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%	0-077	0.2%	64%	True	False	4,198
10	120-080	119-140	0-260	0.7%	0-078	0.2%	39%	False	False	7,536
20	120-250	119-140	1-110	1.1%	0-079	0.2%	24%	False	False	304,498
40	120-250	118-300	1-270	1.5%	0-086	0.2%	44%	False	False	487,818
60	120-250	118-150	2-100	1.9%	0-091	0.2%	56%	False	False	552,909
80	120-250	118-150	2-100	1.9%	0-096	0.2%	56%	False	False	613,163
100	120-250	118-150	2-100	1.9%	0-092	0.2%	56%	False	False	504,502

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0-019
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	120-226
2.618	120-132
1.618	120-074
1.000	120-038
0.618	120-016
HIGH	119-300
0.618	119-278
0.500	119-271
0.382	119-264
LOW	119-242
0.618	119-206
1.000	119-184
1.618	119-148
2.618	119-090
4.250	118-316

Fisher Pivots for day following 19-Jun-2014
Pivot	1 day	3 day
R1	119-271	119-235
PP	119-261	119-227
S1	119-252	119-220

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

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