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 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | 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 | 
                             
             
         |