ECBOT 10 Year T-Note Future June 2014
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 24-Apr-2014 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 23-Apr-2014 | 24-Apr-2014 | Change | Change % | Previous Week |  
                        | Open | 123-240 | 123-265 | 0-025 | 0.1% | 124-265 |  
                        | High | 124-030 | 124-020 | -0-010 | 0.0% | 125-025 |  
                        | Low | 123-210 | 123-190 | -0-020 | -0.1% | 123-200 |  
                        | Close | 123-305 | 123-295 | -0-010 | 0.0% | 123-240 |  
                        | Range | 0-140 | 0-150 | 0-010 | 7.1% | 1-145 |  
                        | ATR | 0-165 | 0-164 | -0-001 | -0.7% | 0-000 |  
                        | Volume | 1,022,979 | 1,400,257 | 377,278 | 36.9% | 4,537,705 |  | 
    
| 
        
            | Daily Pivots for day following 24-Apr-2014 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 125-085 | 125-020 | 124-058 |  |  
                | R3 | 124-255 | 124-190 | 124-016 |  |  
                | R2 | 124-105 | 124-105 | 124-002 |  |  
                | R1 | 124-040 | 124-040 | 123-309 | 124-072 |  
                | PP | 123-275 | 123-275 | 123-275 | 123-291 |  
                | S1 | 123-210 | 123-210 | 123-281 | 123-242 |  
                | S2 | 123-125 | 123-125 | 123-268 |  |  
                | S3 | 122-295 | 123-060 | 123-254 |  |  
                | S4 | 122-145 | 122-230 | 123-212 |  |  | 
        
            | Weekly Pivots for week ending 18-Apr-2014 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 128-163 | 127-187 | 124-176 |  |  
                | R3 | 127-018 | 126-042 | 124-048 |  |  
                | R2 | 125-193 | 125-193 | 124-005 |  |  
                | R1 | 124-217 | 124-217 | 123-283 | 124-132 |  
                | PP | 124-048 | 124-048 | 124-048 | 124-006 |  
                | S1 | 123-072 | 123-072 | 123-197 | 122-308 |  
                | S2 | 122-223 | 122-223 | 123-155 |  |  
                | S3 | 121-078 | 121-247 | 123-112 |  |  
                | S4 | 119-253 | 120-102 | 122-304 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 124-175 | 123-160 | 1-015 | 0.8% | 0-166 | 0.4% | 40% | False | False | 985,214 |  
                | 10 | 125-025 | 123-160 | 1-185 | 1.3% | 0-170 | 0.4% | 27% | False | False | 1,129,957 |  
                | 20 | 125-025 | 122-225 | 2-120 | 1.9% | 0-161 | 0.4% | 51% | False | False | 1,202,464 |  
                | 40 | 125-065 | 122-225 | 2-160 | 2.0% | 0-168 | 0.4% | 49% | False | False | 1,251,252 |  
                | 60 | 125-065 | 122-225 | 2-160 | 2.0% | 0-167 | 0.4% | 49% | False | False | 894,573 |  
                | 80 | 125-065 | 121-120 | 3-265 | 3.1% | 0-151 | 0.4% | 67% | False | False | 671,136 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 126-018 |  
            | 2.618 | 125-093 |  
            | 1.618 | 124-263 |  
            | 1.000 | 124-170 |  
            | 0.618 | 124-113 |  
            | HIGH | 124-020 |  
            | 0.618 | 123-283 |  
            | 0.500 | 123-265 |  
            | 0.382 | 123-247 |  
            | LOW | 123-190 |  
            | 0.618 | 123-097 |  
            | 1.000 | 123-040 |  
            | 1.618 | 122-267 |  
            | 2.618 | 122-117 |  
            | 4.250 | 121-192 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 24-Apr-2014 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 123-285 | 123-282 |  
                                | PP | 123-275 | 123-268 |  
                                | S1 | 123-265 | 123-255 |  |