ECBOT 10 Year T-Note Future June 2014
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 13-May-2014 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 12-May-2014 | 13-May-2014 | Change | Change % | Previous Week |  
                        | Open | 124-310 | 124-230 | -0-080 | -0.2% | 124-225 |  
                        | High | 124-315 | 125-045 | 0-050 | 0.1% | 125-060 |  
                        | Low | 124-215 | 124-205 | -0-010 | 0.0% | 124-140 |  
                        | Close | 124-235 | 125-020 | 0-105 | 0.3% | 125-000 |  
                        | Range | 0-100 | 0-160 | 0-060 | 60.0% | 0-240 |  
                        | ATR | 0-152 | 0-153 | 0-001 | 0.4% | 0-000 |  
                        | Volume | 717,142 | 1,044,585 | 327,443 | 45.7% | 5,559,688 |  | 
    
| 
        
            | Daily Pivots for day following 13-May-2014 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 126-143 | 126-082 | 125-108 |  |  
                | R3 | 125-303 | 125-242 | 125-064 |  |  
                | R2 | 125-143 | 125-143 | 125-049 |  |  
                | R1 | 125-082 | 125-082 | 125-035 | 125-112 |  
                | PP | 124-303 | 124-303 | 124-303 | 124-319 |  
                | S1 | 124-242 | 124-242 | 125-005 | 124-272 |  
                | S2 | 124-143 | 124-143 | 124-311 |  |  
                | S3 | 123-303 | 124-082 | 124-296 |  |  
                | S4 | 123-143 | 123-242 | 124-252 |  |  | 
        
            | Weekly Pivots for week ending 09-May-2014 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 127-040 | 126-260 | 125-132 |  |  
                | R3 | 126-120 | 126-020 | 125-066 |  |  
                | R2 | 125-200 | 125-200 | 125-044 |  |  
                | R1 | 125-100 | 125-100 | 125-022 | 125-150 |  
                | PP | 124-280 | 124-280 | 124-280 | 124-305 |  
                | S1 | 124-180 | 124-180 | 124-298 | 124-230 |  
                | S2 | 124-040 | 124-040 | 124-276 |  |  
                | S3 | 123-120 | 123-260 | 124-254 |  |  
                | S4 | 122-200 | 123-020 | 124-188 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 125-060 | 124-150 | 0-230 | 0.6% | 0-127 | 0.3% | 83% | False | False | 1,125,132 |  
                | 10 | 125-060 | 123-260 | 1-120 | 1.1% | 0-154 | 0.4% | 91% | False | False | 1,226,142 |  
                | 20 | 125-060 | 123-160 | 1-220 | 1.3% | 0-152 | 0.4% | 93% | False | False | 1,145,832 |  
                | 40 | 125-060 | 122-225 | 2-155 | 2.0% | 0-159 | 0.4% | 95% | False | False | 1,208,065 |  
                | 60 | 125-065 | 122-225 | 2-160 | 2.0% | 0-162 | 0.4% | 94% | False | False | 1,151,851 |  
                | 80 | 125-065 | 122-110 | 2-275 | 2.3% | 0-162 | 0.4% | 95% | False | False | 865,448 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 127-085 |  
            | 2.618 | 126-144 |  
            | 1.618 | 125-304 |  
            | 1.000 | 125-205 |  
            | 0.618 | 125-144 |  
            | HIGH | 125-045 |  
            | 0.618 | 124-304 |  
            | 0.500 | 124-285 |  
            | 0.382 | 124-266 |  
            | LOW | 124-205 |  
            | 0.618 | 124-106 |  
            | 1.000 | 124-045 |  
            | 1.618 | 123-266 |  
            | 2.618 | 123-106 |  
            | 4.250 | 122-165 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 13-May-2014 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 125-002 | 125-004 |  
                                | PP | 124-303 | 124-308 |  
                                | S1 | 124-285 | 124-292 |  |