ECBOT 10 Year T-Note Future June 2014
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 03-Jun-2014 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 02-Jun-2014 | 03-Jun-2014 | Change | Change % | Previous Week |  
                        | Open | 126-045 | 125-240 | -0-125 | -0.3% | 125-240 |  
                        | High | 126-065 | 125-265 | -0-120 | -0.3% | 126-245 |  
                        | Low | 125-205 | 125-060 | -0-145 | -0.4% | 125-195 |  
                        | Close | 125-230 | 125-085 | -0-145 | -0.4% | 126-105 |  
                        | Range | 0-180 | 0-205 | 0-025 | 13.9% | 1-050 |  
                        | ATR | 0-155 | 0-159 | 0-004 | 2.3% | 0-000 |  
                        | Volume | 196,147 | 111,428 | -84,719 | -43.2% | 6,936,933 |  | 
    
| 
        
            | Daily Pivots for day following 03-Jun-2014 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 127-112 | 126-303 | 125-198 |  |  
                | R3 | 126-227 | 126-098 | 125-141 |  |  
                | R2 | 126-022 | 126-022 | 125-123 |  |  
                | R1 | 125-213 | 125-213 | 125-104 | 125-175 |  
                | PP | 125-137 | 125-137 | 125-137 | 125-118 |  
                | S1 | 125-008 | 125-008 | 125-066 | 124-290 |  
                | S2 | 124-252 | 124-252 | 125-047 |  |  
                | S3 | 124-047 | 124-123 | 125-029 |  |  
                | S4 | 123-162 | 123-238 | 124-292 |  |  | 
        
            | Weekly Pivots for week ending 30-May-2014 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 129-225 | 129-055 | 126-308 |  |  
                | R3 | 128-175 | 128-005 | 126-207 |  |  
                | R2 | 127-125 | 127-125 | 126-173 |  |  
                | R1 | 126-275 | 126-275 | 126-139 | 127-040 |  
                | PP | 126-075 | 126-075 | 126-075 | 126-118 |  
                | S1 | 125-225 | 125-225 | 126-071 | 125-310 |  
                | S2 | 125-025 | 125-025 | 126-037 |  |  
                | S3 | 123-295 | 124-175 | 126-003 |  |  
                | S4 | 122-245 | 123-125 | 125-222 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 126-245 | 125-060 | 1-185 | 1.3% | 0-174 | 0.4% | 5% | False | True | 1,060,034 |  
                | 10 | 126-245 | 125-060 | 1-185 | 1.3% | 0-148 | 0.4% | 5% | False | True | 1,162,459 |  
                | 20 | 126-245 | 124-140 | 2-105 | 1.9% | 0-146 | 0.4% | 36% | False | False | 1,194,003 |  
                | 40 | 126-245 | 123-160 | 3-085 | 2.6% | 0-156 | 0.4% | 54% | False | False | 1,193,549 |  
                | 60 | 126-245 | 122-225 | 4-020 | 3.2% | 0-159 | 0.4% | 63% | False | False | 1,224,818 |  
                | 80 | 126-245 | 122-225 | 4-020 | 3.2% | 0-161 | 0.4% | 63% | False | False | 1,080,883 |  
                | 100 | 126-245 | 121-120 | 5-125 | 4.3% | 0-160 | 0.4% | 72% | False | False | 865,312 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 128-176 |  
            | 2.618 | 127-162 |  
            | 1.618 | 126-277 |  
            | 1.000 | 126-150 |  
            | 0.618 | 126-072 |  
            | HIGH | 125-265 |  
            | 0.618 | 125-187 |  
            | 0.500 | 125-162 |  
            | 0.382 | 125-138 |  
            | LOW | 125-060 |  
            | 0.618 | 124-253 |  
            | 1.000 | 124-175 |  
            | 1.618 | 124-048 |  
            | 2.618 | 123-163 |  
            | 4.250 | 122-149 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 03-Jun-2014 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 125-162 | 125-245 |  
                                | PP | 125-137 | 125-192 |  
                                | S1 | 125-111 | 125-138 |  |