ECBOT 10 Year T-Note Future June 2014
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 17-Jun-2014 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 16-Jun-2014 | 17-Jun-2014 | Change | Change % | Previous Week |  
                        | Open | 125-090 | 125-050 | -0-040 | -0.1% | 125-080 |  
                        | High | 125-120 | 125-080 | -0-040 | -0.1% | 125-150 |  
                        | Low | 125-015 | 124-240 | -0-095 | -0.2% | 124-220 |  
                        | Close | 125-055 | 124-240 | -0-135 | -0.3% | 125-055 |  
                        | Range | 0-105 | 0-160 | 0-055 | 52.4% | 0-250 |  
                        | ATR | 0-155 | 0-155 | 0-000 | 0.2% | 0-000 |  
                        | Volume | 12,850 | 4,287 | -8,563 | -66.6% | 52,687 |  | 
    
| 
        
            | Daily Pivots for day following 17-Jun-2014 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 126-133 | 126-027 | 125-008 |  |  
                | R3 | 125-293 | 125-187 | 124-284 |  |  
                | R2 | 125-133 | 125-133 | 124-269 |  |  
                | R1 | 125-027 | 125-027 | 124-255 | 125-000 |  
                | PP | 124-293 | 124-293 | 124-293 | 124-280 |  
                | S1 | 124-187 | 124-187 | 124-225 | 124-160 |  
                | S2 | 124-133 | 124-133 | 124-211 |  |  
                | S3 | 123-293 | 124-027 | 124-196 |  |  
                | S4 | 123-133 | 123-187 | 124-152 |  |  | 
        
            | Weekly Pivots for week ending 13-Jun-2014 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 127-145 | 127-030 | 125-192 |  |  
                | R3 | 126-215 | 126-100 | 125-124 |  |  
                | R2 | 125-285 | 125-285 | 125-101 |  |  
                | R1 | 125-170 | 125-170 | 125-078 | 125-102 |  
                | PP | 125-035 | 125-035 | 125-035 | 125-001 |  
                | S1 | 124-240 | 124-240 | 125-032 | 124-172 |  
                | S2 | 124-105 | 124-105 | 125-009 |  |  
                | S3 | 123-175 | 123-310 | 124-306 |  |  
                | S4 | 122-245 | 123-060 | 124-238 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 125-150 | 124-220 | 0-250 | 0.6% | 0-148 | 0.4% | 8% | False | False | 8,708 |  
                | 10 | 125-255 | 124-220 | 1-035 | 0.9% | 0-148 | 0.4% | 6% | False | False | 18,013 |  
                | 20 | 126-245 | 124-220 | 2-025 | 1.7% | 0-148 | 0.4% | 3% | False | False | 590,236 |  
                | 40 | 126-245 | 123-160 | 3-085 | 2.6% | 0-150 | 0.4% | 38% | False | False | 909,300 |  
                | 60 | 126-245 | 122-225 | 4-020 | 3.3% | 0-154 | 0.4% | 50% | False | False | 1,008,647 |  
                | 80 | 126-245 | 122-225 | 4-020 | 3.3% | 0-159 | 0.4% | 50% | False | False | 1,080,779 |  
                | 100 | 126-245 | 122-225 | 4-020 | 3.3% | 0-160 | 0.4% | 50% | False | False | 867,018 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 127-120 |  
            | 2.618 | 126-179 |  
            | 1.618 | 126-019 |  
            | 1.000 | 125-240 |  
            | 0.618 | 125-179 |  
            | HIGH | 125-080 |  
            | 0.618 | 125-019 |  
            | 0.500 | 125-000 |  
            | 0.382 | 124-301 |  
            | LOW | 124-240 |  
            | 0.618 | 124-141 |  
            | 1.000 | 124-080 |  
            | 1.618 | 123-301 |  
            | 2.618 | 123-141 |  
            | 4.250 | 122-200 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 17-Jun-2014 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 125-000 | 125-020 |  
                                | PP | 124-293 | 124-307 |  
                                | S1 | 124-267 | 124-273 |  |