ECBOT 10 Year T-Note Future June 2014
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 18-Jun-2014 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 17-Jun-2014 | 18-Jun-2014 | Change | Change % | Previous Week |  
                        | Open | 125-050 | 124-240 | -0-130 | -0.3% | 125-080 |  
                        | High | 125-080 | 125-110 | 0-030 | 0.1% | 125-150 |  
                        | Low | 124-240 | 124-225 | -0-015 | 0.0% | 124-220 |  
                        | Close | 124-240 | 125-030 | 0-110 | 0.3% | 125-055 |  
                        | Range | 0-160 | 0-205 | 0-045 | 28.1% | 0-250 |  
                        | ATR | 0-155 | 0-159 | 0-004 | 2.3% | 0-000 |  
                        | Volume | 4,287 | 3,501 | -786 | -18.3% | 52,687 |  | 
    
| 
        
            | Daily Pivots for day following 18-Jun-2014 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 126-310 | 126-215 | 125-143 |  |  
                | R3 | 126-105 | 126-010 | 125-086 |  |  
                | R2 | 125-220 | 125-220 | 125-068 |  |  
                | R1 | 125-125 | 125-125 | 125-049 | 125-172 |  
                | PP | 125-015 | 125-015 | 125-015 | 125-039 |  
                | S1 | 124-240 | 124-240 | 125-011 | 124-288 |  
                | S2 | 124-130 | 124-130 | 124-312 |  |  
                | S3 | 123-245 | 124-035 | 124-294 |  |  
                | S4 | 123-040 | 123-150 | 124-237 |  |  | 
        
            | 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 | 124-225 | 0-245 | 0.6% | 0-161 | 0.4% | 51% | False | True | 7,427 |  
                | 10 | 125-255 | 124-220 | 1-035 | 0.9% | 0-156 | 0.4% | 37% | False | False | 13,233 |  
                | 20 | 126-245 | 124-220 | 2-025 | 1.7% | 0-151 | 0.4% | 20% | False | False | 531,796 |  
                | 40 | 126-245 | 123-190 | 3-055 | 2.5% | 0-152 | 0.4% | 47% | False | False | 886,181 |  
                | 60 | 126-245 | 122-225 | 4-020 | 3.2% | 0-155 | 0.4% | 59% | False | False | 988,976 |  
                | 80 | 126-245 | 122-225 | 4-020 | 3.2% | 0-160 | 0.4% | 59% | False | False | 1,075,022 |  
                | 100 | 126-245 | 122-225 | 4-020 | 3.2% | 0-161 | 0.4% | 59% | False | False | 867,045 |  
                | 120 | 126-245 | 121-120 | 5-125 | 4.3% | 0-149 | 0.4% | 69% | False | False | 722,624 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 128-021 |  
            | 2.618 | 127-007 |  
            | 1.618 | 126-122 |  
            | 1.000 | 125-315 |  
            | 0.618 | 125-237 |  
            | HIGH | 125-110 |  
            | 0.618 | 125-032 |  
            | 0.500 | 125-008 |  
            | 0.382 | 124-303 |  
            | LOW | 124-225 |  
            | 0.618 | 124-098 |  
            | 1.000 | 124-020 |  
            | 1.618 | 123-213 |  
            | 2.618 | 123-008 |  
            | 4.250 | 121-314 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 18-Jun-2014 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 125-022 | 125-024 |  
                                | PP | 125-015 | 125-018 |  
                                | S1 | 125-008 | 125-012 |  |