ECBOT 5 Year T-Note Future September 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	119-222	119-135	-0-087	-0.2%	119-190
High	119-227	119-145	-0-082	-0.2%	120-015
Low	119-112	119-052	-0-060	-0.2%	119-150
Close	119-125	119-065	-0-060	-0.2%	119-242
Range	0-115	0-093	-0-022	-19.1%	0-185
ATR	0-083	0-084	0-001	0.8%	0-000
Volume	664,845	661,675	-3,170	-0.5%	2,876,842

Daily Pivots for day following 03-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	120-046	119-309	119-116
R3	119-273	119-216	119-091
R2	119-180	119-180	119-082
R1	119-123	119-123	119-074	119-105
PP	119-087	119-087	119-087	119-078
S1	119-030	119-030	119-056	119-012
S2	118-314	118-314	119-048
S3	118-221	118-257	119-039
S4	118-128	118-164	119-014

Weekly Pivots for week ending 30-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	121-157	121-065	120-024
R3	120-292	120-200	119-293
R2	120-107	120-107	119-276
R1	120-015	120-015	119-259	120-061
PP	119-242	119-242	119-242	119-266
S1	119-150	119-150	119-225	119-196
S2	119-057	119-057	119-208
S3	118-192	118-285	119-191
S4	118-007	118-100	119-140

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-015	119-052	0-283	0.7%	0-099	0.3%	5%	False	True	795,243
10	120-015	119-052	0-283	0.7%	0-085	0.2%	5%	False	True	464,596
20	120-015	118-170	1-165	1.3%	0-082	0.2%	44%	False	False	237,288
40	120-015	118-030	1-305	1.6%	0-071	0.2%	57%	False	False	119,564

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-014
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	120-220
2.618	120-068
1.618	119-295
1.000	119-238
0.618	119-202
HIGH	119-145
0.618	119-109
0.500	119-098
0.382	119-088
LOW	119-052
0.618	118-315
1.000	118-279
1.618	118-222
2.618	118-129
4.250	117-297

Fisher Pivots for day following 03-Jun-2014
Pivot	1 day	3 day
R1	119-098	119-154
PP	119-087	119-124
S1	119-076	119-094

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These figures are updated between 7pm and 10pm EST after a trading day.

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