ECBOT 10 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	125-105	124-300	-0-125	-0.3%	124-310
High	125-125	125-000	-0-125	-0.3%	126-000
Low	124-255	124-110	-0-145	-0.4%	124-260
Close	124-285	124-135	-0-150	-0.4%	125-165
Range	0-190	0-210	0-020	10.5%	1-060
ATR	0-149	0-153	0-004	2.9%	0-000
Volume	1,272,700	1,304,706	32,006	2.5%	5,002,068

Daily Pivots for day following 03-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	126-178	126-047	124-250
R3	125-288	125-157	124-193
R2	125-078	125-078	124-174
R1	124-267	124-267	124-154	124-228
PP	124-188	124-188	124-188	124-169
S1	124-057	124-057	124-116	124-018
S2	123-298	123-298	124-096
S3	123-088	123-167	124-077
S4	122-198	122-277	124-020

Weekly Pivots for week ending 30-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	129-002	128-143	126-054
R3	127-262	127-083	125-270
R2	126-202	126-202	125-235
R1	126-023	126-023	125-200	126-112
PP	125-142	125-142	125-142	125-186
S1	124-283	124-283	125-130	125-052
S2	124-082	124-082	125-095
S3	123-022	123-223	125-060
S4	121-282	122-163	124-276

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	126-000	124-110	1-210	1.3%	0-182	0.5%	5%	False	True	1,469,666
10	126-000	124-110	1-210	1.3%	0-153	0.4%	5%	False	True	801,648
20	126-000	123-180	2-140	2.0%	0-144	0.4%	35%	False	False	409,401
40	126-000	122-180	3-140	2.8%	0-137	0.3%	54%	False	False	205,813

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0-030
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	127-252
2.618	126-230
1.618	126-020
1.000	125-210
0.618	125-130
HIGH	125-000
0.618	124-240
0.500	124-215
0.382	124-190
LOW	124-110
0.618	123-300
1.000	123-220
1.618	123-090
2.618	122-200
4.250	121-178

Fisher Pivots for day following 03-Jun-2014
Pivot	1 day	3 day
R1	124-215	124-302
PP	124-188	124-247
S1	124-162	124-191

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

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