ECBOT 10 Year T-Note Future September 2014

Trading Metrics calculated at close of trading on 04-Jun-2014

Day Change Summary
	Previous	Current
	03-Jun-2014	04-Jun-2014	Change	Change %	Previous Week
Open	124-300	124-115	-0-185	-0.5%	124-310
High	125-000	124-200	-0-120	-0.3%	126-000
Low	124-110	124-060	-0-050	-0.1%	124-260
Close	124-135	124-100	-0-035	-0.1%	125-165
Range	0-210	0-140	-0-070	-33.3%	1-060
ATR	0-153	0-153	-0-001	-0.6%	0-000
Volume	1,304,706	1,402,154	97,448	7.5%	5,002,068

Daily Pivots for day following 04-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	125-220	125-140	124-177
R3	125-080	125-000	124-138
R2	124-260	124-260	124-126
R1	124-180	124-180	124-113	124-150
PP	124-120	124-120	124-120	124-105
S1	124-040	124-040	124-087	124-010
S2	123-300	123-300	124-074
S3	123-160	123-220	124-062
S4	123-020	123-080	124-023

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	124-060	1-260	1.5%	0-166	0.4%	7%	False	True	1,335,242
10	126-000	124-060	1-260	1.5%	0-153	0.4%	7%	False	True	937,563
20	126-000	123-200	2-120	1.9%	0-148	0.4%	29%	False	False	479,304
40	126-000	122-180	3-140	2.8%	0-140	0.4%	51%	False	False	240,867

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	0-033
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	126-155
2.618	125-247
1.618	125-107
1.000	125-020
0.618	124-287
HIGH	124-200
0.618	124-147
0.500	124-130
0.382	124-113
LOW	124-060
0.618	123-293
1.000	123-240
1.618	123-153
2.618	123-013
4.250	122-105

Fisher Pivots for day following 04-Jun-2014
Pivot	1 day	3 day
R1	124-130	124-252
PP	124-120	124-202
S1	124-110	124-151

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

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