ECBOT 10 Year T-Note Future September 2014

Trading Metrics calculated at close of trading on 23-Jun-2014

Day Change Summary
	Previous	Current
	20-Jun-2014	23-Jun-2014	Change	Change %	Previous Week
Open	124-120	124-120	0-000	0.0%	124-100
High	124-145	124-170	0-025	0.1%	124-235
Low	124-025	124-070	0-045	0.1%	123-250
Close	124-085	124-085	0-000	0.0%	124-085
Range	0-120	0-100	-0-020	-16.7%	0-305
ATR	0-164	0-159	-0-005	-2.8%	0-000
Volume	849,313	659,782	-189,531	-22.3%	5,373,871

Daily Pivots for day following 23-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	125-088	125-027	124-140
R3	124-308	124-247	124-112
R2	124-208	124-208	124-103
R1	124-147	124-147	124-094	124-128
PP	124-108	124-108	124-108	124-099
S1	124-047	124-047	124-076	124-028
S2	124-008	124-008	124-067
S3	123-228	123-267	124-058
S4	123-128	123-167	124-030

Weekly Pivots for week ending 20-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	127-038	126-207	124-253
R3	126-053	125-222	124-169
R2	125-068	125-068	124-141
R1	124-237	124-237	124-113	124-160
PP	124-083	124-083	124-083	124-045
S1	123-252	123-252	124-057	123-175
S2	123-098	123-098	124-029
S3	122-113	122-267	124-001
S4	121-128	121-282	123-237

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-235	123-250	0-305	0.8%	0-164	0.4%	51%	False	False	1,055,335
10	124-235	123-250	0-305	0.8%	0-160	0.4%	51%	False	False	1,073,956
20	126-000	123-250	2-070	1.8%	0-164	0.4%	22%	False	False	1,178,815
40	126-000	122-270	3-050	2.5%	0-154	0.4%	45%	False	False	605,298
60	126-000	122-000	4-000	3.2%	0-136	0.3%	57%	False	False	403,838

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-039
Narrowest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	125-275
2.618	125-112
1.618	125-012
1.000	124-270
0.618	124-232
HIGH	124-170
0.618	124-132
0.500	124-120
0.382	124-108
LOW	124-070
0.618	124-008
1.000	123-290
1.618	123-228
2.618	123-128
4.250	122-285

Fisher Pivots for day following 23-Jun-2014
Pivot	1 day	3 day
R1	124-120	124-130
PP	124-108	124-115
S1	124-097	124-100

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

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