ECBOT 5 Year T-Note Future March 2014

Trading Metrics calculated at close of trading on 06-Mar-2014

Day Change Summary
	Previous	Current
	05-Mar-2014	06-Mar-2014	Change	Change %	Previous Week
Open	120-257	120-252	-0-005	0.0%	120-202
High	120-270	120-252	-0-018	0.0%	121-032
Low	120-202	120-187	-0-015	0.0%	120-150
Close	120-252	120-207	-0-045	-0.1%	120-290
Range	0-068	0-065	-0-003	-4.4%	0-202
ATR	0-102	0-099	-0-003	-2.6%	0-000
Volume	41,154	32,345	-8,809	-21.4%	4,965,702

Daily Pivots for day following 06-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	121-090	121-054	120-243
R3	121-025	120-309	120-225
R2	120-280	120-280	120-219
R1	120-244	120-244	120-213	120-230
PP	120-215	120-215	120-215	120-208
S1	120-179	120-179	120-201	120-164
S2	120-150	120-150	120-195
S3	120-085	120-114	120-189
S4	120-020	120-049	120-171

Weekly Pivots for week ending 28-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	122-230	122-142	121-081
R3	122-028	121-260	121-026
R2	121-146	121-146	121-007
R1	121-058	121-058	120-309	121-102
PP	120-264	120-264	120-264	120-286
S1	120-176	120-176	120-271	120-220
S2	120-062	120-062	120-253
S3	119-180	119-294	120-234
S4	118-298	119-092	120-179

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-100	120-187	0-233	0.6%	0-100	0.3%	9%	False	True	113,211
10	121-100	120-137	0-283	0.7%	0-088	0.2%	25%	False	False	581,155
20	121-100	120-110	0-310	0.8%	0-097	0.3%	31%	False	False	573,647
40	121-100	119-027	2-073	1.8%	0-108	0.3%	70%	False	False	626,208
60	121-100	119-027	2-073	1.8%	0-101	0.3%	70%	False	False	553,442
80	121-100	119-027	2-073	1.8%	0-097	0.3%	70%	False	False	499,814
100	121-100	119-027	2-073	1.8%	0-086	0.2%	70%	False	False	400,209

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-016
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	121-208
2.618	121-102
1.618	121-037
1.000	120-317
0.618	120-292
HIGH	120-252
0.618	120-227
0.500	120-220
0.382	120-212
LOW	120-187
0.618	120-147
1.000	120-122
1.618	120-082
2.618	120-017
4.250	119-231

Fisher Pivots for day following 06-Mar-2014
Pivot	1 day	3 day
R1	120-220	120-276
PP	120-215	120-253
S1	120-211	120-230

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

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