ECBOT 5 Year T-Note Future March 2014

Trading Metrics calculated at close of trading on 10-Mar-2014

Day Change Summary
	Previous	Current
	07-Mar-2014	10-Mar-2014	Change	Change %	Previous Week
Open	120-212	120-120	-0-092	-0.2%	121-050
High	120-225	120-137	-0-088	-0.2%	121-100
Low	120-060	120-080	0-020	0.1%	120-060
Close	120-100	120-125	0-025	0.1%	120-100
Range	0-165	0-057	-0-108	-65.5%	1-040
ATR	0-104	0-100	-0-003	-3.2%	0-000
Volume	24,947	9,900	-15,047	-60.3%	306,265

Daily Pivots for day following 10-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	120-285	120-262	120-156
R3	120-228	120-205	120-141
R2	120-171	120-171	120-135
R1	120-148	120-148	120-130	120-160
PP	120-114	120-114	120-114	120-120
S1	120-091	120-091	120-120	120-102
S2	120-057	120-057	120-115
S3	120-000	120-034	120-109
S4	119-263	119-297	120-094

Weekly Pivots for week ending 07-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	123-313	123-087	120-298
R3	122-273	122-047	120-199
R2	121-233	121-233	120-166
R1	121-007	121-007	120-133	120-260
PP	120-193	120-193	120-193	120-160
S1	119-287	119-287	120-067	119-220
S2	119-153	119-153	120-034
S3	118-113	118-247	120-001
S4	117-073	117-207	119-222

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-045	120-060	0-305	0.8%	0-096	0.2%	21%	False	False	40,030
10	121-100	120-060	1-040	0.9%	0-095	0.2%	18%	False	False	450,297
20	121-100	120-060	1-040	0.9%	0-095	0.2%	18%	False	False	504,663
40	121-100	119-060	2-040	1.8%	0-108	0.3%	57%	False	False	592,853
60	121-100	119-027	2-073	1.9%	0-102	0.3%	59%	False	False	540,598
80	121-100	119-027	2-073	1.9%	0-098	0.3%	59%	False	False	499,954
100	121-100	119-027	2-073	1.9%	0-089	0.2%	59%	False	False	400,541

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-014
Narrowest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	121-059
2.618	120-286
1.618	120-229
1.000	120-194
0.618	120-172
HIGH	120-137
0.618	120-115
0.500	120-108
0.382	120-102
LOW	120-080
0.618	120-045
1.000	120-023
1.618	119-308
2.618	119-251
4.250	119-158

Fisher Pivots for day following 10-Mar-2014
Pivot	1 day	3 day
R1	120-120	120-156
PP	120-114	120-146
S1	120-108	120-135

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

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