ECBOT 5 Year T-Note Future March 2014

Trading Metrics calculated at close of trading on 18-Mar-2014

Day Change Summary
	Previous	Current
	17-Mar-2014	18-Mar-2014	Change	Change %	Previous Week
Open	120-260	120-230	-0-030	-0.1%	120-120
High	120-260	120-257	-0-003	0.0%	121-025
Low	120-207	120-215	0-008	0.0%	120-080
Close	120-207	120-247	0-040	0.1%	120-282
Range	0-053	0-042	-0-011	-20.8%	0-265
ATR	0-100	0-096	-0-004	-3.6%	0-000
Volume	6,601	4,921	-1,680	-25.5%	51,434

Daily Pivots for day following 18-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	121-046	121-028	120-270
R3	121-004	120-306	120-259
R2	120-282	120-282	120-255
R1	120-264	120-264	120-251	120-273
PP	120-240	120-240	120-240	120-244
S1	120-222	120-222	120-243	120-231
S2	120-198	120-198	120-239
S3	120-156	120-180	120-235
S4	120-114	120-138	120-224

Weekly Pivots for week ending 14-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	123-071	122-281	121-108
R3	122-126	122-016	121-035
R2	121-181	121-181	121-011
R1	121-071	121-071	120-306	121-126
PP	120-236	120-236	120-236	120-263
S1	120-126	120-126	120-258	120-181
S2	119-291	119-291	120-233
S3	119-026	119-181	120-209
S4	118-081	118-236	120-136

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-025	120-130	0-215	0.6%	0-090	0.2%	54%	False	False	8,516
10	121-025	120-060	0-285	0.7%	0-086	0.2%	66%	False	False	16,140
20	121-100	120-060	1-040	0.9%	0-093	0.2%	52%	False	False	366,754
40	121-100	119-145	1-275	1.5%	0-105	0.3%	71%	False	False	511,725
60	121-100	119-027	2-073	1.8%	0-101	0.3%	76%	False	False	493,168
80	121-100	119-027	2-073	1.8%	0-099	0.3%	76%	False	False	499,729
100	121-100	119-027	2-073	1.8%	0-091	0.2%	76%	False	False	401,063

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-018
Narrowest range in 48 trading days

Fibonacci Retracements and Extensions
4.250	121-116
2.618	121-047
1.618	121-005
1.000	120-299
0.618	120-283
HIGH	120-257
0.618	120-241
0.500	120-236
0.382	120-231
LOW	120-215
0.618	120-189
1.000	120-173
1.618	120-147
2.618	120-105
4.250	120-036

Fisher Pivots for day following 18-Mar-2014
Pivot	1 day	3 day
R1	120-243	120-276
PP	120-240	120-266
S1	120-236	120-257

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

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