ECBOT 5 Year T-Note Future March 2014

Trading Metrics calculated at close of trading on 20-Mar-2014

Day Change Summary
	Previous	Current
	19-Mar-2014	20-Mar-2014	Change	Change %	Previous Week
Open	120-260	119-285	-0-295	-0.8%	120-120
High	120-260	120-002	-0-258	-0.7%	121-025
Low	119-255	119-262	0-007	0.0%	120-080
Close	120-005	119-300	-0-025	-0.1%	120-282
Range	1-005	0-060	-0-265	-81.5%	0-265
ATR	0-112	0-109	-0-004	-3.1%	0-000
Volume	16,639	8,563	-8,076	-48.5%	51,434

Daily Pivots for day following 20-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	120-155	120-127	120-013
R3	120-095	120-067	119-316
R2	120-035	120-035	119-311
R1	120-007	120-007	119-306	120-021
PP	119-295	119-295	119-295	119-302
S1	119-267	119-267	119-294	119-281
S2	119-235	119-235	119-289
S3	119-175	119-207	119-284
S4	119-115	119-147	119-267

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	119-255	1-090	1.1%	0-116	0.3%	11%	False	False	8,936
10	121-025	119-255	1-090	1.1%	0-111	0.3%	11%	False	False	11,310
20	121-100	119-255	1-165	1.3%	0-100	0.3%	9%	False	False	296,233
40	121-100	119-145	1-275	1.6%	0-109	0.3%	26%	False	False	487,298
60	121-100	119-027	2-073	1.9%	0-103	0.3%	38%	False	False	467,642
80	121-100	119-027	2-073	1.9%	0-101	0.3%	38%	False	False	497,441
100	121-100	119-027	2-073	1.9%	0-094	0.2%	38%	False	False	401,301

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-019
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	120-257
2.618	120-159
1.618	120-099
1.000	120-062
0.618	120-039
HIGH	120-002
0.618	119-299
0.500	119-292
0.382	119-285
LOW	119-262
0.618	119-225
1.000	119-202
1.618	119-165
2.618	119-105
4.250	119-007

Fisher Pivots for day following 20-Mar-2014
Pivot	1 day	3 day
R1	119-297	120-098
PP	119-295	120-058
S1	119-292	120-019

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

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