ECBOT 5 Year T-Note Future March 2014

Trading Metrics calculated at close of trading on 21-Mar-2014

Day Change Summary
	Previous	Current
	20-Mar-2014	21-Mar-2014	Change	Change %	Previous Week
Open	119-285	119-310	0-025	0.1%	120-260
High	120-002	120-005	0-003	0.0%	120-260
Low	119-262	119-280	0-018	0.0%	119-255
Close	119-300	119-290	-0-010	0.0%	119-290
Range	0-060	0-045	-0-015	-25.0%	1-005
ATR	0-109	0-104	-0-005	-4.2%	0-000
Volume	8,563	234	-8,329	-97.3%	36,958

Daily Pivots for day following 21-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	120-113	120-087	119-315
R3	120-068	120-042	119-302
R2	120-023	120-023	119-298
R1	119-317	119-317	119-294	119-308
PP	119-298	119-298	119-298	119-294
S1	119-272	119-272	119-286	119-262
S2	119-253	119-253	119-282
S3	119-208	119-227	119-278
S4	119-163	119-182	119-265

Weekly Pivots for week ending 21-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	123-070	122-185	120-149
R3	122-065	121-180	120-059
R2	121-060	121-060	120-030
R1	120-175	120-175	120-000	120-115
PP	120-055	120-055	120-055	120-025
S1	119-170	119-170	119-260	119-110
S2	119-050	119-050	119-230
S3	118-045	118-165	119-201
S4	117-040	117-160	119-111

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-260	119-255	1-005	0.8%	0-105	0.3%	11%	False	False	7,391
10	121-025	119-255	1-090	1.1%	0-099	0.3%	9%	False	False	8,839
20	121-100	119-255	1-165	1.3%	0-098	0.3%	7%	False	False	268,017
40	121-100	119-255	1-165	1.3%	0-105	0.3%	7%	False	False	464,425
60	121-100	119-027	2-073	1.9%	0-102	0.3%	37%	False	False	463,142
80	121-100	119-027	2-073	1.9%	0-101	0.3%	37%	False	False	493,263
100	121-100	119-027	2-073	1.9%	0-094	0.2%	37%	False	False	401,300

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0-019
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	120-196
2.618	120-123
1.618	120-078
1.000	120-050
0.618	120-033
HIGH	120-005
0.618	119-308
0.500	119-302
0.382	119-297
LOW	119-280
0.618	119-252
1.000	119-235
1.618	119-207
2.618	119-162
4.250	119-089

Fisher Pivots for day following 21-Mar-2014
Pivot	1 day	3 day
R1	119-302	120-098
PP	119-298	120-055
S1	119-294	120-012

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

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