ECBOT 10 Year T-Note Future March 2014

Trading Metrics calculated at close of trading on 27-Feb-2014

Day Change Summary
	Previous	Current
	26-Feb-2014	27-Feb-2014	Change	Change %	Previous Week
Open	125-255	126-045	0-110	0.3%	125-210
High	126-055	126-130	0-075	0.2%	126-090
Low	125-220	126-015	0-115	0.3%	125-085
Close	126-025	126-100	0-075	0.2%	125-195
Range	0-155	0-115	-0-040	-25.8%	1-005
ATR	0-172	0-168	-0-004	-2.4%	0-000
Volume	2,282,827	1,414,793	-868,034	-38.0%	4,443,348

Daily Pivots for day following 27-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	127-107	127-058	126-163
R3	126-312	126-263	126-132
R2	126-197	126-197	126-121
R1	126-148	126-148	126-111	126-172
PP	126-082	126-082	126-082	126-094
S1	126-033	126-033	126-089	126-058
S2	125-287	125-287	126-079
S3	125-172	125-238	126-068
S4	125-057	125-123	126-037

Weekly Pivots for week ending 21-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	128-245	128-065	126-054
R3	127-240	127-060	125-284
R2	126-235	126-235	125-255
R1	126-055	126-055	125-225	125-302
PP	125-230	125-230	125-230	125-194
S1	125-050	125-050	125-165	124-298
S2	124-225	124-225	125-135
S3	123-220	124-045	125-106
S4	122-215	123-040	125-016

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	126-130	125-085	1-045	0.9%	0-128	0.3%	92%	True	False	1,538,922
10	126-130	125-080	1-050	0.9%	0-155	0.4%	92%	True	False	1,318,670
20	126-160	125-030	1-130	1.1%	0-170	0.4%	87%	False	False	1,296,307
40	126-160	122-245	3-235	3.0%	0-177	0.4%	95%	False	False	1,166,977
60	126-160	122-245	3-235	3.0%	0-173	0.4%	95%	False	False	1,057,925
80	126-160	122-245	3-235	3.0%	0-172	0.4%	95%	False	False	855,744
100	126-250	122-245	4-005	3.2%	0-158	0.4%	88%	False	False	684,803
120	126-250	122-040	4-210	3.7%	0-140	0.3%	90%	False	False	570,670

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-046
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	127-299
2.618	127-111
1.618	126-316
1.000	126-245
0.618	126-201
HIGH	126-130
0.618	126-086
0.500	126-072
0.382	126-059
LOW	126-015
0.618	125-264
1.000	125-220
1.618	125-149
2.618	125-034
4.250	124-166

Fisher Pivots for day following 27-Feb-2014
Pivot	1 day	3 day
R1	126-091	126-061
PP	126-082	126-022
S1	126-072	125-302

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

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