ECBOT 10 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	126-050	125-010	-1-040	-0.9%	125-050
High	126-050	125-040	-1-010	-0.8%	126-185
Low	124-250	124-275	0-025	0.1%	125-015
Close	125-020	124-300	-0-040	-0.1%	126-085
Range	1-120	0-085	-1-035	-80.7%	1-170
ATR	0-184	0-177	-0-007	-3.9%	0-000
Volume	19,104	4,719	-14,385	-75.3%	56,430

Daily Pivots for day following 20-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	125-247	125-198	125-027
R3	125-162	125-113	125-003
R2	125-077	125-077	124-316
R1	125-028	125-028	124-308	125-010
PP	124-312	124-312	124-312	124-302
S1	124-263	124-263	124-292	124-245
S2	124-227	124-227	124-284
S3	124-142	124-178	124-277
S4	124-057	124-093	124-253

Weekly Pivots for week ending 14-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	130-178	129-302	127-034
R3	129-008	128-132	126-220
R2	127-158	127-158	126-175
R1	126-282	126-282	126-130	127-060
PP	125-308	125-308	125-308	126-038
S1	125-112	125-112	126-040	125-210
S2	124-138	124-138	125-315
S3	122-288	123-262	125-270
S4	121-118	122-092	125-136

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	126-185	124-250	1-255	1.4%	0-178	0.4%	9%	False	False	10,535
10	126-185	124-250	1-255	1.4%	0-180	0.4%	9%	False	False	12,842
20	126-240	124-250	1-310	1.6%	0-165	0.4%	8%	False	False	427,648
40	126-240	123-270	2-290	2.3%	0-182	0.5%	38%	False	False	868,795
60	126-240	122-245	3-315	3.2%	0-173	0.4%	55%	False	False	816,819
80	126-240	122-245	3-315	3.2%	0-171	0.4%	55%	False	False	863,134
100	126-250	122-245	4-005	3.2%	0-170	0.4%	54%	False	False	693,321
120	126-250	122-245	4-005	3.2%	0-157	0.4%	54%	False	False	577,823

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	0-024
Narrowest range in 57 trading days

Fibonacci Retracements and Extensions
4.250	126-081
2.618	125-263
1.618	125-178
1.000	125-125
0.618	125-093
HIGH	125-040
0.618	125-008
0.500	124-318
0.382	124-307
LOW	124-275
0.618	124-222
1.000	124-190
1.618	124-137
2.618	124-052
4.250	123-234

Fisher Pivots for day following 20-Mar-2014
Pivot	1 day	3 day
R1	124-318	125-152
PP	124-312	125-095
S1	124-306	125-038

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

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