ECBOT 5 Year T-Note Future June 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	119-237	118-290	-0-267	-0.7%	119-080
High	119-252	118-315	-0-257	-0.7%	120-015
Low	118-225	118-240	0-015	0.0%	119-047
Close	118-305	118-275	-0-030	-0.1%	119-270
Range	1-027	0-075	-0-272	-78.4%	0-288
ATR	0-115	0-112	-0-003	-2.5%	0-000
Volume	1,195,028	1,041,915	-153,113	-12.8%	3,518,390

Daily Pivots for day following 20-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	119-182	119-143	118-316
R3	119-107	119-068	118-296
R2	119-032	119-032	118-289
R1	118-313	118-313	118-282	118-295
PP	118-277	118-277	118-277	118-268
S1	118-238	118-238	118-268	118-220
S2	118-202	118-202	118-261
S3	118-127	118-163	118-254
S4	118-052	118-088	118-234

Weekly Pivots for week ending 14-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	122-121	122-004	120-108
R3	121-153	121-036	120-029
R2	120-185	120-185	120-003
R1	120-068	120-068	119-296	120-126
PP	119-217	119-217	119-217	119-247
S1	119-100	119-100	119-244	119-158
S2	118-249	118-249	119-217
S3	117-281	118-132	119-191
S4	116-313	117-164	119-112

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-015	118-225	1-110	1.1%	0-134	0.4%	12%	False	False	828,201
10	120-015	118-225	1-110	1.1%	0-126	0.3%	12%	False	False	772,449
20	120-105	118-225	1-200	1.4%	0-109	0.3%	10%	False	False	743,678
40	120-105	118-225	1-200	1.4%	0-092	0.2%	10%	False	False	376,358

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	0-024
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	119-314
2.618	119-191
1.618	119-116
1.000	119-070
0.618	119-041
HIGH	118-315
0.618	118-286
0.500	118-278
0.382	118-269
LOW	118-240
0.618	118-194
1.000	118-165
1.618	118-119
2.618	118-044
4.250	117-241

Fisher Pivots for day following 20-Mar-2014
Pivot	1 day	3 day
R1	118-278	119-078
PP	118-277	119-037
S1	118-276	118-316

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

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