ECBOT 5 Year T-Note Future June 2014

Trading Metrics calculated at close of trading on 07-Apr-2014

Day Change Summary
	Previous	Current
	04-Apr-2014	07-Apr-2014	Change	Change %	Previous Week
Open	118-187	119-017	0-150	0.4%	118-260
High	119-030	119-095	0-065	0.2%	119-030
Low	118-150	119-015	0-185	0.5%	118-150
Close	119-020	119-067	0-047	0.1%	119-020
Range	0-200	0-080	-0-120	-60.0%	0-200
ATR	0-104	0-102	-0-002	-1.6%	0-000
Volume	1,036,320	610,318	-426,002	-41.1%	3,565,822

Daily Pivots for day following 07-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	119-299	119-263	119-111
R3	119-219	119-183	119-089
R2	119-139	119-139	119-082
R1	119-103	119-103	119-074	119-121
PP	119-059	119-059	119-059	119-068
S1	119-023	119-023	119-060	119-041
S2	118-299	118-299	119-052
S3	118-219	118-263	119-045
S4	118-139	118-183	119-023

Weekly Pivots for week ending 04-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	120-240	120-170	119-130
R3	120-040	119-290	119-075
R2	119-160	119-160	119-057
R1	119-090	119-090	119-038	119-125
PP	118-280	118-280	118-280	118-298
S1	118-210	118-210	119-002	118-245
S2	118-080	118-080	118-303
S3	117-200	118-010	118-285
S4	117-000	117-130	118-230

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-095	118-150	0-265	0.7%	0-097	0.3%	89%	True	False	671,203
10	119-095	118-150	0-265	0.7%	0-095	0.2%	89%	True	False	708,319
20	120-015	118-150	1-185	1.3%	0-107	0.3%	47%	False	False	745,214
40	120-105	118-150	1-275	1.6%	0-098	0.3%	40%	False	False	589,721

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	0-018
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	120-115
2.618	119-304
1.618	119-224
1.000	119-175
0.618	119-144
HIGH	119-095
0.618	119-064
0.500	119-055
0.382	119-046
LOW	119-015
0.618	118-286
1.000	118-255
1.618	118-206
2.618	118-126
4.250	117-315

Fisher Pivots for day following 07-Apr-2014
Pivot	1 day	3 day
R1	119-063	119-032
PP	119-059	118-317
S1	119-055	118-282

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

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