ECBOT 10 Year T-Note Future June 2014
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 25-Mar-2014 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 24-Mar-2014 | 25-Mar-2014 | Change | Change % | Previous Week |  
                        | Open | 123-150 | 123-135 | -0-015 | 0.0% | 124-190 |  
                        | High | 123-170 | 123-180 | 0-010 | 0.0% | 124-230 |  
                        | Low | 123-025 | 123-085 | 0-060 | 0.2% | 123-050 |  
                        | Close | 123-135 | 123-150 | 0-015 | 0.0% | 123-145 |  
                        | Range | 0-145 | 0-095 | -0-050 | -34.5% | 1-180 |  
                        | ATR | 0-172 | 0-167 | -0-006 | -3.2% | 0-000 |  
                        | Volume | 1,183,796 | 1,050,629 | -133,167 | -11.2% | 6,183,971 |  | 
    
| 
        
            | Daily Pivots for day following 25-Mar-2014 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 124-103 | 124-062 | 123-202 |  |  
                | R3 | 124-008 | 123-287 | 123-176 |  |  
                | R2 | 123-233 | 123-233 | 123-167 |  |  
                | R1 | 123-192 | 123-192 | 123-159 | 123-212 |  
                | PP | 123-138 | 123-138 | 123-138 | 123-149 |  
                | S1 | 123-097 | 123-097 | 123-141 | 123-118 |  
                | S2 | 123-043 | 123-043 | 123-133 |  |  
                | S3 | 122-268 | 123-002 | 123-124 |  |  
                | S4 | 122-173 | 122-227 | 123-098 |  |  | 
        
            | Weekly Pivots for week ending 21-Mar-2014 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 128-148 | 127-167 | 124-100 |  |  
                | R3 | 126-288 | 125-307 | 123-282 |  |  
                | R2 | 125-108 | 125-108 | 123-237 |  |  
                | R1 | 124-127 | 124-127 | 123-191 | 124-028 |  
                | PP | 123-248 | 123-248 | 123-248 | 123-199 |  
                | S1 | 122-267 | 122-267 | 123-099 | 122-168 |  
                | S2 | 122-068 | 122-068 | 123-053 |  |  
                | S3 | 120-208 | 121-087 | 123-008 |  |  
                | S4 | 119-028 | 119-227 | 122-190 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 124-190 | 123-025 | 1-165 | 1.2% | 0-181 | 0.5% | 26% | False | False | 1,303,574 |  
                | 10 | 125-000 | 123-025 | 1-295 | 1.6% | 0-180 | 0.5% | 20% | False | False | 1,345,628 |  
                | 20 | 125-065 | 123-025 | 2-040 | 1.7% | 0-173 | 0.4% | 18% | False | False | 1,323,608 |  
                | 40 | 125-065 | 123-025 | 2-040 | 1.7% | 0-168 | 0.4% | 18% | False | False | 710,381 |  
                | 60 | 125-065 | 121-120 | 3-265 | 3.1% | 0-145 | 0.4% | 55% | False | False | 473,782 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 124-264 |  
            | 2.618 | 124-109 |  
            | 1.618 | 124-014 |  
            | 1.000 | 123-275 |  
            | 0.618 | 123-239 |  
            | HIGH | 123-180 |  
            | 0.618 | 123-144 |  
            | 0.500 | 123-132 |  
            | 0.382 | 123-121 |  
            | LOW | 123-085 |  
            | 0.618 | 123-026 |  
            | 1.000 | 122-310 |  
            | 1.618 | 122-251 |  
            | 2.618 | 122-156 |  
            | 4.250 | 122-001 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 25-Mar-2014 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 123-144 | 123-134 |  
                                | PP | 123-138 | 123-118 |  
                                | S1 | 123-132 | 123-102 |  |