ECBOT 10 Year T-Note Future June 2014
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 27-Mar-2014 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 26-Mar-2014 | 27-Mar-2014 | Change | Change % | Previous Week |  
                        | Open | 123-110 | 123-260 | 0-150 | 0.4% | 124-190 |  
                        | High | 123-295 | 123-305 | 0-010 | 0.0% | 124-230 |  
                        | Low | 123-090 | 123-185 | 0-095 | 0.2% | 123-050 |  
                        | Close | 123-255 | 123-275 | 0-020 | 0.1% | 123-145 |  
                        | Range | 0-205 | 0-120 | -0-085 | -41.5% | 1-180 |  
                        | ATR | 0-169 | 0-166 | -0-004 | -2.1% | 0-000 |  
                        | Volume | 1,214,639 | 1,434,929 | 220,290 | 18.1% | 6,183,971 |  | 
    
| 
        
            | Daily Pivots for day following 27-Mar-2014 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 124-295 | 124-245 | 124-021 |  |  
                | R3 | 124-175 | 124-125 | 123-308 |  |  
                | R2 | 124-055 | 124-055 | 123-297 |  |  
                | R1 | 124-005 | 124-005 | 123-286 | 124-030 |  
                | PP | 123-255 | 123-255 | 123-255 | 123-268 |  
                | S1 | 123-205 | 123-205 | 123-264 | 123-230 |  
                | S2 | 123-135 | 123-135 | 123-253 |  |  
                | S3 | 123-015 | 123-085 | 123-242 |  |  
                | S4 | 122-215 | 122-285 | 123-209 |  |  | 
        
            | 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 | 123-305 | 123-025 | 0-280 | 0.7% | 0-131 | 0.3% | 89% | True | False | 1,173,617 |  
                | 10 | 125-000 | 123-025 | 1-295 | 1.6% | 0-166 | 0.4% | 41% | False | False | 1,279,346 |  
                | 20 | 125-065 | 123-025 | 2-040 | 1.7% | 0-176 | 0.4% | 37% | False | False | 1,319,874 |  
                | 40 | 125-065 | 123-025 | 2-040 | 1.7% | 0-164 | 0.4% | 37% | False | False | 776,339 |  
                | 60 | 125-065 | 121-120 | 3-265 | 3.1% | 0-150 | 0.4% | 65% | False | False | 517,942 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 125-175 |  
            | 2.618 | 124-299 |  
            | 1.618 | 124-179 |  
            | 1.000 | 124-105 |  
            | 0.618 | 124-059 |  
            | HIGH | 123-305 |  
            | 0.618 | 123-259 |  
            | 0.500 | 123-245 |  
            | 0.382 | 123-231 |  
            | LOW | 123-185 |  
            | 0.618 | 123-111 |  
            | 1.000 | 123-065 |  
            | 1.618 | 122-311 |  
            | 2.618 | 122-191 |  
            | 4.250 | 121-315 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 27-Mar-2014 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 123-265 | 123-248 |  
                                | PP | 123-255 | 123-222 |  
                                | S1 | 123-245 | 123-195 |  |