ECBOT 10 Year T-Note Future June 2014
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 28-Mar-2014 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 27-Mar-2014 | 28-Mar-2014 | Change | Change % | Previous Week |  
                        | Open | 123-260 | 123-240 | -0-020 | -0.1% | 123-150 |  
                        | High | 123-305 | 123-290 | -0-015 | 0.0% | 123-305 |  
                        | Low | 123-185 | 123-130 | -0-055 | -0.1% | 123-025 |  
                        | Close | 123-275 | 123-180 | -0-095 | -0.2% | 123-180 |  
                        | Range | 0-120 | 0-160 | 0-040 | 33.3% | 0-280 |  
                        | ATR | 0-166 | 0-165 | 0-000 | -0.3% | 0-000 |  
                        | Volume | 1,434,929 | 976,086 | -458,843 | -32.0% | 5,860,079 |  | 
    
| 
        
            | Daily Pivots for day following 28-Mar-2014 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 125-040 | 124-270 | 123-268 |  |  
                | R3 | 124-200 | 124-110 | 123-224 |  |  
                | R2 | 124-040 | 124-040 | 123-209 |  |  
                | R1 | 123-270 | 123-270 | 123-195 | 123-235 |  
                | PP | 123-200 | 123-200 | 123-200 | 123-182 |  
                | S1 | 123-110 | 123-110 | 123-165 | 123-075 |  
                | S2 | 123-040 | 123-040 | 123-151 |  |  
                | S3 | 122-200 | 122-270 | 123-136 |  |  
                | S4 | 122-040 | 122-110 | 123-092 |  |  | 
        
            | Weekly Pivots for week ending 28-Mar-2014 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 126-050 | 125-235 | 124-014 |  |  
                | R3 | 125-090 | 124-275 | 123-257 |  |  
                | R2 | 124-130 | 124-130 | 123-231 |  |  
                | R1 | 123-315 | 123-315 | 123-206 | 124-062 |  
                | PP | 123-170 | 123-170 | 123-170 | 123-204 |  
                | S1 | 123-035 | 123-035 | 123-154 | 123-102 |  
                | S2 | 122-210 | 122-210 | 123-129 |  |  
                | S3 | 121-250 | 122-075 | 123-103 |  |  
                | S4 | 120-290 | 121-115 | 123-026 |  |  | 
    
    | 
            
                | 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% | 0-145 | 0.4% | 55% | False | False | 1,172,015 |  
                | 10 | 124-230 | 123-025 | 1-205 | 1.3% | 0-164 | 0.4% | 30% | False | False | 1,204,405 |  
                | 20 | 125-065 | 123-025 | 2-040 | 1.7% | 0-173 | 0.4% | 23% | False | False | 1,294,513 |  
                | 40 | 125-065 | 123-025 | 2-040 | 1.7% | 0-166 | 0.4% | 23% | False | False | 800,587 |  
                | 60 | 125-065 | 121-120 | 3-265 | 3.1% | 0-152 | 0.4% | 57% | False | False | 534,210 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 126-010 |  
            | 2.618 | 125-069 |  
            | 1.618 | 124-229 |  
            | 1.000 | 124-130 |  
            | 0.618 | 124-069 |  
            | HIGH | 123-290 |  
            | 0.618 | 123-229 |  
            | 0.500 | 123-210 |  
            | 0.382 | 123-191 |  
            | LOW | 123-130 |  
            | 0.618 | 123-031 |  
            | 1.000 | 122-290 |  
            | 1.618 | 122-191 |  
            | 2.618 | 122-031 |  
            | 4.250 | 121-090 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 28-Mar-2014 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 123-210 | 123-198 |  
                                | PP | 123-200 | 123-192 |  
                                | S1 | 123-190 | 123-186 |  |