ECBOT 10 Year T-Note Future June 2014
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 31-Mar-2014 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 28-Mar-2014 | 31-Mar-2014 | Change | Change % | Previous Week |  
                        | Open | 123-240 | 123-145 | -0-095 | -0.2% | 123-150 |  
                        | High | 123-290 | 123-175 | -0-115 | -0.3% | 123-305 |  
                        | Low | 123-130 | 123-040 | -0-090 | -0.2% | 123-025 |  
                        | Close | 123-180 | 123-160 | -0-020 | -0.1% | 123-180 |  
                        | Range | 0-160 | 0-135 | -0-025 | -15.6% | 0-280 |  
                        | ATR | 0-165 | 0-164 | -0-002 | -1.1% | 0-000 |  
                        | Volume | 976,086 | 1,290,581 | 314,495 | 32.2% | 5,860,079 |  | 
    
| 
        
            | Daily Pivots for day following 31-Mar-2014 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 124-210 | 124-160 | 123-234 |  |  
                | R3 | 124-075 | 124-025 | 123-197 |  |  
                | R2 | 123-260 | 123-260 | 123-185 |  |  
                | R1 | 123-210 | 123-210 | 123-172 | 123-235 |  
                | PP | 123-125 | 123-125 | 123-125 | 123-138 |  
                | S1 | 123-075 | 123-075 | 123-148 | 123-100 |  
                | S2 | 122-310 | 122-310 | 123-135 |  |  
                | S3 | 122-175 | 122-260 | 123-123 |  |  
                | S4 | 122-040 | 122-125 | 123-086 |  |  | 
        
            | 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 | 123-040 | 0-265 | 0.7% | 0-143 | 0.4% | 45% | False | True | 1,193,372 |  
                | 10 | 124-190 | 123-025 | 1-165 | 1.2% | 0-164 | 0.4% | 28% | False | False | 1,242,230 |  
                | 20 | 125-005 | 123-025 | 1-300 | 1.6% | 0-171 | 0.4% | 22% | False | False | 1,282,163 |  
                | 40 | 125-065 | 123-025 | 2-040 | 1.7% | 0-166 | 0.4% | 20% | False | False | 832,734 |  
                | 60 | 125-065 | 121-120 | 3-265 | 3.1% | 0-154 | 0.4% | 56% | False | False | 555,719 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 125-109 |  
            | 2.618 | 124-208 |  
            | 1.618 | 124-073 |  
            | 1.000 | 123-310 |  
            | 0.618 | 123-258 |  
            | HIGH | 123-175 |  
            | 0.618 | 123-123 |  
            | 0.500 | 123-108 |  
            | 0.382 | 123-092 |  
            | LOW | 123-040 |  
            | 0.618 | 122-277 |  
            | 1.000 | 122-225 |  
            | 1.618 | 122-142 |  
            | 2.618 | 122-007 |  
            | 4.250 | 121-106 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 31-Mar-2014 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 123-142 | 123-172 |  
                                | PP | 123-125 | 123-168 |  
                                | S1 | 123-108 | 123-164 |  |