ECBOT 10 Year T-Note Future June 2014
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 02-Apr-2014 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 01-Apr-2014 | 02-Apr-2014 | Change | Change % | Previous Week |  
                        | Open | 123-170 | 123-130 | -0-040 | -0.1% | 123-150 |  
                        | High | 123-175 | 123-135 | -0-040 | -0.1% | 123-305 |  
                        | Low | 123-090 | 122-270 | -0-140 | -0.4% | 123-025 |  
                        | Close | 123-115 | 122-295 | -0-140 | -0.4% | 123-180 |  
                        | Range | 0-085 | 0-185 | 0-100 | 117.6% | 0-280 |  
                        | ATR | 0-158 | 0-160 | 0-002 | 1.2% | 0-000 |  
                        | Volume | 969,829 | 1,319,552 | 349,723 | 36.1% | 5,860,079 |  | 
    
| 
        
            | Daily Pivots for day following 02-Apr-2014 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 124-255 | 124-140 | 123-077 |  |  
                | R3 | 124-070 | 123-275 | 123-026 |  |  
                | R2 | 123-205 | 123-205 | 123-009 |  |  
                | R1 | 123-090 | 123-090 | 122-312 | 123-055 |  
                | PP | 123-020 | 123-020 | 123-020 | 123-002 |  
                | S1 | 122-225 | 122-225 | 122-278 | 122-190 |  
                | S2 | 122-155 | 122-155 | 122-261 |  |  
                | S3 | 121-290 | 122-040 | 122-244 |  |  
                | S4 | 121-105 | 121-175 | 122-193 |  |  | 
        
            | 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 | 122-270 | 1-035 | 0.9% | 0-137 | 0.3% | 7% | False | True | 1,198,195 |  
                | 10 | 123-305 | 122-270 | 1-035 | 0.9% | 0-134 | 0.3% | 7% | False | True | 1,201,291 |  
                | 20 | 125-000 | 122-270 | 2-050 | 1.8% | 0-166 | 0.4% | 4% | False | True | 1,268,379 |  
                | 40 | 125-065 | 122-270 | 2-115 | 1.9% | 0-164 | 0.4% | 3% | False | True | 889,732 |  
                | 60 | 125-065 | 121-120 | 3-265 | 3.1% | 0-158 | 0.4% | 40% | False | False | 593,875 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 125-281 |  
            | 2.618 | 124-299 |  
            | 1.618 | 124-114 |  
            | 1.000 | 124-000 |  
            | 0.618 | 123-249 |  
            | HIGH | 123-135 |  
            | 0.618 | 123-064 |  
            | 0.500 | 123-042 |  
            | 0.382 | 123-021 |  
            | LOW | 122-270 |  
            | 0.618 | 122-156 |  
            | 1.000 | 122-085 |  
            | 1.618 | 121-291 |  
            | 2.618 | 121-106 |  
            | 4.250 | 120-124 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 02-Apr-2014 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 123-042 | 123-062 |  
                                | PP | 123-020 | 123-033 |  
                                | S1 | 122-318 | 123-004 |  |