ECBOT 5 Year T-Note Future June 2014
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 20-Feb-2014 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    19-Feb-2014 | 
                    20-Feb-2014 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        119-280 | 
                        119-220 | 
                        -0-060 | 
                        -0.2% | 
                        119-270 | 
                     
                    
                        | High | 
                        120-000 | 
                        119-280 | 
                        -0-040 | 
                        -0.1% | 
                        119-270 | 
                     
                    
                        | Low | 
                        119-210 | 
                        119-140 | 
                        -0-070 | 
                        -0.2% | 
                        119-100 | 
                     
                    
                        | Close | 
                        119-220 | 
                        119-170 | 
                        -0-050 | 
                        -0.1% | 
                        119-200 | 
                     
                    
                        | Range | 
                        0-110 | 
                        0-140 | 
                        0-030 | 
                        27.3% | 
                        0-170 | 
                     
                    
                        | ATR | 
                        0-087 | 
                        0-091 | 
                        0-004 | 
                        4.3% | 
                        0-000 | 
                     
                    
                        | Volume | 
                        17,436 | 
                        31,411 | 
                        13,975 | 
                        80.2% | 
                        60,141 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 20-Feb-2014 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                120-297 | 
                120-213 | 
                119-247 | 
                 | 
             
            
                | R3 | 
                120-157 | 
                120-073 | 
                119-208 | 
                 | 
             
            
                | R2 | 
                120-017 | 
                120-017 | 
                119-196 | 
                 | 
             
            
                | R1 | 
                119-253 | 
                119-253 | 
                119-183 | 
                119-225 | 
             
            
                | PP | 
                119-197 | 
                119-197 | 
                119-197 | 
                119-182 | 
             
            
                | S1 | 
                119-113 | 
                119-113 | 
                119-157 | 
                119-085 | 
             
            
                | S2 | 
                119-057 | 
                119-057 | 
                119-144 | 
                 | 
             
            
                | S3 | 
                118-237 | 
                118-293 | 
                119-132 | 
                 | 
             
            
                | S4 | 
                118-097 | 
                118-153 | 
                119-093 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 14-Feb-2014 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                121-060 | 
                120-300 | 
                119-294 | 
                 | 
             
            
                | R3 | 
                120-210 | 
                120-130 | 
                119-247 | 
                 | 
             
            
                | R2 | 
                120-040 | 
                120-040 | 
                119-231 | 
                 | 
             
            
                | R1 | 
                119-280 | 
                119-280 | 
                119-216 | 
                119-235 | 
             
            
                | PP | 
                119-190 | 
                119-190 | 
                119-190 | 
                119-168 | 
             
            
                | S1 | 
                119-110 | 
                119-110 | 
                119-184 | 
                119-065 | 
             
            
                | S2 | 
                119-020 | 
                119-020 | 
                119-169 | 
                 | 
             
            
                | S3 | 
                118-170 | 
                118-260 | 
                119-153 | 
                 | 
             
            
                | S4 | 
                118-000 | 
                118-090 | 
                119-106 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            121-235 | 
         
        
            | 
2.618             | 
            121-007 | 
         
        
            | 
1.618             | 
            120-187 | 
         
        
            | 
1.000             | 
            120-100 | 
         
        
            | 
0.618             | 
            120-047 | 
         
        
            | 
HIGH             | 
            119-280 | 
         
        
            | 
0.618             | 
            119-227 | 
         
        
            | 
0.500             | 
            119-210 | 
         
        
            | 
0.382             | 
            119-193 | 
         
        
            | 
LOW             | 
            119-140 | 
         
        
            | 
0.618             | 
            119-053 | 
         
        
            | 
1.000             | 
            119-000 | 
         
        
            | 
1.618             | 
            118-233 | 
         
        
            | 
2.618             | 
            118-093 | 
         
        
            | 
4.250             | 
            117-185 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 20-Feb-2014 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                119-210 | 
                                119-230 | 
                             
                            
                                | PP | 
                                119-197 | 
                                119-210 | 
                             
                            
                                | S1 | 
                                119-183 | 
                                119-190 | 
                             
             
         |