ECBOT 5 Year T-Note Future June 2014
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 26-Feb-2014 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    25-Feb-2014 | 
                    26-Feb-2014 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        119-177 | 
                        119-225 | 
                        0-048 | 
                        0.1% | 
                        119-180 | 
                     
                    
                        | High | 
                        119-245 | 
                        119-292 | 
                        0-047 | 
                        0.1% | 
                        120-000 | 
                     
                    
                        | Low | 
                        119-167 | 
                        119-200 | 
                        0-033 | 
                        0.1% | 
                        119-130 | 
                     
                    
                        | Close | 
                        119-232 | 
                        119-277 | 
                        0-045 | 
                        0.1% | 
                        119-190 | 
                     
                    
                        | Range | 
                        0-078 | 
                        0-092 | 
                        0-014 | 
                        17.9% | 
                        0-190 | 
                     
                    
                        | ATR | 
                        0-087 | 
                        0-088 | 
                        0-000 | 
                        0.4% | 
                        0-000 | 
                     
                    
                        | Volume | 
                        748,985 | 
                        1,113,011 | 
                        364,026 | 
                        48.6% | 
                        86,813 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 26-Feb-2014 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                120-212 | 
                120-177 | 
                120-008 | 
                 | 
             
            
                | R3 | 
                120-120 | 
                120-085 | 
                119-302 | 
                 | 
             
            
                | R2 | 
                120-028 | 
                120-028 | 
                119-294 | 
                 | 
             
            
                | R1 | 
                119-313 | 
                119-313 | 
                119-285 | 
                120-010 | 
             
            
                | PP | 
                119-256 | 
                119-256 | 
                119-256 | 
                119-265 | 
             
            
                | S1 | 
                119-221 | 
                119-221 | 
                119-269 | 
                119-238 | 
             
            
                | S2 | 
                119-164 | 
                119-164 | 
                119-260 | 
                 | 
             
            
                | S3 | 
                119-072 | 
                119-129 | 
                119-252 | 
                 | 
             
            
                | S4 | 
                118-300 | 
                119-037 | 
                119-226 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 21-Feb-2014 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                121-143 | 
                121-037 | 
                119-294 | 
                 | 
             
            
                | R3 | 
                120-273 | 
                120-167 | 
                119-242 | 
                 | 
             
            
                | R2 | 
                120-083 | 
                120-083 | 
                119-225 | 
                 | 
             
            
                | R1 | 
                119-297 | 
                119-297 | 
                119-207 | 
                120-030 | 
             
            
                | PP | 
                119-213 | 
                119-213 | 
                119-213 | 
                119-240 | 
             
            
                | S1 | 
                119-107 | 
                119-107 | 
                119-173 | 
                119-160 | 
             
            
                | S2 | 
                119-023 | 
                119-023 | 
                119-155 | 
                 | 
             
            
                | S3 | 
                118-153 | 
                118-237 | 
                119-138 | 
                 | 
             
            
                | S4 | 
                117-283 | 
                118-047 | 
                119-086 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            121-043 | 
         
        
            | 
2.618             | 
            120-213 | 
         
        
            | 
1.618             | 
            120-121 | 
         
        
            | 
1.000             | 
            120-064 | 
         
        
            | 
0.618             | 
            120-029 | 
         
        
            | 
HIGH             | 
            119-292 | 
         
        
            | 
0.618             | 
            119-257 | 
         
        
            | 
0.500             | 
            119-246 | 
         
        
            | 
0.382             | 
            119-235 | 
         
        
            | 
LOW             | 
            119-200 | 
         
        
            | 
0.618             | 
            119-143 | 
         
        
            | 
1.000             | 
            119-108 | 
         
        
            | 
1.618             | 
            119-051 | 
         
        
            | 
2.618             | 
            118-279 | 
         
        
            | 
4.250             | 
            118-129 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 26-Feb-2014 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                119-267 | 
                                119-256 | 
                             
                            
                                | PP | 
                                119-256 | 
                                119-235 | 
                             
                            
                                | S1 | 
                                119-246 | 
                                119-214 | 
                             
             
         |