ECBOT 5 Year T-Note Future June 2014
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 28-Feb-2014 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    27-Feb-2014 | 
                    28-Feb-2014 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        119-285 | 
                        119-310 | 
                        0-025 | 
                        0.1% | 
                        119-177 | 
                     
                    
                        | High | 
                        120-015 | 
                        120-005 | 
                        -0-010 | 
                        0.0% | 
                        120-015 | 
                     
                    
                        | Low | 
                        119-270 | 
                        119-202 | 
                        -0-068 | 
                        -0.2% | 
                        119-137 | 
                     
                    
                        | Close | 
                        119-312 | 
                        119-275 | 
                        -0-037 | 
                        -0.1% | 
                        119-275 | 
                     
                    
                        | Range | 
                        0-065 | 
                        0-123 | 
                        0-058 | 
                        89.2% | 
                        0-198 | 
                     
                    
                        | ATR | 
                        0-086 | 
                        0-089 | 
                        0-003 | 
                        3.1% | 
                        0-000 | 
                     
                    
                        | Volume | 
                        1,208,990 | 
                        924,720 | 
                        -284,270 | 
                        -23.5% | 
                        4,443,188 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 28-Feb-2014 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                120-316 | 
                120-259 | 
                120-023 | 
                 | 
             
            
                | R3 | 
                120-193 | 
                120-136 | 
                119-309 | 
                 | 
             
            
                | R2 | 
                120-070 | 
                120-070 | 
                119-298 | 
                 | 
             
            
                | R1 | 
                120-013 | 
                120-013 | 
                119-286 | 
                119-300 | 
             
            
                | PP | 
                119-267 | 
                119-267 | 
                119-267 | 
                119-251 | 
             
            
                | S1 | 
                119-210 | 
                119-210 | 
                119-264 | 
                119-177 | 
             
            
                | S2 | 
                119-144 | 
                119-144 | 
                119-252 | 
                 | 
             
            
                | S3 | 
                119-021 | 
                119-087 | 
                119-241 | 
                 | 
             
            
                | S4 | 
                118-218 | 
                118-284 | 
                119-207 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 28-Feb-2014 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                121-203 | 
                121-117 | 
                120-064 | 
                 | 
             
            
                | R3 | 
                121-005 | 
                120-239 | 
                120-009 | 
                 | 
             
            
                | R2 | 
                120-127 | 
                120-127 | 
                119-311 | 
                 | 
             
            
                | R1 | 
                120-041 | 
                120-041 | 
                119-293 | 
                120-084 | 
             
            
                | PP | 
                119-249 | 
                119-249 | 
                119-249 | 
                119-270 | 
             
            
                | S1 | 
                119-163 | 
                119-163 | 
                119-257 | 
                119-206 | 
             
            
                | S2 | 
                119-051 | 
                119-051 | 
                119-239 | 
                 | 
             
            
                | S3 | 
                118-173 | 
                118-285 | 
                119-221 | 
                 | 
             
            
                | S4 | 
                117-295 | 
                118-087 | 
                119-166 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            121-208 | 
         
        
            | 
2.618             | 
            121-007 | 
         
        
            | 
1.618             | 
            120-204 | 
         
        
            | 
1.000             | 
            120-128 | 
         
        
            | 
0.618             | 
            120-081 | 
         
        
            | 
HIGH             | 
            120-005 | 
         
        
            | 
0.618             | 
            119-278 | 
         
        
            | 
0.500             | 
            119-264 | 
         
        
            | 
0.382             | 
            119-249 | 
         
        
            | 
LOW             | 
            119-202 | 
         
        
            | 
0.618             | 
            119-126 | 
         
        
            | 
1.000             | 
            119-079 | 
         
        
            | 
1.618             | 
            119-003 | 
         
        
            | 
2.618             | 
            118-200 | 
         
        
            | 
4.250             | 
            117-319 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 28-Feb-2014 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                119-271 | 
                                119-272 | 
                             
                            
                                | PP | 
                                119-267 | 
                                119-270 | 
                             
                            
                                | S1 | 
                                119-264 | 
                                119-268 | 
                             
             
         |