ECBOT 5 Year T-Note Future June 2014
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 04-Mar-2014 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    03-Mar-2014 | 
                    04-Mar-2014 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        120-045 | 
                        120-030 | 
                        -0-015 | 
                        0.0% | 
                        119-177 | 
                     
                    
                        | High | 
                        120-105 | 
                        120-032 | 
                        -0-073 | 
                        -0.2% | 
                        120-015 | 
                     
                    
                        | Low | 
                        119-285 | 
                        119-225 | 
                        -0-060 | 
                        -0.2% | 
                        119-137 | 
                     
                    
                        | Close | 
                        120-025 | 
                        119-245 | 
                        -0-100 | 
                        -0.3% | 
                        119-275 | 
                     
                    
                        | Range | 
                        0-140 | 
                        0-127 | 
                        -0-013 | 
                        -9.3% | 
                        0-198 | 
                     
                    
                        | ATR | 
                        0-093 | 
                        0-095 | 
                        0-002 | 
                        2.6% | 
                        0-000 | 
                     
                    
                        | Volume | 
                        875,697 | 
                        676,881 | 
                        -198,816 | 
                        -22.7% | 
                        4,443,188 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 04-Mar-2014 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                121-015 | 
                120-257 | 
                119-315 | 
                 | 
             
            
                | R3 | 
                120-208 | 
                120-130 | 
                119-280 | 
                 | 
             
            
                | R2 | 
                120-081 | 
                120-081 | 
                119-268 | 
                 | 
             
            
                | R1 | 
                120-003 | 
                120-003 | 
                119-257 | 
                119-298 | 
             
            
                | PP | 
                119-274 | 
                119-274 | 
                119-274 | 
                119-262 | 
             
            
                | S1 | 
                119-196 | 
                119-196 | 
                119-233 | 
                119-172 | 
             
            
                | S2 | 
                119-147 | 
                119-147 | 
                119-222 | 
                 | 
             
            
                | S3 | 
                119-020 | 
                119-069 | 
                119-210 | 
                 | 
             
            
                | S4 | 
                118-213 | 
                118-262 | 
                119-175 | 
                 | 
             
     
 | 
    
        
            | 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             | 
            121-252 | 
         
        
            | 
2.618             | 
            121-044 | 
         
        
            | 
1.618             | 
            120-237 | 
         
        
            | 
1.000             | 
            120-159 | 
         
        
            | 
0.618             | 
            120-110 | 
         
        
            | 
HIGH             | 
            120-032 | 
         
        
            | 
0.618             | 
            119-303 | 
         
        
            | 
0.500             | 
            119-288 | 
         
        
            | 
0.382             | 
            119-274 | 
         
        
            | 
LOW             | 
            119-225 | 
         
        
            | 
0.618             | 
            119-147 | 
         
        
            | 
1.000             | 
            119-098 | 
         
        
            | 
1.618             | 
            119-020 | 
         
        
            | 
2.618             | 
            118-213 | 
         
        
            | 
4.250             | 
            118-005 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 04-Mar-2014 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                119-288 | 
                                119-314 | 
                             
                            
                                | PP | 
                                119-274 | 
                                119-291 | 
                             
                            
                                | S1 | 
                                119-260 | 
                                119-268 | 
                             
             
         |