ECBOT 5 Year T-Note Future June 2014
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 18-Mar-2014 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    17-Mar-2014 | 
                    18-Mar-2014 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        119-257 | 
                        119-202 | 
                        -0-055 | 
                        -0.1% | 
                        119-080 | 
                     
                    
                        | High | 
                        119-275 | 
                        119-252 | 
                        -0-023 | 
                        -0.1% | 
                        120-015 | 
                     
                    
                        | Low | 
                        119-190 | 
                        119-192 | 
                        0-002 | 
                        0.0% | 
                        119-047 | 
                     
                    
                        | Close | 
                        119-195 | 
                        119-235 | 
                        0-040 | 
                        0.1% | 
                        119-270 | 
                     
                    
                        | Range | 
                        0-085 | 
                        0-060 | 
                        -0-025 | 
                        -29.4% | 
                        0-288 | 
                     
                    
                        | ATR | 
                        0-100 | 
                        0-097 | 
                        -0-003 | 
                        -2.9% | 
                        0-000 | 
                     
                    
                        | Volume | 
                        515,270 | 
                        550,400 | 
                        35,130 | 
                        6.8% | 
                        3,518,390 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 18-Mar-2014 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                120-086 | 
                120-061 | 
                119-268 | 
                 | 
             
            
                | R3 | 
                120-026 | 
                120-001 | 
                119-252 | 
                 | 
             
            
                | R2 | 
                119-286 | 
                119-286 | 
                119-246 | 
                 | 
             
            
                | R1 | 
                119-261 | 
                119-261 | 
                119-240 | 
                119-274 | 
             
            
                | PP | 
                119-226 | 
                119-226 | 
                119-226 | 
                119-233 | 
             
            
                | S1 | 
                119-201 | 
                119-201 | 
                119-230 | 
                119-214 | 
             
            
                | S2 | 
                119-166 | 
                119-166 | 
                119-224 | 
                 | 
             
            
                | S3 | 
                119-106 | 
                119-141 | 
                119-218 | 
                 | 
             
            
                | S4 | 
                119-046 | 
                119-081 | 
                119-202 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 14-Mar-2014 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                122-121 | 
                122-004 | 
                120-108 | 
                 | 
             
            
                | R3 | 
                121-153 | 
                121-036 | 
                120-029 | 
                 | 
             
            
                | R2 | 
                120-185 | 
                120-185 | 
                120-003 | 
                 | 
             
            
                | R1 | 
                120-068 | 
                120-068 | 
                119-296 | 
                120-126 | 
             
            
                | PP | 
                119-217 | 
                119-217 | 
                119-217 | 
                119-247 | 
             
            
                | S1 | 
                119-100 | 
                119-100 | 
                119-244 | 
                119-158 | 
             
            
                | S2 | 
                118-249 | 
                118-249 | 
                119-217 | 
                 | 
             
            
                | S3 | 
                117-281 | 
                118-132 | 
                119-191 | 
                 | 
             
            
                | S4 | 
                116-313 | 
                117-164 | 
                119-112 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            120-187 | 
         
        
            | 
2.618             | 
            120-089 | 
         
        
            | 
1.618             | 
            120-029 | 
         
        
            | 
1.000             | 
            119-312 | 
         
        
            | 
0.618             | 
            119-289 | 
         
        
            | 
HIGH             | 
            119-252 | 
         
        
            | 
0.618             | 
            119-229 | 
         
        
            | 
0.500             | 
            119-222 | 
         
        
            | 
0.382             | 
            119-215 | 
         
        
            | 
LOW             | 
            119-192 | 
         
        
            | 
0.618             | 
            119-155 | 
         
        
            | 
1.000             | 
            119-132 | 
         
        
            | 
1.618             | 
            119-095 | 
         
        
            | 
2.618             | 
            119-035 | 
         
        
            | 
4.250             | 
            118-257 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 18-Mar-2014 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                119-231 | 
                                119-262 | 
                             
                            
                                | PP | 
                                119-226 | 
                                119-253 | 
                             
                            
                                | S1 | 
                                119-222 | 
                                119-244 | 
                             
             
         |