ECBOT 5 Year T-Note Future June 2014
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 02-Apr-2014 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    01-Apr-2014 | 
                    02-Apr-2014 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        118-317 | 
                        118-297 | 
                        -0-020 | 
                        -0.1% | 
                        118-267 | 
                     
                    
                        | High | 
                        119-000 | 
                        118-300 | 
                        -0-020 | 
                        -0.1% | 
                        119-040 | 
                     
                    
                        | Low | 
                        118-272 | 
                        118-190 | 
                        -0-082 | 
                        -0.2% | 
                        118-170 | 
                     
                    
                        | Close | 
                        118-287 | 
                        118-200 | 
                        -0-087 | 
                        -0.2% | 
                        118-285 | 
                     
                    
                        | Range | 
                        0-048 | 
                        0-110 | 
                        0-062 | 
                        129.2% | 
                        0-190 | 
                     
                    
                        | ATR | 
                        0-100 | 
                        0-100 | 
                        0-001 | 
                        0.7% | 
                        0-000 | 
                     
                    
                        | Volume | 
                        556,201 | 
                        599,865 | 
                        43,664 | 
                        7.9% | 
                        3,766,719 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 02-Apr-2014 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                119-240 | 
                119-170 | 
                118-260 | 
                 | 
             
            
                | R3 | 
                119-130 | 
                119-060 | 
                118-230 | 
                 | 
             
            
                | R2 | 
                119-020 | 
                119-020 | 
                118-220 | 
                 | 
             
            
                | R1 | 
                118-270 | 
                118-270 | 
                118-210 | 
                118-250 | 
             
            
                | PP | 
                118-230 | 
                118-230 | 
                118-230 | 
                118-220 | 
             
            
                | S1 | 
                118-160 | 
                118-160 | 
                118-190 | 
                118-140 | 
             
            
                | S2 | 
                118-120 | 
                118-120 | 
                118-180 | 
                 | 
             
            
                | S3 | 
                118-010 | 
                118-050 | 
                118-170 | 
                 | 
             
            
                | S4 | 
                117-220 | 
                117-260 | 
                118-140 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 28-Mar-2014 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                120-202 | 
                120-113 | 
                119-070 | 
                 | 
             
            
                | R3 | 
                120-012 | 
                119-243 | 
                119-017 | 
                 | 
             
            
                | R2 | 
                119-142 | 
                119-142 | 
                119-000 | 
                 | 
             
            
                | R1 | 
                119-053 | 
                119-053 | 
                118-302 | 
                119-098 | 
             
            
                | PP | 
                118-272 | 
                118-272 | 
                118-272 | 
                118-294 | 
             
            
                | S1 | 
                118-183 | 
                118-183 | 
                118-268 | 
                118-228 | 
             
            
                | S2 | 
                118-082 | 
                118-082 | 
                118-250 | 
                 | 
             
            
                | S3 | 
                117-212 | 
                117-313 | 
                118-233 | 
                 | 
             
            
                | S4 | 
                117-022 | 
                117-123 | 
                118-180 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            120-128 | 
         
        
            | 
2.618             | 
            119-268 | 
         
        
            | 
1.618             | 
            119-158 | 
         
        
            | 
1.000             | 
            119-090 | 
         
        
            | 
0.618             | 
            119-048 | 
         
        
            | 
HIGH             | 
            118-300 | 
         
        
            | 
0.618             | 
            118-258 | 
         
        
            | 
0.500             | 
            118-245 | 
         
        
            | 
0.382             | 
            118-232 | 
         
        
            | 
LOW             | 
            118-190 | 
         
        
            | 
0.618             | 
            118-122 | 
         
        
            | 
1.000             | 
            118-080 | 
         
        
            | 
1.618             | 
            118-012 | 
         
        
            | 
2.618             | 
            117-222 | 
         
        
            | 
4.250             | 
            117-042 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 02-Apr-2014 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                118-245 | 
                                118-258 | 
                             
                            
                                | PP | 
                                118-230 | 
                                118-238 | 
                             
                            
                                | S1 | 
                                118-215 | 
                                118-219 | 
                             
             
         |