ECBOT 5 Year T-Note Future June 2014
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 04-Apr-2014 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    03-Apr-2014 | 
                    04-Apr-2014 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        118-200 | 
                        118-187 | 
                        -0-013 | 
                        0.0% | 
                        118-260 | 
                     
                    
                        | High | 
                        118-232 | 
                        119-030 | 
                        0-118 | 
                        0.3% | 
                        119-030 | 
                     
                    
                        | Low | 
                        118-187 | 
                        118-150 | 
                        -0-037 | 
                        -0.1% | 
                        118-150 | 
                     
                    
                        | Close | 
                        118-205 | 
                        119-020 | 
                        0-135 | 
                        0.4% | 
                        119-020 | 
                     
                    
                        | Range | 
                        0-045 | 
                        0-200 | 
                        0-155 | 
                        344.4% | 
                        0-200 | 
                     
                    
                        | ATR | 
                        0-096 | 
                        0-104 | 
                        0-007 | 
                        7.7% | 
                        0-000 | 
                     
                    
                        | Volume | 
                        553,313 | 
                        1,036,320 | 
                        483,007 | 
                        87.3% | 
                        3,565,822 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 04-Apr-2014 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                120-240 | 
                120-170 | 
                119-130 | 
                 | 
             
            
                | R3 | 
                120-040 | 
                119-290 | 
                119-075 | 
                 | 
             
            
                | R2 | 
                119-160 | 
                119-160 | 
                119-057 | 
                 | 
             
            
                | R1 | 
                119-090 | 
                119-090 | 
                119-038 | 
                119-125 | 
             
            
                | PP | 
                118-280 | 
                118-280 | 
                118-280 | 
                118-298 | 
             
            
                | S1 | 
                118-210 | 
                118-210 | 
                119-002 | 
                118-245 | 
             
            
                | S2 | 
                118-080 | 
                118-080 | 
                118-303 | 
                 | 
             
            
                | S3 | 
                117-200 | 
                118-010 | 
                118-285 | 
                 | 
             
            
                | S4 | 
                117-000 | 
                117-130 | 
                118-230 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 04-Apr-2014 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                120-240 | 
                120-170 | 
                119-130 | 
                 | 
             
            
                | R3 | 
                120-040 | 
                119-290 | 
                119-075 | 
                 | 
             
            
                | R2 | 
                119-160 | 
                119-160 | 
                119-057 | 
                 | 
             
            
                | R1 | 
                119-090 | 
                119-090 | 
                119-038 | 
                119-125 | 
             
            
                | PP | 
                118-280 | 
                118-280 | 
                118-280 | 
                118-298 | 
             
            
                | S1 | 
                118-210 | 
                118-210 | 
                119-002 | 
                118-245 | 
             
            
                | S2 | 
                118-080 | 
                118-080 | 
                118-303 | 
                 | 
             
            
                | S3 | 
                117-200 | 
                118-010 | 
                118-285 | 
                 | 
             
            
                | S4 | 
                117-000 | 
                117-130 | 
                118-230 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            121-240 | 
         
        
            | 
2.618             | 
            120-234 | 
         
        
            | 
1.618             | 
            120-034 | 
         
        
            | 
1.000             | 
            119-230 | 
         
        
            | 
0.618             | 
            119-154 | 
         
        
            | 
HIGH             | 
            119-030 | 
         
        
            | 
0.618             | 
            118-274 | 
         
        
            | 
0.500             | 
            118-250 | 
         
        
            | 
0.382             | 
            118-226 | 
         
        
            | 
LOW             | 
            118-150 | 
         
        
            | 
0.618             | 
            118-026 | 
         
        
            | 
1.000             | 
            117-270 | 
         
        
            | 
1.618             | 
            117-146 | 
         
        
            | 
2.618             | 
            116-266 | 
         
        
            | 
4.250             | 
            115-260 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 04-Apr-2014 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                118-310 | 
                                118-310 | 
                             
                            
                                | PP | 
                                118-280 | 
                                118-280 | 
                             
                            
                                | S1 | 
                                118-250 | 
                                118-250 | 
                             
             
         |