ECBOT 5 Year T-Note Future June 2014
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 16-Apr-2014 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    15-Apr-2014 | 
                    16-Apr-2014 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        119-175 | 
                        119-165 | 
                        -0-010 | 
                        0.0% | 
                        119-017 | 
                     
                    
                        | High | 
                        119-220 | 
                        119-177 | 
                        -0-043 | 
                        -0.1% | 
                        119-280 | 
                     
                    
                        | Low | 
                        119-135 | 
                        119-100 | 
                        -0-035 | 
                        -0.1% | 
                        119-010 | 
                     
                    
                        | Close | 
                        119-167 | 
                        119-112 | 
                        -0-055 | 
                        -0.1% | 
                        119-250 | 
                     
                    
                        | Range | 
                        0-085 | 
                        0-077 | 
                        -0-008 | 
                        -9.4% | 
                        0-270 | 
                     
                    
                        | ATR | 
                        0-107 | 
                        0-105 | 
                        -0-002 | 
                        -2.0% | 
                        0-000 | 
                     
                    
                        | Volume | 
                        706,244 | 
                        724,328 | 
                        18,084 | 
                        2.6% | 
                        3,646,439 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 16-Apr-2014 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                120-041 | 
                119-313 | 
                119-154 | 
                 | 
             
            
                | R3 | 
                119-284 | 
                119-236 | 
                119-133 | 
                 | 
             
            
                | R2 | 
                119-207 | 
                119-207 | 
                119-126 | 
                 | 
             
            
                | R1 | 
                119-159 | 
                119-159 | 
                119-119 | 
                119-144 | 
             
            
                | PP | 
                119-130 | 
                119-130 | 
                119-130 | 
                119-122 | 
             
            
                | S1 | 
                119-082 | 
                119-082 | 
                119-105 | 
                119-068 | 
             
            
                | S2 | 
                119-053 | 
                119-053 | 
                119-098 | 
                 | 
             
            
                | S3 | 
                118-296 | 
                119-005 | 
                119-091 | 
                 | 
             
            
                | S4 | 
                118-219 | 
                118-248 | 
                119-070 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 11-Apr-2014 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                122-030 | 
                121-250 | 
                120-078 | 
                 | 
             
            
                | R3 | 
                121-080 | 
                120-300 | 
                120-004 | 
                 | 
             
            
                | R2 | 
                120-130 | 
                120-130 | 
                119-300 | 
                 | 
             
            
                | R1 | 
                120-030 | 
                120-030 | 
                119-275 | 
                120-080 | 
             
            
                | PP | 
                119-180 | 
                119-180 | 
                119-180 | 
                119-205 | 
             
            
                | S1 | 
                119-080 | 
                119-080 | 
                119-225 | 
                119-130 | 
             
            
                | S2 | 
                118-230 | 
                118-230 | 
                119-200 | 
                 | 
             
            
                | S3 | 
                117-280 | 
                118-130 | 
                119-176 | 
                 | 
             
            
                | S4 | 
                117-010 | 
                117-180 | 
                119-102 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                120-025 | 
                119-100 | 
                0-245 | 
                0.6% | 
                0-113 | 
                0.3% | 
                5% | 
                False | 
                True | 
                736,121 | 
                 
                
                | 10 | 
                120-025 | 
                118-150 | 
                1-195 | 
                1.3% | 
                0-110 | 
                0.3% | 
                55% | 
                False | 
                False | 
                723,608 | 
                 
                
                | 20 | 
                120-025 | 
                118-150 | 
                1-195 | 
                1.3% | 
                0-098 | 
                0.3% | 
                55% | 
                False | 
                False | 
                733,628 | 
                 
                
                | 40 | 
                120-105 | 
                118-150 | 
                1-275 | 
                1.6% | 
                0-105 | 
                0.3% | 
                47% | 
                False | 
                False | 
                713,390 | 
                 
                
                | 60 | 
                120-105 | 
                118-130 | 
                1-295 | 
                1.6% | 
                0-093 | 
                0.2% | 
                49% | 
                False | 
                False | 
                478,099 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            120-184 | 
         
        
            | 
2.618             | 
            120-059 | 
         
        
            | 
1.618             | 
            119-302 | 
         
        
            | 
1.000             | 
            119-254 | 
         
        
            | 
0.618             | 
            119-225 | 
         
        
            | 
HIGH             | 
            119-177 | 
         
        
            | 
0.618             | 
            119-148 | 
         
        
            | 
0.500             | 
            119-138 | 
         
        
            | 
0.382             | 
            119-129 | 
         
        
            | 
LOW             | 
            119-100 | 
         
        
            | 
0.618             | 
            119-052 | 
         
        
            | 
1.000             | 
            119-023 | 
         
        
            | 
1.618             | 
            118-295 | 
         
        
            | 
2.618             | 
            118-218 | 
         
        
            | 
4.250             | 
            118-093 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 16-Apr-2014 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                119-138 | 
                                119-222 | 
                             
                            
                                | PP | 
                                119-130 | 
                                119-186 | 
                             
                            
                                | S1 | 
                                119-121 | 
                                119-149 | 
                             
             
         |