ECBOT 5 Year T-Note Future June 2014
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 07-May-2014 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    06-May-2014 | 
                    07-May-2014 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        119-147 | 
                        119-142 | 
                        -0-005 | 
                        0.0% | 
                        119-060 | 
                     
                    
                        | High | 
                        119-167 | 
                        119-220 | 
                        0-053 | 
                        0.1% | 
                        119-207 | 
                     
                    
                        | Low | 
                        119-117 | 
                        119-107 | 
                        -0-010 | 
                        0.0% | 
                        119-005 | 
                     
                    
                        | Close | 
                        119-145 | 
                        119-205 | 
                        0-060 | 
                        0.2% | 
                        119-147 | 
                     
                    
                        | Range | 
                        0-050 | 
                        0-113 | 
                        0-063 | 
                        126.0% | 
                        0-202 | 
                     
                    
                        | ATR | 
                        0-099 | 
                        0-100 | 
                        0-001 | 
                        1.0% | 
                        0-000 | 
                     
                    
                        | Volume | 
                        532,474 | 
                        824,047 | 
                        291,573 | 
                        54.8% | 
                        4,138,758 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 07-May-2014 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                120-196 | 
                120-154 | 
                119-267 | 
                 | 
             
            
                | R3 | 
                120-083 | 
                120-041 | 
                119-236 | 
                 | 
             
            
                | R2 | 
                119-290 | 
                119-290 | 
                119-226 | 
                 | 
             
            
                | R1 | 
                119-248 | 
                119-248 | 
                119-215 | 
                119-269 | 
             
            
                | PP | 
                119-177 | 
                119-177 | 
                119-177 | 
                119-188 | 
             
            
                | S1 | 
                119-135 | 
                119-135 | 
                119-195 | 
                119-156 | 
             
            
                | S2 | 
                119-064 | 
                119-064 | 
                119-184 | 
                 | 
             
            
                | S3 | 
                118-271 | 
                119-022 | 
                119-174 | 
                 | 
             
            
                | S4 | 
                118-158 | 
                118-229 | 
                119-143 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 02-May-2014 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                121-086 | 
                120-318 | 
                119-258 | 
                 | 
             
            
                | R3 | 
                120-204 | 
                120-116 | 
                119-203 | 
                 | 
             
            
                | R2 | 
                120-002 | 
                120-002 | 
                119-184 | 
                 | 
             
            
                | R1 | 
                119-234 | 
                119-234 | 
                119-166 | 
                119-278 | 
             
            
                | PP | 
                119-120 | 
                119-120 | 
                119-120 | 
                119-142 | 
             
            
                | S1 | 
                119-032 | 
                119-032 | 
                119-128 | 
                119-076 | 
             
            
                | S2 | 
                118-238 | 
                118-238 | 
                119-110 | 
                 | 
             
            
                | S3 | 
                118-036 | 
                118-150 | 
                119-091 | 
                 | 
             
            
                | S4 | 
                117-154 | 
                117-268 | 
                119-036 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                119-220 | 
                119-020 | 
                0-200 | 
                0.5% | 
                0-101 | 
                0.3% | 
                93% | 
                True | 
                False | 
                754,715 | 
                 
                
                | 10 | 
                119-220 | 
                118-300 | 
                0-240 | 
                0.6% | 
                0-094 | 
                0.2% | 
                94% | 
                True | 
                False | 
                718,036 | 
                 
                
                | 20 | 
                120-025 | 
                118-295 | 
                1-050 | 
                1.0% | 
                0-102 | 
                0.3% | 
                62% | 
                False | 
                False | 
                694,549 | 
                 
                
                | 40 | 
                120-025 | 
                118-150 | 
                1-195 | 
                1.3% | 
                0-104 | 
                0.3% | 
                73% | 
                False | 
                False | 
                721,170 | 
                 
                
                | 60 | 
                120-105 | 
                118-150 | 
                1-275 | 
                1.6% | 
                0-100 | 
                0.3% | 
                63% | 
                False | 
                False | 
                634,282 | 
                 
                
                | 80 | 
                120-105 | 
                118-130 | 
                1-295 | 
                1.6% | 
                0-088 | 
                0.2% | 
                64% | 
                False | 
                False | 
                476,620 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            121-060 | 
         
        
            | 
2.618             | 
            120-196 | 
         
        
            | 
1.618             | 
            120-083 | 
         
        
            | 
1.000             | 
            120-013 | 
         
        
            | 
0.618             | 
            119-290 | 
         
        
            | 
HIGH             | 
            119-220 | 
         
        
            | 
0.618             | 
            119-177 | 
         
        
            | 
0.500             | 
            119-164 | 
         
        
            | 
0.382             | 
            119-150 | 
         
        
            | 
LOW             | 
            119-107 | 
         
        
            | 
0.618             | 
            119-037 | 
         
        
            | 
1.000             | 
            118-314 | 
         
        
            | 
1.618             | 
            118-244 | 
         
        
            | 
2.618             | 
            118-131 | 
         
        
            | 
4.250             | 
            117-267 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 07-May-2014 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                119-191 | 
                                119-191 | 
                             
                            
                                | PP | 
                                119-177 | 
                                119-177 | 
                             
                            
                                | S1 | 
                                119-164 | 
                                119-164 | 
                             
             
         |