ECBOT 10 Year T-Note Future June 2014
Trading Metrics calculated at close of trading on 27-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2014 |
27-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
123-040 |
123-160 |
0-120 |
0.3% |
122-270 |
High |
123-230 |
123-180 |
-0-050 |
-0.1% |
123-230 |
Low |
123-040 |
123-060 |
0-020 |
0.1% |
122-110 |
Close |
123-140 |
123-060 |
-0-080 |
-0.2% |
123-140 |
Range |
0-190 |
0-120 |
-0-070 |
-36.8% |
1-120 |
ATR |
0-122 |
0-122 |
0-000 |
-0.1% |
0-000 |
Volume |
745 |
1,359 |
614 |
82.4% |
2,287 |
|
Daily Pivots for day following 27-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-140 |
124-060 |
123-126 |
|
R3 |
124-020 |
123-260 |
123-093 |
|
R2 |
123-220 |
123-220 |
123-082 |
|
R1 |
123-140 |
123-140 |
123-071 |
123-120 |
PP |
123-100 |
123-100 |
123-100 |
123-090 |
S1 |
123-020 |
123-020 |
123-049 |
123-000 |
S2 |
122-300 |
122-300 |
123-038 |
|
S3 |
122-180 |
122-220 |
123-027 |
|
S4 |
122-060 |
122-100 |
122-314 |
|
|
Weekly Pivots for week ending 24-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-093 |
126-237 |
124-062 |
|
R3 |
125-293 |
125-117 |
123-261 |
|
R2 |
124-173 |
124-173 |
123-221 |
|
R1 |
123-317 |
123-317 |
123-180 |
124-085 |
PP |
123-053 |
123-053 |
123-053 |
123-098 |
S1 |
122-197 |
122-197 |
123-100 |
122-285 |
S2 |
121-253 |
121-253 |
123-059 |
|
S3 |
120-133 |
121-077 |
123-019 |
|
S4 |
119-013 |
119-277 |
122-218 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-050 |
2.618 |
124-174 |
1.618 |
124-054 |
1.000 |
123-300 |
0.618 |
123-254 |
HIGH |
123-180 |
0.618 |
123-134 |
0.500 |
123-120 |
0.382 |
123-106 |
LOW |
123-060 |
0.618 |
122-306 |
1.000 |
122-260 |
1.618 |
122-186 |
2.618 |
122-066 |
4.250 |
121-190 |
|
|
Fisher Pivots for day following 27-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
123-120 |
123-043 |
PP |
123-100 |
123-027 |
S1 |
123-080 |
123-010 |
|