ECBOT 10 Year T-Note Future September 2014
Trading Metrics calculated at close of trading on 13-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2014 |
13-May-2014 |
Change |
Change % |
Previous Week |
Open |
124-020 |
123-270 |
-0-070 |
-0.2% |
123-240 |
High |
124-020 |
124-080 |
0-060 |
0.2% |
124-100 |
Low |
123-260 |
123-250 |
-0-010 |
0.0% |
123-180 |
Close |
123-280 |
124-060 |
0-100 |
0.3% |
124-040 |
Range |
0-080 |
0-150 |
0-070 |
87.5% |
0-240 |
ATR |
0-128 |
0-129 |
0-002 |
1.2% |
0-000 |
Volume |
15,800 |
11,279 |
-4,521 |
-28.6% |
43,061 |
|
Daily Pivots for day following 13-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-153 |
125-097 |
124-142 |
|
R3 |
125-003 |
124-267 |
124-101 |
|
R2 |
124-173 |
124-173 |
124-088 |
|
R1 |
124-117 |
124-117 |
124-074 |
124-145 |
PP |
124-023 |
124-023 |
124-023 |
124-038 |
S1 |
123-287 |
123-287 |
124-046 |
123-315 |
S2 |
123-193 |
123-193 |
124-032 |
|
S3 |
123-043 |
123-137 |
124-019 |
|
S4 |
122-213 |
122-307 |
123-298 |
|
|
Weekly Pivots for week ending 09-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-080 |
125-300 |
124-172 |
|
R3 |
125-160 |
125-060 |
124-106 |
|
R2 |
124-240 |
124-240 |
124-084 |
|
R1 |
124-140 |
124-140 |
124-062 |
124-190 |
PP |
124-000 |
124-000 |
124-000 |
124-025 |
S1 |
123-220 |
123-220 |
124-018 |
123-270 |
S2 |
123-080 |
123-080 |
123-316 |
|
S3 |
122-160 |
122-300 |
123-294 |
|
S4 |
121-240 |
122-060 |
123-228 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
126-078 |
2.618 |
125-153 |
1.618 |
125-003 |
1.000 |
124-230 |
0.618 |
124-173 |
HIGH |
124-080 |
0.618 |
124-023 |
0.500 |
124-005 |
0.382 |
123-307 |
LOW |
123-250 |
0.618 |
123-157 |
1.000 |
123-100 |
1.618 |
123-007 |
2.618 |
122-177 |
4.250 |
121-252 |
|
|
Fisher Pivots for day following 13-May-2014 |
Pivot |
1 day |
3 day |
R1 |
124-042 |
124-045 |
PP |
124-023 |
124-030 |
S1 |
124-005 |
124-015 |
|