ECBOT 10 Year T-Note Future September 2014
Trading Metrics calculated at close of trading on 15-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2014 |
15-May-2014 |
Change |
Change % |
Previous Week |
Open |
124-070 |
124-240 |
0-170 |
0.4% |
123-240 |
High |
124-300 |
125-100 |
0-120 |
0.3% |
124-100 |
Low |
124-050 |
124-180 |
0-130 |
0.3% |
123-180 |
Close |
124-250 |
125-030 |
0-100 |
0.3% |
124-040 |
Range |
0-250 |
0-240 |
-0-010 |
-4.0% |
0-240 |
ATR |
0-138 |
0-145 |
0-007 |
5.3% |
0-000 |
Volume |
23,515 |
24,074 |
559 |
2.4% |
43,061 |
|
Daily Pivots for day following 15-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-077 |
126-293 |
125-162 |
|
R3 |
126-157 |
126-053 |
125-096 |
|
R2 |
125-237 |
125-237 |
125-074 |
|
R1 |
125-133 |
125-133 |
125-052 |
125-185 |
PP |
124-317 |
124-317 |
124-317 |
125-022 |
S1 |
124-213 |
124-213 |
125-008 |
124-265 |
S2 |
124-077 |
124-077 |
124-306 |
|
S3 |
123-157 |
123-293 |
124-284 |
|
S4 |
122-237 |
123-053 |
124-218 |
|
|
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 |
128-160 |
2.618 |
127-088 |
1.618 |
126-168 |
1.000 |
126-020 |
0.618 |
125-248 |
HIGH |
125-100 |
0.618 |
125-008 |
0.500 |
124-300 |
0.382 |
124-272 |
LOW |
124-180 |
0.618 |
124-032 |
1.000 |
123-260 |
1.618 |
123-112 |
2.618 |
122-192 |
4.250 |
121-120 |
|
|
Fisher Pivots for day following 15-May-2014 |
Pivot |
1 day |
3 day |
R1 |
125-013 |
124-292 |
PP |
124-317 |
124-233 |
S1 |
124-300 |
124-175 |
|