ECBOT 10 Year T-Note Future September 2014
| Trading Metrics calculated at close of trading on 20-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2014 |
20-May-2014 |
Change |
Change % |
Previous Week |
| Open |
124-270 |
124-270 |
0-000 |
0.0% |
124-020 |
| High |
125-070 |
125-070 |
0-000 |
0.0% |
125-100 |
| Low |
124-260 |
124-250 |
-0-010 |
0.0% |
123-250 |
| Close |
124-290 |
125-060 |
0-090 |
0.2% |
124-300 |
| Range |
0-130 |
0-140 |
0-010 |
7.7% |
1-170 |
| ATR |
0-140 |
0-140 |
0-000 |
0.0% |
0-000 |
| Volume |
39,159 |
43,003 |
3,844 |
9.8% |
96,694 |
|
| Daily Pivots for day following 20-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-120 |
126-070 |
125-137 |
|
| R3 |
125-300 |
125-250 |
125-098 |
|
| R2 |
125-160 |
125-160 |
125-086 |
|
| R1 |
125-110 |
125-110 |
125-073 |
125-135 |
| PP |
125-020 |
125-020 |
125-020 |
125-032 |
| S1 |
124-290 |
124-290 |
125-047 |
124-315 |
| S2 |
124-200 |
124-200 |
125-034 |
|
| S3 |
124-060 |
124-150 |
125-022 |
|
| S4 |
123-240 |
124-010 |
124-303 |
|
|
| Weekly Pivots for week ending 16-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-087 |
128-203 |
125-250 |
|
| R3 |
127-237 |
127-033 |
125-115 |
|
| R2 |
126-067 |
126-067 |
125-070 |
|
| R1 |
125-183 |
125-183 |
125-025 |
125-285 |
| PP |
124-217 |
124-217 |
124-217 |
124-268 |
| S1 |
124-013 |
124-013 |
124-255 |
124-115 |
| S2 |
123-047 |
123-047 |
124-210 |
|
| S3 |
121-197 |
122-163 |
124-165 |
|
| S4 |
120-027 |
120-313 |
124-030 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-025 |
|
2.618 |
126-117 |
|
1.618 |
125-297 |
|
1.000 |
125-210 |
|
0.618 |
125-157 |
|
HIGH |
125-070 |
|
0.618 |
125-017 |
|
0.500 |
125-000 |
|
0.382 |
124-303 |
|
LOW |
124-250 |
|
0.618 |
124-163 |
|
1.000 |
124-110 |
|
1.618 |
124-023 |
|
2.618 |
123-203 |
|
4.250 |
122-295 |
|
|
| Fisher Pivots for day following 20-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
125-040 |
125-040 |
| PP |
125-020 |
125-020 |
| S1 |
125-000 |
125-000 |
|