ECBOT 10 Year T-Note Future September 2014
Trading Metrics calculated at close of trading on 21-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2014 |
21-May-2014 |
Change |
Change % |
Previous Week |
Open |
124-270 |
125-050 |
0-100 |
0.3% |
124-020 |
High |
125-070 |
125-090 |
0-020 |
0.0% |
125-100 |
Low |
124-250 |
124-240 |
-0-010 |
0.0% |
123-250 |
Close |
125-060 |
125-000 |
-0-060 |
-0.1% |
124-300 |
Range |
0-140 |
0-170 |
0-030 |
21.4% |
1-170 |
ATR |
0-140 |
0-143 |
0-002 |
1.5% |
0-000 |
Volume |
43,003 |
106,666 |
63,663 |
148.0% |
96,694 |
|
Daily Pivots for day following 21-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-193 |
126-107 |
125-094 |
|
R3 |
126-023 |
125-257 |
125-047 |
|
R2 |
125-173 |
125-173 |
125-031 |
|
R1 |
125-087 |
125-087 |
125-016 |
125-045 |
PP |
125-003 |
125-003 |
125-003 |
124-302 |
S1 |
124-237 |
124-237 |
124-304 |
124-195 |
S2 |
124-153 |
124-153 |
124-289 |
|
S3 |
123-303 |
124-067 |
124-273 |
|
S4 |
123-133 |
123-217 |
124-226 |
|
|
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 |
127-172 |
2.618 |
126-215 |
1.618 |
126-045 |
1.000 |
125-260 |
0.618 |
125-195 |
HIGH |
125-090 |
0.618 |
125-025 |
0.500 |
125-005 |
0.382 |
124-305 |
LOW |
124-240 |
0.618 |
124-135 |
1.000 |
124-070 |
1.618 |
123-285 |
2.618 |
123-115 |
4.250 |
122-158 |
|
|
Fisher Pivots for day following 21-May-2014 |
Pivot |
1 day |
3 day |
R1 |
125-005 |
125-005 |
PP |
125-003 |
125-003 |
S1 |
125-002 |
125-002 |
|