ECBOT 10 Year T-Note Future September 2014
| Trading Metrics calculated at close of trading on 27-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2014 |
27-May-2014 |
Change |
Change % |
Previous Week |
| Open |
124-270 |
124-310 |
0-040 |
0.1% |
124-270 |
| High |
125-030 |
125-040 |
0-010 |
0.0% |
125-090 |
| Low |
124-250 |
124-260 |
0-010 |
0.0% |
124-230 |
| Close |
125-000 |
125-040 |
0-040 |
0.1% |
125-000 |
| Range |
0-100 |
0-100 |
0-000 |
0.0% |
0-180 |
| ATR |
0-137 |
0-135 |
-0-003 |
-1.9% |
0-000 |
| Volume |
170,087 |
231,144 |
61,057 |
35.9% |
476,169 |
|
| Daily Pivots for day following 27-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-307 |
125-273 |
125-095 |
|
| R3 |
125-207 |
125-173 |
125-068 |
|
| R2 |
125-107 |
125-107 |
125-058 |
|
| R1 |
125-073 |
125-073 |
125-049 |
125-090 |
| PP |
125-007 |
125-007 |
125-007 |
125-015 |
| S1 |
124-293 |
124-293 |
125-031 |
124-310 |
| S2 |
124-227 |
124-227 |
125-022 |
|
| S3 |
124-127 |
124-193 |
125-012 |
|
| S4 |
124-027 |
124-093 |
124-305 |
|
|
| Weekly Pivots for week ending 23-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-220 |
126-130 |
125-099 |
|
| R3 |
126-040 |
125-270 |
125-050 |
|
| R2 |
125-180 |
125-180 |
125-033 |
|
| R1 |
125-090 |
125-090 |
125-016 |
125-135 |
| PP |
125-000 |
125-000 |
125-000 |
125-022 |
| S1 |
124-230 |
124-230 |
124-304 |
124-275 |
| S2 |
124-140 |
124-140 |
124-287 |
|
| S3 |
123-280 |
124-050 |
124-270 |
|
| S4 |
123-100 |
123-190 |
124-221 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-145 |
|
2.618 |
125-302 |
|
1.618 |
125-202 |
|
1.000 |
125-140 |
|
0.618 |
125-102 |
|
HIGH |
125-040 |
|
0.618 |
125-002 |
|
0.500 |
124-310 |
|
0.382 |
124-298 |
|
LOW |
124-260 |
|
0.618 |
124-198 |
|
1.000 |
124-160 |
|
1.618 |
124-098 |
|
2.618 |
123-318 |
|
4.250 |
123-155 |
|
|
| Fisher Pivots for day following 27-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
125-023 |
125-018 |
| PP |
125-007 |
124-317 |
| S1 |
124-310 |
124-295 |
|