ECBOT 10 Year T-Note Future September 2014
Trading Metrics calculated at close of trading on 29-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2014 |
29-May-2014 |
Change |
Change % |
Previous Week |
Open |
125-025 |
125-200 |
0-175 |
0.4% |
124-270 |
High |
125-240 |
126-000 |
0-080 |
0.2% |
125-090 |
Low |
125-020 |
125-135 |
0-115 |
0.3% |
124-230 |
Close |
125-225 |
125-200 |
-0-025 |
-0.1% |
125-000 |
Range |
0-220 |
0-185 |
-0-035 |
-15.9% |
0-180 |
ATR |
0-141 |
0-144 |
0-003 |
2.2% |
0-000 |
Volume |
2,074,270 |
1,441,672 |
-632,598 |
-30.5% |
476,169 |
|
Daily Pivots for day following 29-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-133 |
127-032 |
125-302 |
|
R3 |
126-268 |
126-167 |
125-251 |
|
R2 |
126-083 |
126-083 |
125-234 |
|
R1 |
125-302 |
125-302 |
125-217 |
125-292 |
PP |
125-218 |
125-218 |
125-218 |
125-214 |
S1 |
125-117 |
125-117 |
125-183 |
125-108 |
S2 |
125-033 |
125-033 |
125-166 |
|
S3 |
124-168 |
124-252 |
125-149 |
|
S4 |
123-303 |
124-067 |
125-098 |
|
|
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 |
128-146 |
2.618 |
127-164 |
1.618 |
126-299 |
1.000 |
126-185 |
0.618 |
126-114 |
HIGH |
126-000 |
0.618 |
125-249 |
0.500 |
125-228 |
0.382 |
125-206 |
LOW |
125-135 |
0.618 |
125-021 |
1.000 |
124-270 |
1.618 |
124-156 |
2.618 |
123-291 |
4.250 |
122-309 |
|
|
Fisher Pivots for day following 29-May-2014 |
Pivot |
1 day |
3 day |
R1 |
125-228 |
125-177 |
PP |
125-218 |
125-153 |
S1 |
125-209 |
125-130 |
|