ECBOT 10 Year T-Note Future September 2014
Trading Metrics calculated at close of trading on 02-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2014 |
02-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
125-150 |
125-105 |
-0-045 |
-0.1% |
124-310 |
High |
125-175 |
125-125 |
-0-050 |
-0.1% |
126-000 |
Low |
125-070 |
124-255 |
-0-135 |
-0.3% |
124-260 |
Close |
125-165 |
124-285 |
-0-200 |
-0.5% |
125-165 |
Range |
0-105 |
0-190 |
0-085 |
81.0% |
1-060 |
ATR |
0-143 |
0-149 |
0-006 |
4.4% |
0-000 |
Volume |
1,254,982 |
1,272,700 |
17,718 |
1.4% |
5,002,068 |
|
Daily Pivots for day following 02-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-258 |
126-142 |
125-070 |
|
R3 |
126-068 |
125-272 |
125-017 |
|
R2 |
125-198 |
125-198 |
125-000 |
|
R1 |
125-082 |
125-082 |
124-302 |
125-045 |
PP |
125-008 |
125-008 |
125-008 |
124-310 |
S1 |
124-212 |
124-212 |
124-268 |
124-175 |
S2 |
124-138 |
124-138 |
124-250 |
|
S3 |
123-268 |
124-022 |
124-233 |
|
S4 |
123-078 |
123-152 |
124-180 |
|
|
Weekly Pivots for week ending 30-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
129-002 |
128-143 |
126-054 |
|
R3 |
127-262 |
127-083 |
125-270 |
|
R2 |
126-202 |
126-202 |
125-235 |
|
R1 |
126-023 |
126-023 |
125-200 |
126-112 |
PP |
125-142 |
125-142 |
125-142 |
125-186 |
S1 |
124-283 |
124-283 |
125-130 |
125-052 |
S2 |
124-082 |
124-082 |
125-095 |
|
S3 |
123-022 |
123-223 |
125-060 |
|
S4 |
121-282 |
122-163 |
124-276 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
127-292 |
2.618 |
126-302 |
1.618 |
126-112 |
1.000 |
125-315 |
0.618 |
125-242 |
HIGH |
125-125 |
0.618 |
125-052 |
0.500 |
125-030 |
0.382 |
125-008 |
LOW |
124-255 |
0.618 |
124-138 |
1.000 |
124-065 |
1.618 |
123-268 |
2.618 |
123-078 |
4.250 |
122-088 |
|
|
Fisher Pivots for day following 02-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
125-030 |
125-128 |
PP |
125-008 |
125-073 |
S1 |
124-307 |
125-019 |
|