ECBOT 10 Year T-Note Future September 2014
Trading Metrics calculated at close of trading on 03-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2014 |
03-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
125-105 |
124-300 |
-0-125 |
-0.3% |
124-310 |
High |
125-125 |
125-000 |
-0-125 |
-0.3% |
126-000 |
Low |
124-255 |
124-110 |
-0-145 |
-0.4% |
124-260 |
Close |
124-285 |
124-135 |
-0-150 |
-0.4% |
125-165 |
Range |
0-190 |
0-210 |
0-020 |
10.5% |
1-060 |
ATR |
0-149 |
0-153 |
0-004 |
2.9% |
0-000 |
Volume |
1,272,700 |
1,304,706 |
32,006 |
2.5% |
5,002,068 |
|
Daily Pivots for day following 03-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-178 |
126-047 |
124-250 |
|
R3 |
125-288 |
125-157 |
124-193 |
|
R2 |
125-078 |
125-078 |
124-174 |
|
R1 |
124-267 |
124-267 |
124-154 |
124-228 |
PP |
124-188 |
124-188 |
124-188 |
124-169 |
S1 |
124-057 |
124-057 |
124-116 |
124-018 |
S2 |
123-298 |
123-298 |
124-096 |
|
S3 |
123-088 |
123-167 |
124-077 |
|
S4 |
122-198 |
122-277 |
124-020 |
|
|
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 |
127-252 |
2.618 |
126-230 |
1.618 |
126-020 |
1.000 |
125-210 |
0.618 |
125-130 |
HIGH |
125-000 |
0.618 |
124-240 |
0.500 |
124-215 |
0.382 |
124-190 |
LOW |
124-110 |
0.618 |
123-300 |
1.000 |
123-220 |
1.618 |
123-090 |
2.618 |
122-200 |
4.250 |
121-178 |
|
|
Fisher Pivots for day following 03-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
124-215 |
124-302 |
PP |
124-188 |
124-247 |
S1 |
124-162 |
124-191 |
|