ECBOT 10 Year T-Note Future September 2014
Trading Metrics calculated at close of trading on 04-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2014 |
04-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
124-300 |
124-115 |
-0-185 |
-0.5% |
124-310 |
High |
125-000 |
124-200 |
-0-120 |
-0.3% |
126-000 |
Low |
124-110 |
124-060 |
-0-050 |
-0.1% |
124-260 |
Close |
124-135 |
124-100 |
-0-035 |
-0.1% |
125-165 |
Range |
0-210 |
0-140 |
-0-070 |
-33.3% |
1-060 |
ATR |
0-153 |
0-153 |
-0-001 |
-0.6% |
0-000 |
Volume |
1,304,706 |
1,402,154 |
97,448 |
7.5% |
5,002,068 |
|
Daily Pivots for day following 04-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-220 |
125-140 |
124-177 |
|
R3 |
125-080 |
125-000 |
124-138 |
|
R2 |
124-260 |
124-260 |
124-126 |
|
R1 |
124-180 |
124-180 |
124-113 |
124-150 |
PP |
124-120 |
124-120 |
124-120 |
124-105 |
S1 |
124-040 |
124-040 |
124-087 |
124-010 |
S2 |
123-300 |
123-300 |
124-074 |
|
S3 |
123-160 |
123-220 |
124-062 |
|
S4 |
123-020 |
123-080 |
124-023 |
|
|
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 |
126-155 |
2.618 |
125-247 |
1.618 |
125-107 |
1.000 |
125-020 |
0.618 |
124-287 |
HIGH |
124-200 |
0.618 |
124-147 |
0.500 |
124-130 |
0.382 |
124-113 |
LOW |
124-060 |
0.618 |
123-293 |
1.000 |
123-240 |
1.618 |
123-153 |
2.618 |
123-013 |
4.250 |
122-105 |
|
|
Fisher Pivots for day following 04-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
124-130 |
124-252 |
PP |
124-120 |
124-202 |
S1 |
124-110 |
124-151 |
|