ECBOT 10 Year T-Note Future September 2014
Trading Metrics calculated at close of trading on 05-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2014 |
05-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
124-115 |
124-110 |
-0-005 |
0.0% |
124-310 |
High |
124-200 |
124-225 |
0-025 |
0.1% |
126-000 |
Low |
124-060 |
124-010 |
-0-050 |
-0.1% |
124-260 |
Close |
124-100 |
124-165 |
0-065 |
0.2% |
125-165 |
Range |
0-140 |
0-215 |
0-075 |
53.6% |
1-060 |
ATR |
0-153 |
0-157 |
0-004 |
2.9% |
0-000 |
Volume |
1,402,154 |
1,503,225 |
101,071 |
7.2% |
5,002,068 |
|
Daily Pivots for day following 05-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-138 |
126-047 |
124-283 |
|
R3 |
125-243 |
125-152 |
124-224 |
|
R2 |
125-028 |
125-028 |
124-204 |
|
R1 |
124-257 |
124-257 |
124-185 |
124-302 |
PP |
124-133 |
124-133 |
124-133 |
124-156 |
S1 |
124-042 |
124-042 |
124-145 |
124-088 |
S2 |
123-238 |
123-238 |
124-126 |
|
S3 |
123-023 |
123-147 |
124-106 |
|
S4 |
122-128 |
122-252 |
124-047 |
|
|
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 |
127-179 |
2.618 |
126-148 |
1.618 |
125-253 |
1.000 |
125-120 |
0.618 |
125-038 |
HIGH |
124-225 |
0.618 |
124-143 |
0.500 |
124-118 |
0.382 |
124-092 |
LOW |
124-010 |
0.618 |
123-197 |
1.000 |
123-115 |
1.618 |
122-302 |
2.618 |
122-087 |
4.250 |
121-056 |
|
|
Fisher Pivots for day following 05-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
124-149 |
124-165 |
PP |
124-133 |
124-165 |
S1 |
124-118 |
124-165 |
|