ECBOT 10 Year T-Note Future September 2014
Trading Metrics calculated at close of trading on 12-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2014 |
12-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
123-300 |
124-020 |
0-040 |
0.1% |
125-105 |
High |
124-080 |
124-205 |
0-125 |
0.3% |
125-125 |
Low |
123-255 |
123-290 |
0-035 |
0.1% |
124-010 |
Close |
124-025 |
124-175 |
0-150 |
0.4% |
124-115 |
Range |
0-145 |
0-235 |
0-090 |
62.1% |
1-115 |
ATR |
0-155 |
0-161 |
0-006 |
3.7% |
0-000 |
Volume |
1,081,720 |
1,361,144 |
279,424 |
25.8% |
7,008,100 |
|
Daily Pivots for day following 12-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-182 |
126-093 |
124-304 |
|
R3 |
125-267 |
125-178 |
124-240 |
|
R2 |
125-032 |
125-032 |
124-218 |
|
R1 |
124-263 |
124-263 |
124-197 |
124-308 |
PP |
124-117 |
124-117 |
124-117 |
124-139 |
S1 |
124-028 |
124-028 |
124-153 |
124-072 |
S2 |
123-202 |
123-202 |
124-132 |
|
S3 |
122-287 |
123-113 |
124-110 |
|
S4 |
122-052 |
122-198 |
124-046 |
|
|
Weekly Pivots for week ending 06-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128-215 |
127-280 |
125-034 |
|
R3 |
127-100 |
126-165 |
124-235 |
|
R2 |
125-305 |
125-305 |
124-195 |
|
R1 |
125-050 |
125-050 |
124-155 |
124-280 |
PP |
124-190 |
124-190 |
124-190 |
124-145 |
S1 |
123-255 |
123-255 |
124-075 |
123-165 |
S2 |
123-075 |
123-075 |
124-035 |
|
S3 |
121-280 |
122-140 |
123-315 |
|
S4 |
120-165 |
121-025 |
123-196 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
127-244 |
2.618 |
126-180 |
1.618 |
125-265 |
1.000 |
125-120 |
0.618 |
125-030 |
HIGH |
124-205 |
0.618 |
124-115 |
0.500 |
124-088 |
0.382 |
124-060 |
LOW |
123-290 |
0.618 |
123-145 |
1.000 |
123-055 |
1.618 |
122-230 |
2.618 |
121-315 |
4.250 |
120-251 |
|
|
Fisher Pivots for day following 12-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
124-146 |
124-140 |
PP |
124-117 |
124-105 |
S1 |
124-088 |
124-070 |
|