ECBOT 10 Year T-Note Future September 2014
Trading Metrics calculated at close of trading on 16-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2014 |
16-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
124-115 |
124-100 |
-0-015 |
0.0% |
124-115 |
High |
124-135 |
124-165 |
0-030 |
0.1% |
124-205 |
Low |
123-305 |
124-060 |
0-075 |
0.2% |
123-255 |
Close |
124-095 |
124-100 |
0-005 |
0.0% |
124-095 |
Range |
0-150 |
0-105 |
-0-045 |
-30.0% |
0-270 |
ATR |
0-163 |
0-159 |
-0-004 |
-2.5% |
0-000 |
Volume |
1,222,815 |
756,977 |
-465,838 |
-38.1% |
5,532,497 |
|
Daily Pivots for day following 16-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-103 |
125-047 |
124-158 |
|
R3 |
124-318 |
124-262 |
124-129 |
|
R2 |
124-213 |
124-213 |
124-119 |
|
R1 |
124-157 |
124-157 |
124-110 |
124-152 |
PP |
124-108 |
124-108 |
124-108 |
124-106 |
S1 |
124-052 |
124-052 |
124-090 |
124-048 |
S2 |
124-003 |
124-003 |
124-081 |
|
S3 |
123-218 |
123-267 |
124-071 |
|
S4 |
123-113 |
123-162 |
124-042 |
|
|
Weekly Pivots for week ending 13-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-248 |
126-122 |
124-244 |
|
R3 |
125-298 |
125-172 |
124-169 |
|
R2 |
125-028 |
125-028 |
124-144 |
|
R1 |
124-222 |
124-222 |
124-120 |
124-150 |
PP |
124-078 |
124-078 |
124-078 |
124-042 |
S1 |
123-272 |
123-272 |
124-070 |
123-200 |
S2 |
123-128 |
123-128 |
124-046 |
|
S3 |
122-178 |
123-002 |
124-021 |
|
S4 |
121-228 |
122-052 |
123-266 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-291 |
2.618 |
125-120 |
1.618 |
125-015 |
1.000 |
124-270 |
0.618 |
124-230 |
HIGH |
124-165 |
0.618 |
124-125 |
0.500 |
124-112 |
0.382 |
124-100 |
LOW |
124-060 |
0.618 |
123-315 |
1.000 |
123-275 |
1.618 |
123-210 |
2.618 |
123-105 |
4.250 |
122-254 |
|
|
Fisher Pivots for day following 16-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
124-112 |
124-096 |
PP |
124-108 |
124-092 |
S1 |
124-104 |
124-088 |
|