ECBOT 10 Year T-Note Future September 2014
Trading Metrics calculated at close of trading on 18-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2014 |
18-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
124-105 |
123-280 |
-0-145 |
-0.4% |
124-115 |
High |
124-125 |
124-160 |
0-035 |
0.1% |
124-205 |
Low |
123-270 |
123-250 |
-0-020 |
-0.1% |
123-255 |
Close |
123-275 |
124-070 |
0-115 |
0.3% |
124-095 |
Range |
0-175 |
0-230 |
0-055 |
31.4% |
0-270 |
ATR |
0-160 |
0-165 |
0-005 |
3.1% |
0-000 |
Volume |
1,108,389 |
1,335,184 |
226,795 |
20.5% |
5,532,497 |
|
Daily Pivots for day following 18-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-103 |
125-317 |
124-196 |
|
R3 |
125-193 |
125-087 |
124-133 |
|
R2 |
124-283 |
124-283 |
124-112 |
|
R1 |
124-177 |
124-177 |
124-091 |
124-230 |
PP |
124-053 |
124-053 |
124-053 |
124-080 |
S1 |
123-267 |
123-267 |
124-049 |
124-000 |
S2 |
123-143 |
123-143 |
124-028 |
|
S3 |
122-233 |
123-037 |
124-007 |
|
S4 |
122-003 |
122-127 |
123-264 |
|
|
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 |
127-178 |
2.618 |
126-122 |
1.618 |
125-212 |
1.000 |
125-070 |
0.618 |
124-302 |
HIGH |
124-160 |
0.618 |
124-072 |
0.500 |
124-045 |
0.382 |
124-018 |
LOW |
123-250 |
0.618 |
123-108 |
1.000 |
123-020 |
1.618 |
122-198 |
2.618 |
121-288 |
4.250 |
120-232 |
|
|
Fisher Pivots for day following 18-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
124-062 |
124-062 |
PP |
124-053 |
124-055 |
S1 |
124-045 |
124-048 |
|