ECBOT 10 Year T-Note Future June 2014
| Trading Metrics calculated at close of trading on 15-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2014 |
15-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
122-240 |
122-190 |
-0-050 |
-0.1% |
121-300 |
| High |
122-240 |
122-200 |
-0-040 |
-0.1% |
122-230 |
| Low |
122-170 |
122-060 |
-0-110 |
-0.3% |
121-120 |
| Close |
122-170 |
122-100 |
-0-070 |
-0.2% |
122-210 |
| Range |
0-070 |
0-140 |
0-070 |
100.0% |
1-110 |
| ATR |
0-096 |
0-099 |
0-003 |
3.3% |
0-000 |
| Volume |
1,309 |
3,070 |
1,761 |
134.5% |
657 |
|
| Daily Pivots for day following 15-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-220 |
123-140 |
122-177 |
|
| R3 |
123-080 |
123-000 |
122-138 |
|
| R2 |
122-260 |
122-260 |
122-126 |
|
| R1 |
122-180 |
122-180 |
122-113 |
122-150 |
| PP |
122-120 |
122-120 |
122-120 |
122-105 |
| S1 |
122-040 |
122-040 |
122-087 |
122-010 |
| S2 |
121-300 |
121-300 |
122-074 |
|
| S3 |
121-160 |
121-220 |
122-062 |
|
| S4 |
121-020 |
121-080 |
122-023 |
|
|
| Weekly Pivots for week ending 10-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-090 |
125-260 |
123-126 |
|
| R3 |
124-300 |
124-150 |
123-008 |
|
| R2 |
123-190 |
123-190 |
122-289 |
|
| R1 |
123-040 |
123-040 |
122-249 |
123-115 |
| PP |
122-080 |
122-080 |
122-080 |
122-118 |
| S1 |
121-250 |
121-250 |
122-171 |
122-005 |
| S2 |
120-290 |
120-290 |
122-131 |
|
| S3 |
119-180 |
120-140 |
122-092 |
|
| S4 |
118-070 |
119-030 |
121-294 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-155 |
|
2.618 |
123-247 |
|
1.618 |
123-107 |
|
1.000 |
123-020 |
|
0.618 |
122-287 |
|
HIGH |
122-200 |
|
0.618 |
122-147 |
|
0.500 |
122-130 |
|
0.382 |
122-113 |
|
LOW |
122-060 |
|
0.618 |
121-293 |
|
1.000 |
121-240 |
|
1.618 |
121-153 |
|
2.618 |
121-013 |
|
4.250 |
120-105 |
|
|
| Fisher Pivots for day following 15-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
122-130 |
122-180 |
| PP |
122-120 |
122-153 |
| S1 |
122-110 |
122-127 |
|