ECBOT 10 Year T-Note Future June 2014
| Trading Metrics calculated at close of trading on 21-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2014 |
21-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
122-230 |
122-270 |
0-040 |
0.1% |
122-230 |
| High |
122-270 |
122-290 |
0-020 |
0.1% |
122-300 |
| Low |
122-230 |
122-160 |
-0-070 |
-0.2% |
122-060 |
| Close |
122-260 |
122-240 |
-0-020 |
-0.1% |
122-260 |
| Range |
0-040 |
0-130 |
0-090 |
225.0% |
0-240 |
| ATR |
0-099 |
0-101 |
0-002 |
2.2% |
0-000 |
| Volume |
406 |
455 |
49 |
12.1% |
7,367 |
|
| Daily Pivots for day following 21-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-300 |
123-240 |
122-312 |
|
| R3 |
123-170 |
123-110 |
122-276 |
|
| R2 |
123-040 |
123-040 |
122-264 |
|
| R1 |
122-300 |
122-300 |
122-252 |
122-265 |
| PP |
122-230 |
122-230 |
122-230 |
122-212 |
| S1 |
122-170 |
122-170 |
122-228 |
122-135 |
| S2 |
122-100 |
122-100 |
122-216 |
|
| S3 |
121-290 |
122-040 |
122-204 |
|
| S4 |
121-160 |
121-230 |
122-168 |
|
|
| Weekly Pivots for week ending 17-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-287 |
124-193 |
123-072 |
|
| R3 |
124-047 |
123-273 |
123-006 |
|
| R2 |
123-127 |
123-127 |
122-304 |
|
| R1 |
123-033 |
123-033 |
122-282 |
123-080 |
| PP |
122-207 |
122-207 |
122-207 |
122-230 |
| S1 |
122-113 |
122-113 |
122-238 |
122-160 |
| S2 |
121-287 |
121-287 |
122-216 |
|
| S3 |
121-047 |
121-193 |
122-194 |
|
| S4 |
120-127 |
120-273 |
122-128 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-202 |
|
2.618 |
123-310 |
|
1.618 |
123-180 |
|
1.000 |
123-100 |
|
0.618 |
123-050 |
|
HIGH |
122-290 |
|
0.618 |
122-240 |
|
0.500 |
122-225 |
|
0.382 |
122-210 |
|
LOW |
122-160 |
|
0.618 |
122-080 |
|
1.000 |
122-030 |
|
1.618 |
121-270 |
|
2.618 |
121-140 |
|
4.250 |
120-248 |
|
|
| Fisher Pivots for day following 21-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
122-235 |
122-223 |
| PP |
122-230 |
122-207 |
| S1 |
122-225 |
122-190 |
|