ECBOT 10 Year T-Note Future September 2010
Trading Metrics calculated at close of trading on 02-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2010 |
02-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
122-220 |
122-155 |
-0-065 |
-0.2% |
121-195 |
High |
123-010 |
122-250 |
-0-080 |
-0.2% |
123-010 |
Low |
122-135 |
122-040 |
-0-095 |
-0.2% |
121-160 |
Close |
122-195 |
122-100 |
-0-095 |
-0.2% |
122-100 |
Range |
0-195 |
0-210 |
0-015 |
7.7% |
1-170 |
ATR |
0-244 |
0-242 |
-0-002 |
-1.0% |
0-000 |
Volume |
1,143,229 |
1,316,706 |
173,477 |
15.2% |
5,781,191 |
|
Daily Pivots for day following 02-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-120 |
124-000 |
122-216 |
|
R3 |
123-230 |
123-110 |
122-158 |
|
R2 |
123-020 |
123-020 |
122-138 |
|
R1 |
122-220 |
122-220 |
122-119 |
122-175 |
PP |
122-130 |
122-130 |
122-130 |
122-108 |
S1 |
122-010 |
122-010 |
122-081 |
121-285 |
S2 |
121-240 |
121-240 |
122-062 |
|
S3 |
121-030 |
121-120 |
122-042 |
|
S4 |
120-140 |
120-230 |
121-304 |
|
|
Weekly Pivots for week ending 02-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-280 |
126-040 |
123-050 |
|
R3 |
125-110 |
124-190 |
122-235 |
|
R2 |
123-260 |
123-260 |
122-190 |
|
R1 |
123-020 |
123-020 |
122-145 |
123-140 |
PP |
122-090 |
122-090 |
122-090 |
122-150 |
S1 |
121-170 |
121-170 |
122-055 |
121-290 |
S2 |
120-240 |
120-240 |
122-010 |
|
S3 |
119-070 |
120-000 |
121-285 |
|
S4 |
117-220 |
118-150 |
121-150 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
123-010 |
121-160 |
1-170 |
1.3% |
0-206 |
0.5% |
53% |
False |
False |
1,156,238 |
10 |
123-010 |
119-240 |
3-090 |
2.7% |
0-218 |
0.6% |
78% |
False |
False |
1,072,885 |
20 |
123-010 |
119-235 |
3-095 |
2.7% |
0-226 |
0.6% |
78% |
False |
False |
1,059,719 |
40 |
123-010 |
117-060 |
5-270 |
4.8% |
0-267 |
0.7% |
88% |
False |
False |
731,662 |
60 |
123-010 |
114-080 |
8-250 |
7.2% |
0-246 |
0.6% |
92% |
False |
False |
488,609 |
80 |
123-010 |
113-150 |
9-180 |
7.8% |
0-204 |
0.5% |
92% |
False |
False |
366,673 |
100 |
123-010 |
113-150 |
9-180 |
7.8% |
0-164 |
0.4% |
92% |
False |
False |
293,352 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-182 |
2.618 |
124-160 |
1.618 |
123-270 |
1.000 |
123-140 |
0.618 |
123-060 |
HIGH |
122-250 |
0.618 |
122-170 |
0.500 |
122-145 |
0.382 |
122-120 |
LOW |
122-040 |
0.618 |
121-230 |
1.000 |
121-150 |
1.618 |
121-020 |
2.618 |
120-130 |
4.250 |
119-108 |
|
|
Fisher Pivots for day following 02-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
122-145 |
122-185 |
PP |
122-130 |
122-157 |
S1 |
122-115 |
122-128 |
|