ECBOT 10 Year T-Note Future September 2010
Trading Metrics calculated at close of trading on 06-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2010 |
06-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
122-155 |
122-115 |
-0-040 |
-0.1% |
121-195 |
High |
122-250 |
122-265 |
0-015 |
0.0% |
123-010 |
Low |
122-040 |
122-065 |
0-025 |
0.1% |
121-160 |
Close |
122-100 |
122-235 |
0-135 |
0.3% |
122-100 |
Range |
0-210 |
0-200 |
-0-010 |
-4.8% |
1-170 |
ATR |
0-242 |
0-239 |
-0-003 |
-1.2% |
0-000 |
Volume |
1,316,706 |
1,157,389 |
-159,317 |
-12.1% |
5,781,191 |
|
Daily Pivots for day following 06-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-148 |
124-072 |
123-025 |
|
R3 |
123-268 |
123-192 |
122-290 |
|
R2 |
123-068 |
123-068 |
122-272 |
|
R1 |
122-312 |
122-312 |
122-253 |
123-030 |
PP |
122-188 |
122-188 |
122-188 |
122-208 |
S1 |
122-112 |
122-112 |
122-217 |
122-150 |
S2 |
121-308 |
121-308 |
122-198 |
|
S3 |
121-108 |
121-232 |
122-180 |
|
S4 |
120-228 |
121-032 |
122-125 |
|
|
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 |
122-035 |
0-295 |
0.8% |
0-197 |
0.5% |
68% |
False |
False |
1,168,534 |
10 |
123-010 |
120-025 |
2-305 |
2.4% |
0-218 |
0.6% |
90% |
False |
False |
1,122,223 |
20 |
123-010 |
119-235 |
3-095 |
2.7% |
0-224 |
0.6% |
91% |
False |
False |
1,046,246 |
40 |
123-010 |
117-060 |
5-270 |
4.8% |
0-260 |
0.7% |
95% |
False |
False |
760,276 |
60 |
123-010 |
114-230 |
8-100 |
6.8% |
0-248 |
0.6% |
96% |
False |
False |
507,894 |
80 |
123-010 |
113-150 |
9-180 |
7.8% |
0-206 |
0.5% |
97% |
False |
False |
381,140 |
100 |
123-010 |
113-150 |
9-180 |
7.8% |
0-166 |
0.4% |
97% |
False |
False |
304,926 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-155 |
2.618 |
124-149 |
1.618 |
123-269 |
1.000 |
123-145 |
0.618 |
123-069 |
HIGH |
122-265 |
0.618 |
122-189 |
0.500 |
122-165 |
0.382 |
122-141 |
LOW |
122-065 |
0.618 |
121-261 |
1.000 |
121-185 |
1.618 |
121-061 |
2.618 |
120-181 |
4.250 |
119-175 |
|
|
Fisher Pivots for day following 06-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
122-212 |
122-218 |
PP |
122-188 |
122-202 |
S1 |
122-165 |
122-185 |
|