ECBOT 10 Year T-Note Future September 2010
Trading Metrics calculated at close of trading on 07-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2010 |
07-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
122-115 |
122-235 |
0-120 |
0.3% |
121-195 |
High |
122-265 |
122-275 |
0-010 |
0.0% |
123-010 |
Low |
122-065 |
122-110 |
0-045 |
0.1% |
121-160 |
Close |
122-235 |
122-140 |
-0-095 |
-0.2% |
122-100 |
Range |
0-200 |
0-165 |
-0-035 |
-17.5% |
1-170 |
ATR |
0-239 |
0-233 |
-0-005 |
-2.2% |
0-000 |
Volume |
1,157,389 |
949,430 |
-207,959 |
-18.0% |
5,781,191 |
|
Daily Pivots for day following 07-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-030 |
123-250 |
122-231 |
|
R3 |
123-185 |
123-085 |
122-185 |
|
R2 |
123-020 |
123-020 |
122-170 |
|
R1 |
122-240 |
122-240 |
122-155 |
122-208 |
PP |
122-175 |
122-175 |
122-175 |
122-159 |
S1 |
122-075 |
122-075 |
122-125 |
122-042 |
S2 |
122-010 |
122-010 |
122-110 |
|
S3 |
121-165 |
121-230 |
122-095 |
|
S4 |
121-000 |
121-065 |
122-049 |
|
|
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 |
122-040 |
0-290 |
0.7% |
0-192 |
0.5% |
34% |
False |
False |
1,185,077 |
10 |
123-010 |
120-245 |
2-085 |
1.9% |
0-205 |
0.5% |
74% |
False |
False |
1,124,687 |
20 |
123-010 |
119-235 |
3-095 |
2.7% |
0-224 |
0.6% |
82% |
False |
False |
1,046,104 |
40 |
123-010 |
117-140 |
5-190 |
4.6% |
0-255 |
0.7% |
89% |
False |
False |
783,551 |
60 |
123-010 |
114-260 |
8-070 |
6.7% |
0-250 |
0.6% |
93% |
False |
False |
523,710 |
80 |
123-010 |
113-150 |
9-180 |
7.8% |
0-208 |
0.5% |
94% |
False |
False |
393,007 |
100 |
123-010 |
113-150 |
9-180 |
7.8% |
0-168 |
0.4% |
94% |
False |
False |
314,421 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-016 |
2.618 |
124-067 |
1.618 |
123-222 |
1.000 |
123-120 |
0.618 |
123-057 |
HIGH |
122-275 |
0.618 |
122-212 |
0.500 |
122-192 |
0.382 |
122-173 |
LOW |
122-110 |
0.618 |
122-008 |
1.000 |
121-265 |
1.618 |
121-163 |
2.618 |
120-318 |
4.250 |
120-049 |
|
|
Fisher Pivots for day following 07-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
122-192 |
122-158 |
PP |
122-175 |
122-152 |
S1 |
122-158 |
122-146 |
|