ECBOT 10 Year T-Note Future September 2010
Trading Metrics calculated at close of trading on 08-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2010 |
08-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
122-235 |
122-115 |
-0-120 |
-0.3% |
121-195 |
High |
122-275 |
122-150 |
-0-125 |
-0.3% |
123-010 |
Low |
122-110 |
121-265 |
-0-165 |
-0.4% |
121-160 |
Close |
122-140 |
122-050 |
-0-090 |
-0.2% |
122-100 |
Range |
0-165 |
0-205 |
0-040 |
24.2% |
1-170 |
ATR |
0-233 |
0-231 |
-0-002 |
-0.9% |
0-000 |
Volume |
949,430 |
870,461 |
-78,969 |
-8.3% |
5,781,191 |
|
Daily Pivots for day following 08-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-023 |
123-242 |
122-163 |
|
R3 |
123-138 |
123-037 |
122-106 |
|
R2 |
122-253 |
122-253 |
122-088 |
|
R1 |
122-152 |
122-152 |
122-069 |
122-100 |
PP |
122-048 |
122-048 |
122-048 |
122-022 |
S1 |
121-267 |
121-267 |
122-031 |
121-215 |
S2 |
121-163 |
121-163 |
122-012 |
|
S3 |
120-278 |
121-062 |
121-314 |
|
S4 |
120-073 |
120-177 |
121-257 |
|
|
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 |
121-265 |
1-065 |
1.0% |
0-195 |
0.5% |
27% |
False |
True |
1,087,443 |
10 |
123-010 |
121-035 |
1-295 |
1.6% |
0-202 |
0.5% |
54% |
False |
False |
1,115,044 |
20 |
123-010 |
119-235 |
3-095 |
2.7% |
0-225 |
0.6% |
73% |
False |
False |
1,035,501 |
40 |
123-010 |
117-140 |
5-190 |
4.6% |
0-254 |
0.6% |
84% |
False |
False |
805,084 |
60 |
123-010 |
114-260 |
8-070 |
6.7% |
0-252 |
0.6% |
89% |
False |
False |
538,211 |
80 |
123-010 |
113-150 |
9-180 |
7.8% |
0-211 |
0.5% |
91% |
False |
False |
403,884 |
100 |
123-010 |
113-150 |
9-180 |
7.8% |
0-170 |
0.4% |
91% |
False |
False |
323,125 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-061 |
2.618 |
124-047 |
1.618 |
123-162 |
1.000 |
123-035 |
0.618 |
122-277 |
HIGH |
122-150 |
0.618 |
122-072 |
0.500 |
122-048 |
0.382 |
122-023 |
LOW |
121-265 |
0.618 |
121-138 |
1.000 |
121-060 |
1.618 |
120-253 |
2.618 |
120-048 |
4.250 |
119-034 |
|
|
Fisher Pivots for day following 08-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
122-049 |
122-110 |
PP |
122-048 |
122-090 |
S1 |
122-048 |
122-070 |
|