ECBOT 10 Year T-Note Future September 2010
Trading Metrics calculated at close of trading on 09-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2010 |
09-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
122-115 |
122-010 |
-0-105 |
-0.3% |
122-115 |
High |
122-150 |
122-055 |
-0-095 |
-0.2% |
122-275 |
Low |
121-265 |
121-270 |
0-005 |
0.0% |
121-265 |
Close |
122-050 |
121-295 |
-0-075 |
-0.2% |
121-295 |
Range |
0-205 |
0-105 |
-0-100 |
-48.8% |
1-010 |
ATR |
0-231 |
0-222 |
-0-009 |
-3.9% |
0-000 |
Volume |
870,461 |
1,133,187 |
262,726 |
30.2% |
4,110,467 |
|
Daily Pivots for day following 09-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-308 |
122-247 |
122-033 |
|
R3 |
122-203 |
122-142 |
122-004 |
|
R2 |
122-098 |
122-098 |
121-314 |
|
R1 |
122-037 |
122-037 |
121-305 |
122-015 |
PP |
121-313 |
121-313 |
121-313 |
121-302 |
S1 |
121-252 |
121-252 |
121-285 |
121-230 |
S2 |
121-208 |
121-208 |
121-276 |
|
S3 |
121-103 |
121-147 |
121-266 |
|
S4 |
120-318 |
121-042 |
121-237 |
|
|
Weekly Pivots for week ending 09-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-095 |
124-205 |
122-156 |
|
R3 |
124-085 |
123-195 |
122-066 |
|
R2 |
123-075 |
123-075 |
122-036 |
|
R1 |
122-185 |
122-185 |
122-005 |
122-125 |
PP |
122-065 |
122-065 |
122-065 |
122-035 |
S1 |
121-175 |
121-175 |
121-265 |
121-115 |
S2 |
121-055 |
121-055 |
121-234 |
|
S3 |
120-045 |
120-165 |
121-204 |
|
S4 |
119-035 |
119-155 |
121-114 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
122-275 |
121-265 |
1-010 |
0.8% |
0-177 |
0.5% |
9% |
False |
False |
1,085,434 |
10 |
123-010 |
121-035 |
1-295 |
1.6% |
0-192 |
0.5% |
42% |
False |
False |
1,114,843 |
20 |
123-010 |
119-235 |
3-095 |
2.7% |
0-212 |
0.5% |
66% |
False |
False |
1,040,194 |
40 |
123-010 |
117-140 |
5-190 |
4.6% |
0-252 |
0.6% |
80% |
False |
False |
833,244 |
60 |
123-010 |
114-260 |
8-070 |
6.7% |
0-252 |
0.6% |
87% |
False |
False |
557,087 |
80 |
123-010 |
113-150 |
9-180 |
7.8% |
0-212 |
0.5% |
88% |
False |
False |
418,046 |
100 |
123-010 |
113-150 |
9-180 |
7.8% |
0-171 |
0.4% |
88% |
False |
False |
334,457 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
123-181 |
2.618 |
123-010 |
1.618 |
122-225 |
1.000 |
122-160 |
0.618 |
122-120 |
HIGH |
122-055 |
0.618 |
122-015 |
0.500 |
122-002 |
0.382 |
121-310 |
LOW |
121-270 |
0.618 |
121-205 |
1.000 |
121-165 |
1.618 |
121-100 |
2.618 |
120-315 |
4.250 |
120-144 |
|
|
Fisher Pivots for day following 09-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
122-002 |
122-110 |
PP |
121-313 |
122-065 |
S1 |
121-304 |
122-020 |
|