ECBOT 10 Year T-Note Future September 2010
Trading Metrics calculated at close of trading on 12-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2010 |
12-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
122-010 |
121-300 |
-0-030 |
-0.1% |
122-115 |
High |
122-055 |
122-110 |
0-055 |
0.1% |
122-275 |
Low |
121-270 |
121-285 |
0-015 |
0.0% |
121-265 |
Close |
121-295 |
122-035 |
0-060 |
0.2% |
121-295 |
Range |
0-105 |
0-145 |
0-040 |
38.1% |
1-010 |
ATR |
0-222 |
0-217 |
-0-006 |
-2.5% |
0-000 |
Volume |
1,133,187 |
674,825 |
-458,362 |
-40.4% |
4,110,467 |
|
Daily Pivots for day following 12-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123-152 |
123-078 |
122-115 |
|
R3 |
123-007 |
122-253 |
122-075 |
|
R2 |
122-182 |
122-182 |
122-062 |
|
R1 |
122-108 |
122-108 |
122-048 |
122-145 |
PP |
122-037 |
122-037 |
122-037 |
122-055 |
S1 |
121-283 |
121-283 |
122-022 |
122-000 |
S2 |
121-212 |
121-212 |
122-008 |
|
S3 |
121-067 |
121-138 |
121-315 |
|
S4 |
120-242 |
120-313 |
121-275 |
|
|
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% |
0-164 |
0.4% |
27% |
False |
False |
957,058 |
10 |
123-010 |
121-160 |
1-170 |
1.3% |
0-185 |
0.5% |
40% |
False |
False |
1,056,648 |
20 |
123-010 |
119-235 |
3-095 |
2.7% |
0-206 |
0.5% |
72% |
False |
False |
1,015,670 |
40 |
123-010 |
118-000 |
5-010 |
4.1% |
0-251 |
0.6% |
82% |
False |
False |
849,790 |
60 |
123-010 |
115-000 |
8-010 |
6.6% |
0-253 |
0.6% |
89% |
False |
False |
568,318 |
80 |
123-010 |
113-150 |
9-180 |
7.8% |
0-213 |
0.5% |
90% |
False |
False |
426,478 |
100 |
123-010 |
113-150 |
9-180 |
7.8% |
0-172 |
0.4% |
90% |
False |
False |
341,205 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-086 |
2.618 |
123-170 |
1.618 |
123-025 |
1.000 |
122-255 |
0.618 |
122-200 |
HIGH |
122-110 |
0.618 |
122-055 |
0.500 |
122-038 |
0.382 |
122-020 |
LOW |
121-285 |
0.618 |
121-195 |
1.000 |
121-140 |
1.618 |
121-050 |
2.618 |
120-225 |
4.250 |
119-309 |
|
|
Fisher Pivots for day following 12-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
122-038 |
122-048 |
PP |
122-037 |
122-043 |
S1 |
122-036 |
122-039 |
|