ECBOT 10 Year T-Note Future September 2010
Trading Metrics calculated at close of trading on 15-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2010 |
15-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
121-180 |
122-075 |
0-215 |
0.6% |
122-115 |
High |
122-100 |
122-285 |
0-185 |
0.5% |
122-275 |
Low |
121-145 |
121-300 |
0-155 |
0.4% |
121-265 |
Close |
122-075 |
122-250 |
0-175 |
0.4% |
121-295 |
Range |
0-275 |
0-305 |
0-030 |
10.9% |
1-010 |
ATR |
0-224 |
0-230 |
0-006 |
2.6% |
0-000 |
Volume |
1,082,549 |
1,309,413 |
226,864 |
21.0% |
4,110,467 |
|
Daily Pivots for day following 15-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-127 |
125-013 |
123-098 |
|
R3 |
124-142 |
124-028 |
123-014 |
|
R2 |
123-157 |
123-157 |
122-306 |
|
R1 |
123-043 |
123-043 |
122-278 |
123-100 |
PP |
122-172 |
122-172 |
122-172 |
122-200 |
S1 |
122-058 |
122-058 |
122-222 |
122-115 |
S2 |
121-187 |
121-187 |
122-194 |
|
S3 |
120-202 |
121-073 |
122-166 |
|
S4 |
119-217 |
120-088 |
122-082 |
|
|
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 |
122-285 |
121-145 |
1-140 |
1.2% |
0-219 |
0.6% |
92% |
True |
False |
999,526 |
10 |
123-010 |
121-145 |
1-185 |
1.3% |
0-207 |
0.5% |
84% |
False |
False |
1,043,484 |
20 |
123-010 |
119-240 |
3-090 |
2.7% |
0-214 |
0.5% |
92% |
False |
False |
1,034,868 |
40 |
123-010 |
118-260 |
4-070 |
3.4% |
0-249 |
0.6% |
94% |
False |
False |
927,923 |
60 |
123-010 |
115-000 |
8-010 |
6.5% |
0-259 |
0.7% |
97% |
False |
False |
621,422 |
80 |
123-010 |
113-150 |
9-180 |
7.8% |
0-223 |
0.6% |
97% |
False |
False |
466,344 |
100 |
123-010 |
113-150 |
9-180 |
7.8% |
0-181 |
0.5% |
97% |
False |
False |
373,101 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
126-301 |
2.618 |
125-123 |
1.618 |
124-138 |
1.000 |
123-270 |
0.618 |
123-153 |
HIGH |
122-285 |
0.618 |
122-168 |
0.500 |
122-132 |
0.382 |
122-097 |
LOW |
121-300 |
0.618 |
121-112 |
1.000 |
120-315 |
1.618 |
120-127 |
2.618 |
119-142 |
4.250 |
117-284 |
|
|
Fisher Pivots for day following 15-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
122-211 |
122-185 |
PP |
122-172 |
122-120 |
S1 |
122-132 |
122-055 |
|