ECBOT 10 Year T-Note Future September 2010
Trading Metrics calculated at close of trading on 19-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2010 |
19-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
122-185 |
123-120 |
0-255 |
0.7% |
121-300 |
High |
123-135 |
123-135 |
0-000 |
0.0% |
123-135 |
Low |
122-175 |
122-295 |
0-120 |
0.3% |
121-145 |
Close |
123-065 |
123-010 |
-0-055 |
-0.1% |
123-065 |
Range |
0-280 |
0-160 |
-0-120 |
-42.9% |
1-310 |
ATR |
0-233 |
0-228 |
-0-005 |
-2.2% |
0-000 |
Volume |
1,431,773 |
1,137,303 |
-294,470 |
-20.6% |
5,296,217 |
|
Daily Pivots for day following 19-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-200 |
124-105 |
123-098 |
|
R3 |
124-040 |
123-265 |
123-054 |
|
R2 |
123-200 |
123-200 |
123-039 |
|
R1 |
123-105 |
123-105 |
123-025 |
123-072 |
PP |
123-040 |
123-040 |
123-040 |
123-024 |
S1 |
122-265 |
122-265 |
122-315 |
122-232 |
S2 |
122-200 |
122-200 |
122-301 |
|
S3 |
122-040 |
122-105 |
122-286 |
|
S4 |
121-200 |
121-265 |
122-242 |
|
|
Weekly Pivots for week ending 16-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128-192 |
127-278 |
124-092 |
|
R3 |
126-202 |
125-288 |
123-238 |
|
R2 |
124-212 |
124-212 |
123-180 |
|
R1 |
123-298 |
123-298 |
123-123 |
124-095 |
PP |
122-222 |
122-222 |
122-222 |
122-280 |
S1 |
121-308 |
121-308 |
123-007 |
122-105 |
S2 |
120-232 |
120-232 |
122-270 |
|
S3 |
118-242 |
119-318 |
122-212 |
|
S4 |
116-252 |
118-008 |
122-038 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
123-135 |
121-145 |
1-310 |
1.6% |
0-257 |
0.7% |
80% |
True |
False |
1,151,739 |
10 |
123-135 |
121-145 |
1-310 |
1.6% |
0-210 |
0.5% |
80% |
True |
False |
1,054,398 |
20 |
123-135 |
119-240 |
3-215 |
3.0% |
0-214 |
0.5% |
89% |
True |
False |
1,063,642 |
40 |
123-135 |
118-260 |
4-195 |
3.7% |
0-244 |
0.6% |
92% |
True |
False |
988,719 |
60 |
123-135 |
115-000 |
8-135 |
6.8% |
0-261 |
0.7% |
95% |
True |
False |
664,162 |
80 |
123-135 |
113-150 |
9-305 |
8.1% |
0-224 |
0.6% |
96% |
True |
False |
498,454 |
100 |
123-135 |
113-150 |
9-305 |
8.1% |
0-185 |
0.5% |
96% |
True |
False |
398,792 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-175 |
2.618 |
124-234 |
1.618 |
124-074 |
1.000 |
123-295 |
0.618 |
123-234 |
HIGH |
123-135 |
0.618 |
123-074 |
0.500 |
123-055 |
0.382 |
123-036 |
LOW |
122-295 |
0.618 |
122-196 |
1.000 |
122-135 |
1.618 |
122-036 |
2.618 |
121-196 |
4.250 |
120-255 |
|
|
Fisher Pivots for day following 19-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
123-055 |
122-292 |
PP |
123-040 |
122-255 |
S1 |
123-025 |
122-218 |
|