ECBOT 10 Year T-Note Future September 2010
Trading Metrics calculated at close of trading on 22-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2010 |
22-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
123-030 |
123-175 |
0-145 |
0.4% |
121-300 |
High |
123-240 |
123-220 |
-0-020 |
-0.1% |
123-135 |
Low |
123-000 |
123-000 |
0-000 |
0.0% |
121-145 |
Close |
123-160 |
123-055 |
-0-105 |
-0.3% |
123-065 |
Range |
0-240 |
0-220 |
-0-020 |
-8.3% |
1-310 |
ATR |
0-227 |
0-227 |
-0-001 |
-0.2% |
0-000 |
Volume |
1,067,189 |
1,171,157 |
103,968 |
9.7% |
5,296,217 |
|
Daily Pivots for day following 22-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-112 |
124-303 |
123-176 |
|
R3 |
124-212 |
124-083 |
123-116 |
|
R2 |
123-312 |
123-312 |
123-095 |
|
R1 |
123-183 |
123-183 |
123-075 |
123-138 |
PP |
123-092 |
123-092 |
123-092 |
123-069 |
S1 |
122-283 |
122-283 |
123-035 |
122-238 |
S2 |
122-192 |
122-192 |
123-015 |
|
S3 |
121-292 |
122-063 |
122-314 |
|
S4 |
121-072 |
121-163 |
122-254 |
|
|
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 |
123-240 |
122-175 |
1-065 |
1.0% |
0-220 |
0.6% |
52% |
False |
False |
1,103,012 |
10 |
123-240 |
121-145 |
2-095 |
1.9% |
0-220 |
0.6% |
75% |
False |
False |
1,051,269 |
20 |
123-240 |
121-035 |
2-205 |
2.1% |
0-211 |
0.5% |
78% |
False |
False |
1,083,156 |
40 |
123-240 |
118-260 |
4-300 |
4.0% |
0-238 |
0.6% |
88% |
False |
False |
1,044,256 |
60 |
123-240 |
115-210 |
8-030 |
6.6% |
0-261 |
0.7% |
93% |
False |
False |
713,176 |
80 |
123-240 |
113-150 |
10-090 |
8.3% |
0-230 |
0.6% |
94% |
False |
False |
535,139 |
100 |
123-240 |
113-150 |
10-090 |
8.3% |
0-192 |
0.5% |
94% |
False |
False |
428,251 |
120 |
123-240 |
113-150 |
10-090 |
8.3% |
0-160 |
0.4% |
94% |
False |
False |
356,877 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
126-195 |
2.618 |
125-156 |
1.618 |
124-256 |
1.000 |
124-120 |
0.618 |
124-036 |
HIGH |
123-220 |
0.618 |
123-136 |
0.500 |
123-110 |
0.382 |
123-084 |
LOW |
123-000 |
0.618 |
122-184 |
1.000 |
122-100 |
1.618 |
121-284 |
2.618 |
121-064 |
4.250 |
120-025 |
|
|
Fisher Pivots for day following 22-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
123-110 |
123-108 |
PP |
123-092 |
123-090 |
S1 |
123-073 |
123-072 |
|