ECBOT 10 Year T-Note Future September 2010
Trading Metrics calculated at close of trading on 23-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2010 |
23-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
123-175 |
123-045 |
-0-130 |
-0.3% |
123-120 |
High |
123-220 |
123-090 |
-0-130 |
-0.3% |
123-240 |
Low |
123-000 |
122-205 |
-0-115 |
-0.3% |
122-205 |
Close |
123-055 |
122-215 |
-0-160 |
-0.4% |
122-215 |
Range |
0-220 |
0-205 |
-0-015 |
-6.8% |
1-035 |
ATR |
0-227 |
0-225 |
-0-002 |
-0.7% |
0-000 |
Volume |
1,171,157 |
952,859 |
-218,298 |
-18.6% |
5,036,146 |
|
Daily Pivots for day following 23-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-252 |
124-118 |
123-008 |
|
R3 |
124-047 |
123-233 |
122-271 |
|
R2 |
123-162 |
123-162 |
122-253 |
|
R1 |
123-028 |
123-028 |
122-234 |
122-312 |
PP |
122-277 |
122-277 |
122-277 |
122-259 |
S1 |
122-143 |
122-143 |
122-196 |
122-108 |
S2 |
122-072 |
122-072 |
122-177 |
|
S3 |
121-187 |
121-258 |
122-159 |
|
S4 |
120-302 |
121-053 |
122-102 |
|
|
Weekly Pivots for week ending 23-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-112 |
125-198 |
123-090 |
|
R3 |
125-077 |
124-163 |
122-313 |
|
R2 |
124-042 |
124-042 |
122-280 |
|
R1 |
123-128 |
123-128 |
122-248 |
123-068 |
PP |
123-007 |
123-007 |
123-007 |
122-296 |
S1 |
122-093 |
122-093 |
122-182 |
122-032 |
S2 |
121-292 |
121-292 |
122-150 |
|
S3 |
120-257 |
121-058 |
122-117 |
|
S4 |
119-222 |
120-023 |
122-020 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
123-240 |
122-205 |
1-035 |
0.9% |
0-205 |
0.5% |
3% |
False |
True |
1,007,229 |
10 |
123-240 |
121-145 |
2-095 |
1.9% |
0-230 |
0.6% |
53% |
False |
False |
1,033,236 |
20 |
123-240 |
121-035 |
2-205 |
2.2% |
0-211 |
0.5% |
59% |
False |
False |
1,074,039 |
40 |
123-240 |
118-260 |
4-300 |
4.0% |
0-235 |
0.6% |
78% |
False |
False |
1,051,636 |
60 |
123-240 |
115-210 |
8-030 |
6.6% |
0-260 |
0.7% |
87% |
False |
False |
729,031 |
80 |
123-240 |
113-150 |
10-090 |
8.4% |
0-230 |
0.6% |
90% |
False |
False |
547,036 |
100 |
123-240 |
113-150 |
10-090 |
8.4% |
0-194 |
0.5% |
90% |
False |
False |
437,780 |
120 |
123-240 |
113-150 |
10-090 |
8.4% |
0-162 |
0.4% |
90% |
False |
False |
364,817 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
126-001 |
2.618 |
124-307 |
1.618 |
124-102 |
1.000 |
123-295 |
0.618 |
123-217 |
HIGH |
123-090 |
0.618 |
123-012 |
0.500 |
122-308 |
0.382 |
122-283 |
LOW |
122-205 |
0.618 |
122-078 |
1.000 |
122-000 |
1.618 |
121-193 |
2.618 |
120-308 |
4.250 |
119-294 |
|
|
Fisher Pivots for day following 23-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
122-308 |
123-062 |
PP |
122-277 |
123-007 |
S1 |
122-246 |
122-271 |
|