ECBOT 10 Year T-Note Future September 2010
Trading Metrics calculated at close of trading on 30-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2010 |
30-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
122-290 |
123-075 |
0-105 |
0.3% |
122-220 |
High |
123-150 |
123-285 |
0-135 |
0.3% |
123-285 |
Low |
122-245 |
123-065 |
0-140 |
0.4% |
122-065 |
Close |
123-030 |
123-260 |
0-230 |
0.6% |
123-260 |
Range |
0-225 |
0-220 |
-0-005 |
-2.2% |
1-220 |
ATR |
0-219 |
0-222 |
0-003 |
1.2% |
0-000 |
Volume |
1,060,425 |
1,323,233 |
262,808 |
24.8% |
5,322,421 |
|
Daily Pivots for day following 30-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-223 |
125-142 |
124-061 |
|
R3 |
125-003 |
124-242 |
124-000 |
|
R2 |
124-103 |
124-103 |
123-300 |
|
R1 |
124-022 |
124-022 |
123-280 |
124-062 |
PP |
123-203 |
123-203 |
123-203 |
123-224 |
S1 |
123-122 |
123-122 |
123-240 |
123-162 |
S2 |
122-303 |
122-303 |
123-220 |
|
S3 |
122-083 |
122-222 |
123-200 |
|
S4 |
121-183 |
122-002 |
123-139 |
|
|
Weekly Pivots for week ending 30-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128-117 |
127-248 |
124-237 |
|
R3 |
126-217 |
126-028 |
124-088 |
|
R2 |
124-317 |
124-317 |
124-039 |
|
R1 |
124-128 |
124-128 |
123-310 |
124-222 |
PP |
123-097 |
123-097 |
123-097 |
123-144 |
S1 |
122-228 |
122-228 |
123-210 |
123-002 |
S2 |
121-197 |
121-197 |
123-161 |
|
S3 |
119-297 |
121-008 |
123-112 |
|
S4 |
118-077 |
119-108 |
122-283 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
123-285 |
122-065 |
1-220 |
1.4% |
0-204 |
0.5% |
95% |
True |
False |
1,064,484 |
10 |
123-285 |
122-065 |
1-220 |
1.4% |
0-204 |
0.5% |
95% |
True |
False |
1,035,856 |
20 |
123-285 |
121-145 |
2-140 |
2.0% |
0-210 |
0.5% |
97% |
True |
False |
1,054,097 |
40 |
123-285 |
119-090 |
4-195 |
3.7% |
0-225 |
0.6% |
98% |
True |
False |
1,053,350 |
60 |
123-285 |
117-060 |
6-225 |
5.4% |
0-259 |
0.7% |
99% |
True |
False |
817,396 |
80 |
123-285 |
114-080 |
9-205 |
7.8% |
0-236 |
0.6% |
99% |
True |
False |
613,526 |
100 |
123-285 |
113-150 |
10-135 |
8.4% |
0-203 |
0.5% |
99% |
True |
False |
490,991 |
120 |
123-285 |
113-150 |
10-135 |
8.4% |
0-170 |
0.4% |
99% |
True |
False |
409,171 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
126-260 |
2.618 |
125-221 |
1.618 |
125-001 |
1.000 |
124-185 |
0.618 |
124-101 |
HIGH |
123-285 |
0.618 |
123-201 |
0.500 |
123-175 |
0.382 |
123-149 |
LOW |
123-065 |
0.618 |
122-249 |
1.000 |
122-165 |
1.618 |
122-029 |
2.618 |
121-129 |
4.250 |
120-090 |
|
|
Fisher Pivots for day following 30-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
123-232 |
123-180 |
PP |
123-203 |
123-100 |
S1 |
123-175 |
123-020 |
|