ECBOT 10 Year T-Note Future December 2010
Trading Metrics calculated at close of trading on 02-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2010 |
02-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
121-210 |
121-180 |
-0-030 |
-0.1% |
120-240 |
High |
122-020 |
121-230 |
-0-110 |
-0.3% |
122-020 |
Low |
121-150 |
121-080 |
-0-070 |
-0.2% |
120-220 |
Close |
121-210 |
121-120 |
-0-090 |
-0.2% |
121-120 |
Range |
0-190 |
0-150 |
-0-040 |
-21.1% |
1-120 |
ATR |
0-170 |
0-168 |
-0-001 |
-0.8% |
0-000 |
Volume |
415 |
1,269 |
854 |
205.8% |
1,873 |
|
Daily Pivots for day following 02-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-273 |
122-187 |
121-202 |
|
R3 |
122-123 |
122-037 |
121-161 |
|
R2 |
121-293 |
121-293 |
121-148 |
|
R1 |
121-207 |
121-207 |
121-134 |
121-175 |
PP |
121-143 |
121-143 |
121-143 |
121-128 |
S1 |
121-057 |
121-057 |
121-106 |
121-025 |
S2 |
120-313 |
120-313 |
121-092 |
|
S3 |
120-163 |
120-227 |
121-079 |
|
S4 |
120-013 |
120-077 |
121-038 |
|
|
Weekly Pivots for week ending 02-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-160 |
124-260 |
122-042 |
|
R3 |
124-040 |
123-140 |
121-241 |
|
R2 |
122-240 |
122-240 |
121-201 |
|
R1 |
122-020 |
122-020 |
121-160 |
122-130 |
PP |
121-120 |
121-120 |
121-120 |
121-175 |
S1 |
120-220 |
120-220 |
121-080 |
121-010 |
S2 |
120-000 |
120-000 |
121-039 |
|
S3 |
118-200 |
119-100 |
120-319 |
|
S4 |
117-080 |
117-300 |
120-198 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
123-228 |
2.618 |
122-303 |
1.618 |
122-153 |
1.000 |
122-060 |
0.618 |
122-003 |
HIGH |
121-230 |
0.618 |
121-173 |
0.500 |
121-155 |
0.382 |
121-137 |
LOW |
121-080 |
0.618 |
120-307 |
1.000 |
120-250 |
1.618 |
120-157 |
2.618 |
120-007 |
4.250 |
119-082 |
|
|
Fisher Pivots for day following 02-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
121-155 |
121-210 |
PP |
121-143 |
121-180 |
S1 |
121-132 |
121-150 |
|