ECBOT 10 Year T-Note Future December 2010
Trading Metrics calculated at close of trading on 09-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2010 |
09-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
121-120 |
120-300 |
-0-140 |
-0.4% |
121-240 |
High |
121-120 |
121-030 |
-0-090 |
-0.2% |
121-270 |
Low |
120-310 |
120-290 |
-0-020 |
-0.1% |
120-290 |
Close |
121-070 |
120-310 |
-0-080 |
-0.2% |
120-310 |
Range |
0-130 |
0-060 |
-0-070 |
-53.8% |
0-300 |
ATR |
0-164 |
0-160 |
-0-005 |
-2.8% |
0-000 |
Volume |
181 |
163 |
-18 |
-9.9% |
843 |
|
Daily Pivots for day following 09-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-177 |
121-143 |
121-023 |
|
R3 |
121-117 |
121-083 |
121-006 |
|
R2 |
121-057 |
121-057 |
121-001 |
|
R1 |
121-023 |
121-023 |
120-316 |
121-040 |
PP |
120-317 |
120-317 |
120-317 |
121-005 |
S1 |
120-283 |
120-283 |
120-304 |
120-300 |
S2 |
120-257 |
120-257 |
120-299 |
|
S3 |
120-197 |
120-223 |
120-294 |
|
S4 |
120-137 |
120-163 |
120-277 |
|
|
Weekly Pivots for week ending 09-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-017 |
123-143 |
121-155 |
|
R3 |
123-037 |
122-163 |
121-072 |
|
R2 |
122-057 |
122-057 |
121-045 |
|
R1 |
121-183 |
121-183 |
121-018 |
121-130 |
PP |
121-077 |
121-077 |
121-077 |
121-050 |
S1 |
120-203 |
120-203 |
120-282 |
120-150 |
S2 |
120-097 |
120-097 |
120-255 |
|
S3 |
119-117 |
119-223 |
120-228 |
|
S4 |
118-137 |
118-243 |
120-145 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
121-270 |
120-290 |
0-300 |
0.8% |
0-122 |
0.3% |
7% |
False |
True |
422 |
10 |
122-020 |
120-050 |
1-290 |
1.6% |
0-140 |
0.4% |
43% |
False |
False |
291 |
20 |
122-020 |
118-220 |
3-120 |
2.8% |
0-102 |
0.3% |
68% |
False |
False |
163 |
40 |
122-020 |
116-110 |
5-230 |
4.7% |
0-071 |
0.2% |
81% |
False |
False |
93 |
60 |
122-020 |
113-050 |
8-290 |
7.4% |
0-064 |
0.2% |
88% |
False |
False |
64 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
121-285 |
2.618 |
121-187 |
1.618 |
121-127 |
1.000 |
121-090 |
0.618 |
121-067 |
HIGH |
121-030 |
0.618 |
121-007 |
0.500 |
121-000 |
0.382 |
120-313 |
LOW |
120-290 |
0.618 |
120-253 |
1.000 |
120-230 |
1.618 |
120-193 |
2.618 |
120-133 |
4.250 |
120-035 |
|
|
Fisher Pivots for day following 09-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
121-000 |
121-120 |
PP |
120-317 |
121-077 |
S1 |
120-313 |
121-033 |
|