ECBOT 10 Year T-Note Future December 2010
Trading Metrics calculated at close of trading on 14-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2010 |
14-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
121-070 |
120-170 |
-0-220 |
-0.6% |
121-240 |
High |
121-110 |
121-120 |
0-010 |
0.0% |
121-270 |
Low |
120-230 |
120-170 |
-0-060 |
-0.2% |
120-290 |
Close |
120-230 |
121-100 |
0-190 |
0.5% |
120-310 |
Range |
0-200 |
0-270 |
0-070 |
35.0% |
0-300 |
ATR |
0-160 |
0-168 |
0-008 |
4.9% |
0-000 |
Volume |
99 |
182 |
83 |
83.8% |
843 |
|
Daily Pivots for day following 14-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123-193 |
123-097 |
121-248 |
|
R3 |
122-243 |
122-147 |
121-174 |
|
R2 |
121-293 |
121-293 |
121-150 |
|
R1 |
121-197 |
121-197 |
121-125 |
121-245 |
PP |
121-023 |
121-023 |
121-023 |
121-048 |
S1 |
120-247 |
120-247 |
121-075 |
120-295 |
S2 |
120-073 |
120-073 |
121-050 |
|
S3 |
119-123 |
119-297 |
121-026 |
|
S4 |
118-173 |
119-027 |
120-272 |
|
|
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 |
121-120 |
120-170 |
0-270 |
0.7% |
0-156 |
0.4% |
93% |
True |
True |
243 |
10 |
122-020 |
120-170 |
1-170 |
1.3% |
0-152 |
0.4% |
51% |
False |
True |
351 |
20 |
122-020 |
118-220 |
3-120 |
2.8% |
0-132 |
0.3% |
78% |
False |
False |
205 |
40 |
122-020 |
117-140 |
4-200 |
3.8% |
0-086 |
0.2% |
84% |
False |
False |
114 |
60 |
122-020 |
113-050 |
8-290 |
7.3% |
0-074 |
0.2% |
92% |
False |
False |
78 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-308 |
2.618 |
123-187 |
1.618 |
122-237 |
1.000 |
122-070 |
0.618 |
121-287 |
HIGH |
121-120 |
0.618 |
121-017 |
0.500 |
120-305 |
0.382 |
120-273 |
LOW |
120-170 |
0.618 |
120-003 |
1.000 |
119-220 |
1.618 |
119-053 |
2.618 |
118-103 |
4.250 |
116-302 |
|
|
Fisher Pivots for day following 14-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
121-062 |
121-062 |
PP |
121-023 |
121-023 |
S1 |
120-305 |
120-305 |
|