ECBOT 10 Year T-Note Future December 2010
Trading Metrics calculated at close of trading on 15-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2010 |
15-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
120-170 |
121-170 |
1-000 |
0.8% |
121-240 |
High |
121-120 |
121-290 |
0-170 |
0.4% |
121-270 |
Low |
120-170 |
121-140 |
0-290 |
0.8% |
120-290 |
Close |
121-100 |
121-280 |
0-180 |
0.5% |
120-310 |
Range |
0-270 |
0-150 |
-0-120 |
-44.4% |
0-300 |
ATR |
0-168 |
0-169 |
0-002 |
0.9% |
0-000 |
Volume |
182 |
1,152 |
970 |
533.0% |
843 |
|
Daily Pivots for day following 15-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123-047 |
122-313 |
122-042 |
|
R3 |
122-217 |
122-163 |
122-001 |
|
R2 |
122-067 |
122-067 |
121-308 |
|
R1 |
122-013 |
122-013 |
121-294 |
122-040 |
PP |
121-237 |
121-237 |
121-237 |
121-250 |
S1 |
121-183 |
121-183 |
121-266 |
121-210 |
S2 |
121-087 |
121-087 |
121-252 |
|
S3 |
120-257 |
121-033 |
121-239 |
|
S4 |
120-107 |
120-203 |
121-198 |
|
|
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 |
121-290 |
120-170 |
1-120 |
1.1% |
0-160 |
0.4% |
98% |
True |
False |
438 |
10 |
122-020 |
120-170 |
1-170 |
1.3% |
0-154 |
0.4% |
88% |
False |
False |
455 |
20 |
122-020 |
118-220 |
3-120 |
2.8% |
0-140 |
0.4% |
94% |
False |
False |
262 |
40 |
122-020 |
117-140 |
4-200 |
3.8% |
0-090 |
0.2% |
96% |
False |
False |
143 |
60 |
122-020 |
113-050 |
8-290 |
7.3% |
0-076 |
0.2% |
98% |
False |
False |
98 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
123-288 |
2.618 |
123-043 |
1.618 |
122-213 |
1.000 |
122-120 |
0.618 |
122-063 |
HIGH |
121-290 |
0.618 |
121-233 |
0.500 |
121-215 |
0.382 |
121-197 |
LOW |
121-140 |
0.618 |
121-047 |
1.000 |
120-310 |
1.618 |
120-217 |
2.618 |
120-067 |
4.250 |
119-142 |
|
|
Fisher Pivots for day following 15-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
121-258 |
121-210 |
PP |
121-237 |
121-140 |
S1 |
121-215 |
121-070 |
|