ECBOT 10 Year T-Note Future December 2010
Trading Metrics calculated at close of trading on 16-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2010 |
16-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
121-170 |
121-270 |
0-100 |
0.3% |
120-310 |
High |
121-290 |
122-160 |
0-190 |
0.5% |
122-160 |
Low |
121-140 |
121-240 |
0-100 |
0.3% |
120-170 |
Close |
121-280 |
122-100 |
0-140 |
0.4% |
122-100 |
Range |
0-150 |
0-240 |
0-090 |
60.0% |
1-310 |
ATR |
0-169 |
0-174 |
0-005 |
3.0% |
0-000 |
Volume |
1,152 |
579 |
-573 |
-49.7% |
2,606 |
|
Daily Pivots for day following 16-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-140 |
124-040 |
122-232 |
|
R3 |
123-220 |
123-120 |
122-166 |
|
R2 |
122-300 |
122-300 |
122-144 |
|
R1 |
122-200 |
122-200 |
122-122 |
122-250 |
PP |
122-060 |
122-060 |
122-060 |
122-085 |
S1 |
121-280 |
121-280 |
122-078 |
122-010 |
S2 |
121-140 |
121-140 |
122-056 |
|
S3 |
120-220 |
121-040 |
122-034 |
|
S4 |
119-300 |
120-120 |
121-288 |
|
|
Weekly Pivots for week ending 16-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-220 |
126-310 |
123-126 |
|
R3 |
125-230 |
125-000 |
122-273 |
|
R2 |
123-240 |
123-240 |
122-216 |
|
R1 |
123-010 |
123-010 |
122-158 |
123-125 |
PP |
121-250 |
121-250 |
121-250 |
121-308 |
S1 |
121-020 |
121-020 |
122-042 |
121-135 |
S2 |
119-260 |
119-260 |
121-304 |
|
S3 |
117-270 |
119-030 |
121-247 |
|
S4 |
115-280 |
117-040 |
121-074 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
122-160 |
120-170 |
1-310 |
1.6% |
0-196 |
0.5% |
90% |
True |
False |
521 |
10 |
122-160 |
120-170 |
1-310 |
1.6% |
0-159 |
0.4% |
90% |
True |
False |
471 |
20 |
122-160 |
118-220 |
3-260 |
3.1% |
0-145 |
0.4% |
95% |
True |
False |
291 |
40 |
122-160 |
117-140 |
5-020 |
4.1% |
0-096 |
0.2% |
96% |
True |
False |
157 |
60 |
122-160 |
113-050 |
9-110 |
7.6% |
0-080 |
0.2% |
98% |
True |
False |
107 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-220 |
2.618 |
124-148 |
1.618 |
123-228 |
1.000 |
123-080 |
0.618 |
122-308 |
HIGH |
122-160 |
0.618 |
122-068 |
0.500 |
122-040 |
0.382 |
122-012 |
LOW |
121-240 |
0.618 |
121-092 |
1.000 |
121-000 |
1.618 |
120-172 |
2.618 |
119-252 |
4.250 |
118-180 |
|
|
Fisher Pivots for day following 16-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
122-080 |
122-015 |
PP |
122-060 |
121-250 |
S1 |
122-040 |
121-165 |
|