ECBOT 10 Year T-Note Future December 2010
Trading Metrics calculated at close of trading on 19-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2010 |
19-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
121-270 |
122-140 |
0-190 |
0.5% |
120-310 |
High |
122-160 |
122-150 |
-0-010 |
0.0% |
122-160 |
Low |
121-240 |
122-040 |
0-120 |
0.3% |
120-170 |
Close |
122-100 |
122-050 |
-0-050 |
-0.1% |
122-100 |
Range |
0-240 |
0-110 |
-0-130 |
-54.2% |
1-310 |
ATR |
0-174 |
0-170 |
-0-005 |
-2.6% |
0-000 |
Volume |
579 |
2,504 |
1,925 |
332.5% |
2,606 |
|
Daily Pivots for day following 19-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123-090 |
123-020 |
122-110 |
|
R3 |
122-300 |
122-230 |
122-080 |
|
R2 |
122-190 |
122-190 |
122-070 |
|
R1 |
122-120 |
122-120 |
122-060 |
122-100 |
PP |
122-080 |
122-080 |
122-080 |
122-070 |
S1 |
122-010 |
122-010 |
122-040 |
121-310 |
S2 |
121-290 |
121-290 |
122-030 |
|
S3 |
121-180 |
121-220 |
122-020 |
|
S4 |
121-070 |
121-110 |
121-310 |
|
|
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% |
0-194 |
0.5% |
83% |
False |
False |
903 |
10 |
122-160 |
120-170 |
1-310 |
1.6% |
0-155 |
0.4% |
83% |
False |
False |
595 |
20 |
122-160 |
118-220 |
3-260 |
3.1% |
0-150 |
0.4% |
91% |
False |
False |
408 |
40 |
122-160 |
117-140 |
5-020 |
4.1% |
0-095 |
0.2% |
93% |
False |
False |
220 |
60 |
122-160 |
113-050 |
9-110 |
7.6% |
0-082 |
0.2% |
96% |
False |
False |
149 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
123-298 |
2.618 |
123-118 |
1.618 |
123-008 |
1.000 |
122-260 |
0.618 |
122-218 |
HIGH |
122-150 |
0.618 |
122-108 |
0.500 |
122-095 |
0.382 |
122-082 |
LOW |
122-040 |
0.618 |
121-292 |
1.000 |
121-250 |
1.618 |
121-182 |
2.618 |
121-072 |
4.250 |
120-212 |
|
|
Fisher Pivots for day following 19-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
122-095 |
122-030 |
PP |
122-080 |
122-010 |
S1 |
122-065 |
121-310 |
|