ECBOT 10 Year T-Note Future December 2010
Trading Metrics calculated at close of trading on 26-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2010 |
26-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
122-090 |
121-260 |
-0-150 |
-0.4% |
122-140 |
High |
122-110 |
121-280 |
-0-150 |
-0.4% |
122-260 |
Low |
121-270 |
121-160 |
-0-110 |
-0.3% |
121-270 |
Close |
121-260 |
121-270 |
0-010 |
0.0% |
121-260 |
Range |
0-160 |
0-120 |
-0-040 |
-25.0% |
0-310 |
ATR |
0-169 |
0-166 |
-0-004 |
-2.1% |
0-000 |
Volume |
2,126 |
555 |
-1,571 |
-73.9% |
10,933 |
|
Daily Pivots for day following 26-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-277 |
122-233 |
122-016 |
|
R3 |
122-157 |
122-113 |
121-303 |
|
R2 |
122-037 |
122-037 |
121-292 |
|
R1 |
121-313 |
121-313 |
121-281 |
122-015 |
PP |
121-237 |
121-237 |
121-237 |
121-248 |
S1 |
121-193 |
121-193 |
121-259 |
121-215 |
S2 |
121-117 |
121-117 |
121-248 |
|
S3 |
120-317 |
121-073 |
121-237 |
|
S4 |
120-197 |
120-273 |
121-204 |
|
|
Weekly Pivots for week ending 23-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-020 |
124-130 |
122-110 |
|
R3 |
124-030 |
123-140 |
122-025 |
|
R2 |
123-040 |
123-040 |
121-317 |
|
R1 |
122-150 |
122-150 |
121-288 |
122-100 |
PP |
122-050 |
122-050 |
122-050 |
122-025 |
S1 |
121-160 |
121-160 |
121-232 |
121-110 |
S2 |
121-060 |
121-060 |
121-203 |
|
S3 |
120-070 |
120-170 |
121-175 |
|
S4 |
119-080 |
119-180 |
121-090 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
122-260 |
121-160 |
1-100 |
1.1% |
0-156 |
0.4% |
26% |
False |
True |
1,796 |
10 |
122-260 |
120-170 |
2-090 |
1.9% |
0-175 |
0.4% |
58% |
False |
False |
1,350 |
20 |
122-260 |
120-170 |
2-090 |
1.9% |
0-156 |
0.4% |
58% |
False |
False |
840 |
40 |
122-260 |
117-140 |
5-120 |
4.4% |
0-106 |
0.3% |
82% |
False |
False |
439 |
60 |
122-260 |
114-240 |
8-020 |
6.6% |
0-095 |
0.2% |
88% |
False |
False |
298 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
123-150 |
2.618 |
122-274 |
1.618 |
122-154 |
1.000 |
122-080 |
0.618 |
122-034 |
HIGH |
121-280 |
0.618 |
121-234 |
0.500 |
121-220 |
0.382 |
121-206 |
LOW |
121-160 |
0.618 |
121-086 |
1.000 |
121-040 |
1.618 |
120-286 |
2.618 |
120-166 |
4.250 |
119-290 |
|
|
Fisher Pivots for day following 26-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
121-253 |
122-045 |
PP |
121-237 |
122-013 |
S1 |
121-220 |
121-302 |
|