ECBOT 10 Year T-Note Future March 2011
Trading Metrics calculated at close of trading on 13-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2010 |
13-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
119-120 |
119-060 |
-0-060 |
-0.2% |
120-060 |
High |
119-250 |
119-060 |
-0-190 |
-0.5% |
120-060 |
Low |
119-120 |
119-060 |
-0-060 |
-0.2% |
119-120 |
Close |
119-210 |
119-060 |
-0-150 |
-0.4% |
119-120 |
Range |
0-130 |
0-000 |
-0-130 |
-100.0% |
0-260 |
ATR |
|
|
|
|
|
Volume |
10 |
18 |
8 |
80.0% |
40 |
|
Daily Pivots for day following 13-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-060 |
119-060 |
119-060 |
|
R3 |
119-060 |
119-060 |
119-060 |
|
R2 |
119-060 |
119-060 |
119-060 |
|
R1 |
119-060 |
119-060 |
119-060 |
119-060 |
PP |
119-060 |
119-060 |
119-060 |
119-060 |
S1 |
119-060 |
119-060 |
119-060 |
119-060 |
S2 |
119-060 |
119-060 |
119-060 |
|
S3 |
119-060 |
119-060 |
119-060 |
|
S4 |
119-060 |
119-060 |
119-060 |
|
|
Weekly Pivots for week ending 09-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-027 |
121-173 |
119-263 |
|
R3 |
121-087 |
120-233 |
119-192 |
|
R2 |
120-147 |
120-147 |
119-168 |
|
R1 |
119-293 |
119-293 |
119-144 |
119-250 |
PP |
119-207 |
119-207 |
119-207 |
119-185 |
S1 |
119-033 |
119-033 |
119-096 |
118-310 |
S2 |
118-267 |
118-267 |
119-072 |
|
S3 |
118-007 |
118-093 |
119-048 |
|
S4 |
117-067 |
117-153 |
118-297 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
119-060 |
2.618 |
119-060 |
1.618 |
119-060 |
1.000 |
119-060 |
0.618 |
119-060 |
HIGH |
119-060 |
0.618 |
119-060 |
0.500 |
119-060 |
0.382 |
119-060 |
LOW |
119-060 |
0.618 |
119-060 |
1.000 |
119-060 |
1.618 |
119-060 |
2.618 |
119-060 |
4.250 |
119-060 |
|
|
Fisher Pivots for day following 13-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
119-060 |
119-155 |
PP |
119-060 |
119-123 |
S1 |
119-060 |
119-092 |
|