ECBOT 10 Year T-Note Future March 2011
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 |
120-300 |
120-250 |
-0-050 |
-0.1% |
119-120 |
High |
120-300 |
120-250 |
-0-050 |
-0.1% |
120-300 |
Low |
120-300 |
120-250 |
-0-050 |
-0.1% |
119-060 |
Close |
120-300 |
120-250 |
-0-050 |
-0.1% |
120-300 |
Range |
|
|
|
|
|
ATR |
0-113 |
0-109 |
-0-005 |
-4.0% |
0-000 |
Volume |
3 |
3 |
0 |
0.0% |
52 |
|
Daily Pivots for day following 19-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-250 |
120-250 |
120-250 |
|
R3 |
120-250 |
120-250 |
120-250 |
|
R2 |
120-250 |
120-250 |
120-250 |
|
R1 |
120-250 |
120-250 |
120-250 |
120-250 |
PP |
120-250 |
120-250 |
120-250 |
120-250 |
S1 |
120-250 |
120-250 |
120-250 |
120-250 |
S2 |
120-250 |
120-250 |
120-250 |
|
S3 |
120-250 |
120-250 |
120-250 |
|
S4 |
120-250 |
120-250 |
120-250 |
|
|
Weekly Pivots for week ending 16-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-193 |
125-007 |
121-288 |
|
R3 |
123-273 |
123-087 |
121-134 |
|
R2 |
122-033 |
122-033 |
121-083 |
|
R1 |
121-167 |
121-167 |
121-031 |
121-260 |
PP |
120-113 |
120-113 |
120-113 |
120-160 |
S1 |
119-247 |
119-247 |
120-249 |
120-020 |
S2 |
118-193 |
118-193 |
120-197 |
|
S3 |
116-273 |
118-007 |
120-146 |
|
S4 |
115-033 |
116-087 |
119-312 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
120-250 |
2.618 |
120-250 |
1.618 |
120-250 |
1.000 |
120-250 |
0.618 |
120-250 |
HIGH |
120-250 |
0.618 |
120-250 |
0.500 |
120-250 |
0.382 |
120-250 |
LOW |
120-250 |
0.618 |
120-250 |
1.000 |
120-250 |
1.618 |
120-250 |
2.618 |
120-250 |
4.250 |
120-250 |
|
|
Fisher Pivots for day following 19-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
120-250 |
120-243 |
PP |
120-250 |
120-237 |
S1 |
120-250 |
120-230 |
|