ECBOT 10 Year T-Note Future March 2011
Trading Metrics calculated at close of trading on 21-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2010 |
21-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
121-040 |
121-050 |
0-010 |
0.0% |
119-120 |
High |
121-040 |
121-050 |
0-010 |
0.0% |
120-300 |
Low |
121-040 |
121-050 |
0-010 |
0.0% |
119-060 |
Close |
121-040 |
121-140 |
0-100 |
0.3% |
120-300 |
Range |
|
|
|
|
|
ATR |
0-109 |
0-102 |
-0-007 |
-6.5% |
0-000 |
Volume |
3 |
3 |
0 |
0.0% |
52 |
|
Daily Pivots for day following 21-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-080 |
121-110 |
121-140 |
|
R3 |
121-080 |
121-110 |
121-140 |
|
R2 |
121-080 |
121-080 |
121-140 |
|
R1 |
121-110 |
121-110 |
121-140 |
121-095 |
PP |
121-080 |
121-080 |
121-080 |
121-072 |
S1 |
121-110 |
121-110 |
121-140 |
121-095 |
S2 |
121-080 |
121-080 |
121-140 |
|
S3 |
121-080 |
121-110 |
121-140 |
|
S4 |
121-080 |
121-110 |
121-140 |
|
|
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 |
121-050 |
2.618 |
121-050 |
1.618 |
121-050 |
1.000 |
121-050 |
0.618 |
121-050 |
HIGH |
121-050 |
0.618 |
121-050 |
0.500 |
121-050 |
0.382 |
121-050 |
LOW |
121-050 |
0.618 |
121-050 |
1.000 |
121-050 |
1.618 |
121-050 |
2.618 |
121-050 |
4.250 |
121-050 |
|
|
Fisher Pivots for day following 21-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
121-110 |
121-090 |
PP |
121-080 |
121-040 |
S1 |
121-050 |
120-310 |
|