ECBOT 10 Year T-Note Future March 2011
Trading Metrics calculated at close of trading on 28-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2010 |
28-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
120-070 |
120-240 |
0-170 |
0.4% |
120-250 |
High |
120-070 |
120-240 |
0-170 |
0.4% |
121-050 |
Low |
120-070 |
120-240 |
0-170 |
0.4% |
120-250 |
Close |
120-070 |
120-240 |
0-170 |
0.4% |
120-190 |
Range |
|
|
|
|
|
ATR |
0-095 |
0-101 |
0-005 |
5.6% |
0-000 |
Volume |
3 |
3 |
0 |
0.0% |
15 |
|
Daily Pivots for day following 28-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-240 |
120-240 |
120-240 |
|
R3 |
120-240 |
120-240 |
120-240 |
|
R2 |
120-240 |
120-240 |
120-240 |
|
R1 |
120-240 |
120-240 |
120-240 |
120-240 |
PP |
120-240 |
120-240 |
120-240 |
120-240 |
S1 |
120-240 |
120-240 |
120-240 |
120-240 |
S2 |
120-240 |
120-240 |
120-240 |
|
S3 |
120-240 |
120-240 |
120-240 |
|
S4 |
120-240 |
120-240 |
120-240 |
|
|
Weekly Pivots for week ending 23-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-310 |
121-210 |
120-256 |
|
R3 |
121-190 |
121-090 |
120-223 |
|
R2 |
121-070 |
121-070 |
120-212 |
|
R1 |
120-290 |
120-290 |
120-201 |
120-280 |
PP |
120-270 |
120-270 |
120-270 |
120-265 |
S1 |
120-170 |
120-170 |
120-179 |
120-160 |
S2 |
120-150 |
120-150 |
120-168 |
|
S3 |
120-030 |
120-050 |
120-157 |
|
S4 |
119-230 |
119-250 |
120-124 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
120-240 |
2.618 |
120-240 |
1.618 |
120-240 |
1.000 |
120-240 |
0.618 |
120-240 |
HIGH |
120-240 |
0.618 |
120-240 |
0.500 |
120-240 |
0.382 |
120-240 |
LOW |
120-240 |
0.618 |
120-240 |
1.000 |
120-240 |
1.618 |
120-240 |
2.618 |
120-240 |
4.250 |
120-240 |
|
|
Fisher Pivots for day following 28-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
120-240 |
120-212 |
PP |
120-240 |
120-183 |
S1 |
120-240 |
120-155 |
|