ECBOT 10 Year T-Note Future March 2011
Trading Metrics calculated at close of trading on 30-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2010 |
30-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
121-050 |
121-250 |
0-200 |
0.5% |
120-210 |
High |
121-050 |
121-250 |
0-200 |
0.5% |
121-250 |
Low |
121-050 |
121-250 |
0-200 |
0.5% |
120-070 |
Close |
121-000 |
121-250 |
0-250 |
0.6% |
121-250 |
Range |
|
|
|
|
|
ATR |
0-103 |
0-113 |
0-011 |
10.2% |
0-000 |
Volume |
3 |
1 |
-2 |
-66.7% |
13 |
|
Daily Pivots for day following 30-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-250 |
121-250 |
121-250 |
|
R3 |
121-250 |
121-250 |
121-250 |
|
R2 |
121-250 |
121-250 |
121-250 |
|
R1 |
121-250 |
121-250 |
121-250 |
121-250 |
PP |
121-250 |
121-250 |
121-250 |
121-250 |
S1 |
121-250 |
121-250 |
121-250 |
121-250 |
S2 |
121-250 |
121-250 |
121-250 |
|
S3 |
121-250 |
121-250 |
121-250 |
|
S4 |
121-250 |
121-250 |
121-250 |
|
|
Weekly Pivots for week ending 30-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-303 |
125-137 |
122-205 |
|
R3 |
124-123 |
123-277 |
122-068 |
|
R2 |
122-263 |
122-263 |
122-022 |
|
R1 |
122-097 |
122-097 |
121-296 |
122-180 |
PP |
121-083 |
121-083 |
121-083 |
121-125 |
S1 |
120-237 |
120-237 |
121-204 |
121-000 |
S2 |
119-223 |
119-223 |
121-158 |
|
S3 |
118-043 |
119-057 |
121-112 |
|
S4 |
116-183 |
117-197 |
120-295 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
121-250 |
2.618 |
121-250 |
1.618 |
121-250 |
1.000 |
121-250 |
0.618 |
121-250 |
HIGH |
121-250 |
0.618 |
121-250 |
0.500 |
121-250 |
0.382 |
121-250 |
LOW |
121-250 |
0.618 |
121-250 |
1.000 |
121-250 |
1.618 |
121-250 |
2.618 |
121-250 |
4.250 |
121-250 |
|
|
Fisher Pivots for day following 30-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
121-250 |
121-195 |
PP |
121-250 |
121-140 |
S1 |
121-250 |
121-085 |
|