ECBOT 10 Year T-Note Future September 2011
Trading Metrics calculated at close of trading on 18-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2011 |
18-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
124-125 |
124-280 |
0-155 |
0.4% |
123-265 |
High |
124-290 |
125-055 |
0-085 |
0.2% |
125-120 |
Low |
124-075 |
124-230 |
0-155 |
0.4% |
123-195 |
Close |
124-275 |
124-300 |
0-025 |
0.1% |
124-275 |
Range |
0-215 |
0-145 |
-0-070 |
-32.6% |
1-245 |
ATR |
0-267 |
0-259 |
-0-009 |
-3.3% |
0-000 |
Volume |
1,172,005 |
929,611 |
-242,394 |
-20.7% |
6,997,185 |
|
Daily Pivots for day following 18-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-097 |
126-023 |
125-060 |
|
R3 |
125-272 |
125-198 |
125-020 |
|
R2 |
125-127 |
125-127 |
125-007 |
|
R1 |
125-053 |
125-053 |
124-313 |
125-090 |
PP |
124-302 |
124-302 |
124-302 |
125-000 |
S1 |
124-228 |
124-228 |
124-287 |
124-265 |
S2 |
124-157 |
124-157 |
124-273 |
|
S3 |
124-012 |
124-083 |
124-260 |
|
S4 |
123-187 |
123-258 |
124-220 |
|
|
Weekly Pivots for week ending 15-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
129-292 |
129-048 |
125-266 |
|
R3 |
128-047 |
127-123 |
125-110 |
|
R2 |
126-122 |
126-122 |
125-059 |
|
R1 |
125-198 |
125-198 |
125-007 |
126-000 |
PP |
124-197 |
124-197 |
124-197 |
124-258 |
S1 |
123-273 |
123-273 |
124-223 |
124-075 |
S2 |
122-272 |
122-272 |
124-171 |
|
S3 |
121-027 |
122-028 |
124-120 |
|
S4 |
119-102 |
120-103 |
123-284 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
125-120 |
124-070 |
1-050 |
0.9% |
0-222 |
0.6% |
62% |
False |
False |
1,328,234 |
10 |
125-120 |
121-310 |
3-130 |
2.7% |
0-269 |
0.7% |
87% |
False |
False |
1,335,108 |
20 |
125-120 |
121-225 |
3-215 |
2.9% |
0-269 |
0.7% |
88% |
False |
False |
1,314,169 |
40 |
125-120 |
121-040 |
4-080 |
3.4% |
0-246 |
0.6% |
90% |
False |
False |
1,189,505 |
60 |
125-120 |
118-090 |
7-030 |
5.7% |
0-220 |
0.5% |
94% |
False |
False |
796,332 |
80 |
125-120 |
116-020 |
9-100 |
7.5% |
0-194 |
0.5% |
95% |
False |
False |
597,350 |
100 |
125-120 |
116-020 |
9-100 |
7.5% |
0-163 |
0.4% |
95% |
False |
False |
477,881 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
127-031 |
2.618 |
126-115 |
1.618 |
125-290 |
1.000 |
125-200 |
0.618 |
125-145 |
HIGH |
125-055 |
0.618 |
125-000 |
0.500 |
124-302 |
0.382 |
124-285 |
LOW |
124-230 |
0.618 |
124-140 |
1.000 |
124-085 |
1.618 |
123-315 |
2.618 |
123-170 |
4.250 |
122-254 |
|
|
Fisher Pivots for day following 18-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
124-302 |
124-275 |
PP |
124-302 |
124-250 |
S1 |
124-301 |
124-225 |
|