ECBOT 10 Year T-Note Future December 2011
Trading Metrics calculated at close of trading on 12-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2011 |
12-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
122-050 |
123-000 |
0-270 |
0.7% |
120-230 |
High |
123-020 |
123-270 |
0-250 |
0.6% |
122-130 |
Low |
122-050 |
122-300 |
0-250 |
0.6% |
120-200 |
Close |
123-020 |
123-050 |
0-030 |
0.1% |
122-070 |
Range |
0-290 |
0-290 |
0-000 |
0.0% |
1-250 |
ATR |
0-202 |
0-208 |
0-006 |
3.1% |
0-000 |
Volume |
1,401 |
181 |
-1,220 |
-87.1% |
6,124 |
|
Daily Pivots for day following 12-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-010 |
125-160 |
123-210 |
|
R3 |
125-040 |
124-190 |
123-130 |
|
R2 |
124-070 |
124-070 |
123-103 |
|
R1 |
123-220 |
123-220 |
123-077 |
123-305 |
PP |
123-100 |
123-100 |
123-100 |
123-142 |
S1 |
122-250 |
122-250 |
123-023 |
123-015 |
S2 |
122-130 |
122-130 |
122-317 |
|
S3 |
121-160 |
121-280 |
122-290 |
|
S4 |
120-190 |
120-310 |
122-210 |
|
|
Weekly Pivots for week ending 08-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-030 |
126-140 |
123-064 |
|
R3 |
125-100 |
124-210 |
122-227 |
|
R2 |
123-170 |
123-170 |
122-174 |
|
R1 |
122-280 |
122-280 |
122-122 |
123-065 |
PP |
121-240 |
121-240 |
121-240 |
121-292 |
S1 |
121-030 |
121-030 |
122-018 |
121-135 |
S2 |
119-310 |
119-310 |
121-286 |
|
S3 |
118-060 |
119-100 |
121-233 |
|
S4 |
116-130 |
117-170 |
121-076 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
123-270 |
120-250 |
3-020 |
2.5% |
0-266 |
0.7% |
78% |
True |
False |
1,271 |
10 |
123-270 |
120-120 |
3-150 |
2.8% |
0-242 |
0.6% |
80% |
True |
False |
1,052 |
20 |
123-270 |
120-120 |
3-150 |
2.8% |
0-166 |
0.4% |
80% |
True |
False |
1,031 |
40 |
123-270 |
120-030 |
3-240 |
3.0% |
0-090 |
0.2% |
82% |
True |
False |
517 |
60 |
123-270 |
117-100 |
6-170 |
5.3% |
0-060 |
0.2% |
89% |
True |
False |
345 |
80 |
123-270 |
115-280 |
7-310 |
6.5% |
0-045 |
0.1% |
91% |
True |
False |
259 |
100 |
123-270 |
115-120 |
8-150 |
6.9% |
0-036 |
0.1% |
92% |
True |
False |
208 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
127-222 |
2.618 |
126-069 |
1.618 |
125-099 |
1.000 |
124-240 |
0.618 |
124-129 |
HIGH |
123-270 |
0.618 |
123-159 |
0.500 |
123-125 |
0.382 |
123-091 |
LOW |
122-300 |
0.618 |
122-121 |
1.000 |
122-010 |
1.618 |
121-151 |
2.618 |
120-181 |
4.250 |
119-028 |
|
|
Fisher Pivots for day following 12-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
123-125 |
122-288 |
PP |
123-100 |
122-207 |
S1 |
123-075 |
122-125 |
|