ECBOT 10 Year T-Note Future December 2011
Trading Metrics calculated at close of trading on 13-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2011 |
13-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
123-000 |
122-300 |
-0-020 |
-0.1% |
120-230 |
High |
123-270 |
123-150 |
-0-120 |
-0.3% |
122-130 |
Low |
122-300 |
122-290 |
-0-010 |
0.0% |
120-200 |
Close |
123-050 |
123-110 |
0-060 |
0.2% |
122-070 |
Range |
0-290 |
0-180 |
-0-110 |
-37.9% |
1-250 |
ATR |
0-208 |
0-206 |
-0-002 |
-1.0% |
0-000 |
Volume |
181 |
1,466 |
1,285 |
709.9% |
6,124 |
|
Daily Pivots for day following 13-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-297 |
124-223 |
123-209 |
|
R3 |
124-117 |
124-043 |
123-160 |
|
R2 |
123-257 |
123-257 |
123-143 |
|
R1 |
123-183 |
123-183 |
123-126 |
123-220 |
PP |
123-077 |
123-077 |
123-077 |
123-095 |
S1 |
123-003 |
123-003 |
123-094 |
123-040 |
S2 |
122-217 |
122-217 |
123-077 |
|
S3 |
122-037 |
122-143 |
123-060 |
|
S4 |
121-177 |
121-283 |
123-011 |
|
|
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% |
0-270 |
0.7% |
84% |
False |
False |
1,290 |
10 |
123-270 |
120-120 |
3-150 |
2.8% |
0-242 |
0.6% |
86% |
False |
False |
1,195 |
20 |
123-270 |
120-120 |
3-150 |
2.8% |
0-171 |
0.4% |
86% |
False |
False |
1,104 |
40 |
123-270 |
120-030 |
3-240 |
3.0% |
0-094 |
0.2% |
87% |
False |
False |
554 |
60 |
123-270 |
117-130 |
6-140 |
5.2% |
0-063 |
0.2% |
92% |
False |
False |
369 |
80 |
123-270 |
115-280 |
7-310 |
6.5% |
0-047 |
0.1% |
94% |
False |
False |
277 |
100 |
123-270 |
115-130 |
8-140 |
6.8% |
0-038 |
0.1% |
94% |
False |
False |
222 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-275 |
2.618 |
124-301 |
1.618 |
124-121 |
1.000 |
124-010 |
0.618 |
123-261 |
HIGH |
123-150 |
0.618 |
123-081 |
0.500 |
123-060 |
0.382 |
123-039 |
LOW |
122-290 |
0.618 |
122-179 |
1.000 |
122-110 |
1.618 |
121-319 |
2.618 |
121-139 |
4.250 |
120-165 |
|
|
Fisher Pivots for day following 13-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
123-093 |
123-073 |
PP |
123-077 |
123-037 |
S1 |
123-060 |
123-000 |
|