ECBOT 10 Year T-Note Future December 2011
Trading Metrics calculated at close of trading on 20-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2011 |
20-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
123-140 |
123-130 |
-0-010 |
0.0% |
122-050 |
High |
123-220 |
123-130 |
-0-090 |
-0.2% |
123-270 |
Low |
123-010 |
123-040 |
0-030 |
0.1% |
122-050 |
Close |
123-160 |
123-060 |
-0-100 |
-0.3% |
123-140 |
Range |
0-210 |
0-090 |
-0-120 |
-57.1% |
1-220 |
ATR |
0-196 |
0-190 |
-0-005 |
-2.8% |
0-000 |
Volume |
85 |
443 |
358 |
421.2% |
4,340 |
|
Daily Pivots for day following 20-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-027 |
123-293 |
123-110 |
|
R3 |
123-257 |
123-203 |
123-085 |
|
R2 |
123-167 |
123-167 |
123-076 |
|
R1 |
123-113 |
123-113 |
123-068 |
123-095 |
PP |
123-077 |
123-077 |
123-077 |
123-068 |
S1 |
123-023 |
123-023 |
123-052 |
123-005 |
S2 |
122-307 |
122-307 |
123-044 |
|
S3 |
122-217 |
122-253 |
123-035 |
|
S4 |
122-127 |
122-163 |
123-010 |
|
|
Weekly Pivots for week ending 15-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128-067 |
127-163 |
124-117 |
|
R3 |
126-167 |
125-263 |
123-288 |
|
R2 |
124-267 |
124-267 |
123-239 |
|
R1 |
124-043 |
124-043 |
123-190 |
124-155 |
PP |
123-047 |
123-047 |
123-047 |
123-102 |
S1 |
122-143 |
122-143 |
123-090 |
122-255 |
S2 |
121-147 |
121-147 |
123-041 |
|
S3 |
119-247 |
120-243 |
122-312 |
|
S4 |
118-027 |
119-023 |
122-163 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
123-220 |
122-270 |
0-270 |
0.7% |
0-150 |
0.4% |
41% |
False |
False |
736 |
10 |
123-270 |
120-250 |
3-020 |
2.5% |
0-210 |
0.5% |
79% |
False |
False |
1,013 |
20 |
123-270 |
120-120 |
3-150 |
2.8% |
0-194 |
0.5% |
81% |
False |
False |
1,260 |
40 |
123-270 |
120-030 |
3-240 |
3.0% |
0-113 |
0.3% |
83% |
False |
False |
645 |
60 |
123-270 |
117-300 |
5-290 |
4.8% |
0-076 |
0.2% |
89% |
False |
False |
431 |
80 |
123-270 |
115-280 |
7-310 |
6.5% |
0-057 |
0.1% |
92% |
False |
False |
323 |
100 |
123-270 |
115-210 |
8-060 |
6.6% |
0-045 |
0.1% |
92% |
False |
False |
259 |
120 |
123-270 |
114-050 |
9-220 |
7.9% |
0-038 |
0.1% |
93% |
False |
False |
216 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-192 |
2.618 |
124-046 |
1.618 |
123-276 |
1.000 |
123-220 |
0.618 |
123-186 |
HIGH |
123-130 |
0.618 |
123-096 |
0.500 |
123-085 |
0.382 |
123-074 |
LOW |
123-040 |
0.618 |
122-304 |
1.000 |
122-270 |
1.618 |
122-214 |
2.618 |
122-124 |
4.250 |
121-298 |
|
|
Fisher Pivots for day following 20-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
123-085 |
123-115 |
PP |
123-077 |
123-097 |
S1 |
123-068 |
123-078 |
|