ECBOT 10 Year T-Note Future December 2011
Trading Metrics calculated at close of trading on 22-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2011 |
22-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
123-010 |
122-200 |
-0-130 |
-0.3% |
123-140 |
High |
123-080 |
122-290 |
-0-110 |
-0.3% |
123-220 |
Low |
122-130 |
122-200 |
0-070 |
0.2% |
122-130 |
Close |
122-180 |
122-290 |
0-110 |
0.3% |
122-290 |
Range |
0-270 |
0-090 |
-0-180 |
-66.7% |
1-090 |
ATR |
0-196 |
0-190 |
-0-006 |
-3.1% |
0-000 |
Volume |
776 |
595 |
-181 |
-23.3% |
3,759 |
|
Daily Pivots for day following 22-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123-210 |
123-180 |
123-020 |
|
R3 |
123-120 |
123-090 |
122-315 |
|
R2 |
123-030 |
123-030 |
122-306 |
|
R1 |
123-000 |
123-000 |
122-298 |
123-015 |
PP |
122-260 |
122-260 |
122-260 |
122-268 |
S1 |
122-230 |
122-230 |
122-282 |
122-245 |
S2 |
122-170 |
122-170 |
122-274 |
|
S3 |
122-080 |
122-140 |
122-265 |
|
S4 |
121-310 |
122-050 |
122-240 |
|
|
Weekly Pivots for week ending 22-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-270 |
126-050 |
123-196 |
|
R3 |
125-180 |
124-280 |
123-083 |
|
R2 |
124-090 |
124-090 |
123-045 |
|
R1 |
123-190 |
123-190 |
123-008 |
123-095 |
PP |
123-000 |
123-000 |
123-000 |
122-272 |
S1 |
122-100 |
122-100 |
122-252 |
122-005 |
S2 |
121-230 |
121-230 |
122-215 |
|
S3 |
120-140 |
121-010 |
122-177 |
|
S4 |
119-050 |
119-240 |
122-064 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
123-220 |
122-130 |
1-090 |
1.0% |
0-152 |
0.4% |
39% |
False |
False |
751 |
10 |
123-270 |
122-050 |
1-220 |
1.4% |
0-187 |
0.5% |
44% |
False |
False |
809 |
20 |
123-270 |
120-120 |
3-150 |
2.8% |
0-202 |
0.5% |
73% |
False |
False |
887 |
40 |
123-270 |
120-120 |
3-150 |
2.8% |
0-122 |
0.3% |
73% |
False |
False |
680 |
60 |
123-270 |
118-070 |
5-200 |
4.6% |
0-082 |
0.2% |
83% |
False |
False |
453 |
80 |
123-270 |
115-280 |
7-310 |
6.5% |
0-061 |
0.2% |
88% |
False |
False |
340 |
100 |
123-270 |
115-210 |
8-060 |
6.7% |
0-049 |
0.1% |
89% |
False |
False |
273 |
120 |
123-270 |
114-050 |
9-220 |
7.9% |
0-041 |
0.1% |
90% |
False |
False |
227 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-032 |
2.618 |
123-206 |
1.618 |
123-116 |
1.000 |
123-060 |
0.618 |
123-026 |
HIGH |
122-290 |
0.618 |
122-256 |
0.500 |
122-245 |
0.382 |
122-234 |
LOW |
122-200 |
0.618 |
122-144 |
1.000 |
122-110 |
1.618 |
122-054 |
2.618 |
121-284 |
4.250 |
121-138 |
|
|
Fisher Pivots for day following 22-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
122-275 |
122-290 |
PP |
122-260 |
122-290 |
S1 |
122-245 |
122-290 |
|