ECBOT 10 Year T-Note Future December 2011
Trading Metrics calculated at close of trading on 26-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2011 |
26-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
122-240 |
122-170 |
-0-070 |
-0.2% |
123-140 |
High |
123-020 |
123-040 |
0-020 |
0.1% |
123-220 |
Low |
122-190 |
122-170 |
-0-020 |
-0.1% |
122-130 |
Close |
122-220 |
123-040 |
0-140 |
0.4% |
122-290 |
Range |
0-150 |
0-190 |
0-040 |
26.7% |
1-090 |
ATR |
0-187 |
0-187 |
0-000 |
0.1% |
0-000 |
Volume |
339 |
2,010 |
1,671 |
492.9% |
3,759 |
|
Daily Pivots for day following 26-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-227 |
124-163 |
123-144 |
|
R3 |
124-037 |
123-293 |
123-092 |
|
R2 |
123-167 |
123-167 |
123-075 |
|
R1 |
123-103 |
123-103 |
123-057 |
123-135 |
PP |
122-297 |
122-297 |
122-297 |
122-312 |
S1 |
122-233 |
122-233 |
123-023 |
122-265 |
S2 |
122-107 |
122-107 |
123-005 |
|
S3 |
121-237 |
122-043 |
122-308 |
|
S4 |
121-047 |
121-173 |
122-256 |
|
|
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 |
123-130 |
122-130 |
1-000 |
0.8% |
0-158 |
0.4% |
72% |
False |
False |
832 |
10 |
123-220 |
122-130 |
1-090 |
1.0% |
0-163 |
0.4% |
56% |
False |
False |
886 |
20 |
123-270 |
120-120 |
3-150 |
2.8% |
0-202 |
0.5% |
79% |
False |
False |
969 |
40 |
123-270 |
120-120 |
3-150 |
2.8% |
0-131 |
0.3% |
79% |
False |
False |
738 |
60 |
123-270 |
118-250 |
5-020 |
4.1% |
0-087 |
0.2% |
86% |
False |
False |
492 |
80 |
123-270 |
115-280 |
7-310 |
6.5% |
0-065 |
0.2% |
91% |
False |
False |
370 |
100 |
123-270 |
115-280 |
7-310 |
6.5% |
0-052 |
0.1% |
91% |
False |
False |
296 |
120 |
123-270 |
114-050 |
9-220 |
7.9% |
0-044 |
0.1% |
93% |
False |
False |
247 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-208 |
2.618 |
124-217 |
1.618 |
124-027 |
1.000 |
123-230 |
0.618 |
123-157 |
HIGH |
123-040 |
0.618 |
122-287 |
0.500 |
122-265 |
0.382 |
122-243 |
LOW |
122-170 |
0.618 |
122-053 |
1.000 |
121-300 |
1.618 |
121-183 |
2.618 |
120-313 |
4.250 |
120-002 |
|
|
Fisher Pivots for day following 26-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
123-008 |
123-008 |
PP |
122-297 |
122-297 |
S1 |
122-265 |
122-265 |
|