ECBOT 10 Year T-Note Future December 2011
Trading Metrics calculated at close of trading on 27-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2011 |
27-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
122-170 |
122-300 |
0-130 |
0.3% |
123-140 |
High |
123-040 |
123-080 |
0-040 |
0.1% |
123-220 |
Low |
122-170 |
122-200 |
0-030 |
0.1% |
122-130 |
Close |
123-040 |
122-260 |
-0-100 |
-0.3% |
122-290 |
Range |
0-190 |
0-200 |
0-010 |
5.3% |
1-090 |
ATR |
0-187 |
0-188 |
0-001 |
0.5% |
0-000 |
Volume |
2,010 |
485 |
-1,525 |
-75.9% |
3,759 |
|
Daily Pivots for day following 27-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-247 |
124-133 |
123-050 |
|
R3 |
124-047 |
123-253 |
122-315 |
|
R2 |
123-167 |
123-167 |
122-297 |
|
R1 |
123-053 |
123-053 |
122-278 |
123-010 |
PP |
122-287 |
122-287 |
122-287 |
122-265 |
S1 |
122-173 |
122-173 |
122-242 |
122-130 |
S2 |
122-087 |
122-087 |
122-223 |
|
S3 |
121-207 |
121-293 |
122-205 |
|
S4 |
121-007 |
121-093 |
122-150 |
|
|
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 |
123-080 |
122-130 |
0-270 |
0.7% |
0-180 |
0.5% |
48% |
True |
False |
841 |
10 |
123-220 |
122-130 |
1-090 |
1.0% |
0-165 |
0.4% |
32% |
False |
False |
788 |
20 |
123-270 |
120-120 |
3-150 |
2.8% |
0-204 |
0.5% |
70% |
False |
False |
992 |
40 |
123-270 |
120-120 |
3-150 |
2.8% |
0-133 |
0.3% |
70% |
False |
False |
750 |
60 |
123-270 |
119-000 |
4-270 |
3.9% |
0-090 |
0.2% |
79% |
False |
False |
500 |
80 |
123-270 |
115-280 |
7-310 |
6.5% |
0-068 |
0.2% |
87% |
False |
False |
376 |
100 |
123-270 |
115-280 |
7-310 |
6.5% |
0-054 |
0.1% |
87% |
False |
False |
301 |
120 |
123-270 |
114-050 |
9-220 |
7.9% |
0-045 |
0.1% |
89% |
False |
False |
251 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-290 |
2.618 |
124-284 |
1.618 |
124-084 |
1.000 |
123-280 |
0.618 |
123-204 |
HIGH |
123-080 |
0.618 |
123-004 |
0.500 |
122-300 |
0.382 |
122-276 |
LOW |
122-200 |
0.618 |
122-076 |
1.000 |
122-000 |
1.618 |
121-196 |
2.618 |
120-316 |
4.250 |
119-310 |
|
|
Fisher Pivots for day following 27-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
122-300 |
122-285 |
PP |
122-287 |
122-277 |
S1 |
122-273 |
122-268 |
|