ECBOT 10 Year T-Note Future December 2011
Trading Metrics calculated at close of trading on 28-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2011 |
28-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
122-300 |
122-310 |
0-010 |
0.0% |
123-140 |
High |
123-080 |
123-080 |
0-000 |
0.0% |
123-220 |
Low |
122-200 |
122-300 |
0-100 |
0.3% |
122-130 |
Close |
122-260 |
123-030 |
0-090 |
0.2% |
122-290 |
Range |
0-200 |
0-100 |
-0-100 |
-50.0% |
1-090 |
ATR |
0-188 |
0-185 |
-0-003 |
-1.8% |
0-000 |
Volume |
485 |
1,137 |
652 |
134.4% |
3,759 |
|
Daily Pivots for day following 28-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-010 |
123-280 |
123-085 |
|
R3 |
123-230 |
123-180 |
123-058 |
|
R2 |
123-130 |
123-130 |
123-048 |
|
R1 |
123-080 |
123-080 |
123-039 |
123-105 |
PP |
123-030 |
123-030 |
123-030 |
123-042 |
S1 |
122-300 |
122-300 |
123-021 |
123-005 |
S2 |
122-250 |
122-250 |
123-012 |
|
S3 |
122-150 |
122-200 |
123-002 |
|
S4 |
122-050 |
122-100 |
122-295 |
|
|
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 |
122-170 |
0-230 |
0.6% |
0-146 |
0.4% |
78% |
True |
False |
913 |
10 |
123-220 |
122-130 |
1-090 |
1.0% |
0-159 |
0.4% |
54% |
False |
False |
812 |
20 |
123-270 |
120-120 |
3-150 |
2.8% |
0-198 |
0.5% |
78% |
False |
False |
1,048 |
40 |
123-270 |
120-120 |
3-150 |
2.8% |
0-132 |
0.3% |
78% |
False |
False |
778 |
60 |
123-270 |
119-030 |
4-240 |
3.9% |
0-092 |
0.2% |
84% |
False |
False |
519 |
80 |
123-270 |
115-280 |
7-310 |
6.5% |
0-069 |
0.2% |
91% |
False |
False |
390 |
100 |
123-270 |
115-280 |
7-310 |
6.5% |
0-055 |
0.1% |
91% |
False |
False |
312 |
120 |
123-270 |
114-050 |
9-220 |
7.9% |
0-046 |
0.1% |
92% |
False |
False |
260 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-185 |
2.618 |
124-022 |
1.618 |
123-242 |
1.000 |
123-180 |
0.618 |
123-142 |
HIGH |
123-080 |
0.618 |
123-042 |
0.500 |
123-030 |
0.382 |
123-018 |
LOW |
122-300 |
0.618 |
122-238 |
1.000 |
122-200 |
1.618 |
122-138 |
2.618 |
122-038 |
4.250 |
121-195 |
|
|
Fisher Pivots for day following 28-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
123-030 |
123-008 |
PP |
123-030 |
122-307 |
S1 |
123-030 |
122-285 |
|