ECBOT 10 Year T-Note Future September 2012
Trading Metrics calculated at close of trading on 19-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2012 |
19-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
134-170 |
134-195 |
0-025 |
0.1% |
134-115 |
High |
134-260 |
134-235 |
-0-025 |
-0.1% |
134-295 |
Low |
134-145 |
134-140 |
-0-005 |
0.0% |
134-105 |
Close |
134-240 |
134-150 |
-0-090 |
-0.2% |
134-175 |
Range |
0-115 |
0-095 |
-0-020 |
-17.4% |
0-190 |
ATR |
0-166 |
0-162 |
-0-005 |
-2.9% |
0-000 |
Volume |
542,739 |
744,050 |
201,311 |
37.1% |
3,330,471 |
|
Daily Pivots for day following 19-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135-140 |
135-080 |
134-202 |
|
R3 |
135-045 |
134-305 |
134-176 |
|
R2 |
134-270 |
134-270 |
134-167 |
|
R1 |
134-210 |
134-210 |
134-159 |
134-192 |
PP |
134-175 |
134-175 |
134-175 |
134-166 |
S1 |
134-115 |
134-115 |
134-141 |
134-098 |
S2 |
134-080 |
134-080 |
134-133 |
|
S3 |
133-305 |
134-020 |
134-124 |
|
S4 |
133-210 |
133-245 |
134-098 |
|
|
Weekly Pivots for week ending 13-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
136-122 |
136-018 |
134-280 |
|
R3 |
135-252 |
135-148 |
134-227 |
|
R2 |
135-062 |
135-062 |
134-210 |
|
R1 |
134-278 |
134-278 |
134-192 |
135-010 |
PP |
134-192 |
134-192 |
134-192 |
134-218 |
S1 |
134-088 |
134-088 |
134-158 |
134-140 |
S2 |
134-002 |
134-002 |
134-140 |
|
S3 |
133-132 |
133-218 |
134-123 |
|
S4 |
132-262 |
133-028 |
134-070 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
135-005 |
134-115 |
0-210 |
0.5% |
0-122 |
0.3% |
17% |
False |
False |
627,137 |
10 |
135-005 |
133-290 |
1-035 |
0.8% |
0-124 |
0.3% |
51% |
False |
False |
666,798 |
20 |
135-005 |
132-290 |
2-035 |
1.6% |
0-155 |
0.4% |
74% |
False |
False |
689,517 |
40 |
135-005 |
132-110 |
2-215 |
2.0% |
0-198 |
0.5% |
80% |
False |
False |
867,986 |
60 |
135-005 |
130-050 |
4-275 |
3.6% |
0-179 |
0.4% |
89% |
False |
False |
582,177 |
80 |
135-005 |
127-210 |
7-115 |
5.5% |
0-153 |
0.4% |
93% |
False |
False |
436,928 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
135-319 |
2.618 |
135-164 |
1.618 |
135-069 |
1.000 |
135-010 |
0.618 |
134-294 |
HIGH |
134-235 |
0.618 |
134-199 |
0.500 |
134-188 |
0.382 |
134-176 |
LOW |
134-140 |
0.618 |
134-081 |
1.000 |
134-045 |
1.618 |
133-306 |
2.618 |
133-211 |
4.250 |
133-056 |
|
|
Fisher Pivots for day following 19-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
134-188 |
134-208 |
PP |
134-175 |
134-188 |
S1 |
134-162 |
134-169 |
|