ECBOT 10 Year T-Note Future December 2011
| Trading Metrics calculated at close of trading on 15-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2011 |
15-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
123-120 |
122-270 |
-0-170 |
-0.4% |
122-050 |
| High |
123-120 |
123-140 |
0-020 |
0.1% |
123-270 |
| Low |
122-280 |
122-270 |
-0-010 |
0.0% |
122-050 |
| Close |
122-310 |
123-140 |
0-150 |
0.4% |
123-140 |
| Range |
0-160 |
0-190 |
0-030 |
18.8% |
1-220 |
| ATR |
0-203 |
0-202 |
-0-001 |
-0.4% |
0-000 |
| Volume |
900 |
392 |
-508 |
-56.4% |
4,340 |
|
| Daily Pivots for day following 15-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-007 |
124-263 |
123-244 |
|
| R3 |
124-137 |
124-073 |
123-192 |
|
| R2 |
123-267 |
123-267 |
123-175 |
|
| R1 |
123-203 |
123-203 |
123-157 |
123-235 |
| PP |
123-077 |
123-077 |
123-077 |
123-092 |
| S1 |
123-013 |
123-013 |
123-123 |
123-045 |
| S2 |
122-207 |
122-207 |
123-105 |
|
| S3 |
122-017 |
122-143 |
123-088 |
|
| S4 |
121-147 |
121-273 |
123-036 |
|
|
| Weekly Pivots for week ending 15-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-067 |
127-163 |
124-117 |
|
| R3 |
126-167 |
125-263 |
123-288 |
|
| R2 |
124-267 |
124-267 |
123-239 |
|
| R1 |
124-043 |
124-043 |
123-190 |
124-155 |
| PP |
123-047 |
123-047 |
123-047 |
123-102 |
| S1 |
122-143 |
122-143 |
123-090 |
122-255 |
| S2 |
121-147 |
121-147 |
123-041 |
|
| S3 |
119-247 |
120-243 |
122-312 |
|
| S4 |
118-027 |
119-023 |
122-163 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
123-270 |
122-050 |
1-220 |
1.4% |
0-222 |
0.6% |
76% |
False |
False |
868 |
| 10 |
123-270 |
120-120 |
3-150 |
2.8% |
0-225 |
0.6% |
88% |
False |
False |
1,322 |
| 20 |
123-270 |
120-120 |
3-150 |
2.8% |
0-178 |
0.5% |
88% |
False |
False |
1,166 |
| 40 |
123-270 |
120-030 |
3-240 |
3.0% |
0-103 |
0.3% |
89% |
False |
False |
586 |
| 60 |
123-270 |
117-130 |
6-140 |
5.2% |
0-069 |
0.2% |
94% |
False |
False |
391 |
| 80 |
123-270 |
115-280 |
7-310 |
6.5% |
0-052 |
0.1% |
95% |
False |
False |
293 |
| 100 |
123-270 |
115-210 |
8-060 |
6.6% |
0-041 |
0.1% |
95% |
False |
False |
235 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-308 |
|
2.618 |
124-317 |
|
1.618 |
124-127 |
|
1.000 |
124-010 |
|
0.618 |
123-257 |
|
HIGH |
123-140 |
|
0.618 |
123-067 |
|
0.500 |
123-045 |
|
0.382 |
123-023 |
|
LOW |
122-270 |
|
0.618 |
122-153 |
|
1.000 |
122-080 |
|
1.618 |
121-283 |
|
2.618 |
121-093 |
|
4.250 |
120-102 |
|
|
| Fisher Pivots for day following 15-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
123-108 |
123-110 |
| PP |
123-077 |
123-080 |
| S1 |
123-045 |
123-050 |
|