ECBOT 10 Year T-Note Future December 2011
| Trading Metrics calculated at close of trading on 19-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2011 |
19-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
123-140 |
123-140 |
0-000 |
0.0% |
122-050 |
| High |
123-210 |
123-220 |
0-010 |
0.0% |
123-270 |
| Low |
123-110 |
123-010 |
-0-100 |
-0.3% |
122-050 |
| Close |
123-160 |
123-160 |
0-000 |
0.0% |
123-140 |
| Range |
0-100 |
0-210 |
0-110 |
110.0% |
1-220 |
| ATR |
0-195 |
0-196 |
0-001 |
0.6% |
0-000 |
| Volume |
1,860 |
85 |
-1,775 |
-95.4% |
4,340 |
|
| Daily Pivots for day following 19-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-120 |
125-030 |
123-276 |
|
| R3 |
124-230 |
124-140 |
123-218 |
|
| R2 |
124-020 |
124-020 |
123-198 |
|
| R1 |
123-250 |
123-250 |
123-179 |
123-295 |
| PP |
123-130 |
123-130 |
123-130 |
123-152 |
| S1 |
123-040 |
123-040 |
123-141 |
123-085 |
| S2 |
122-240 |
122-240 |
123-122 |
|
| S3 |
122-030 |
122-150 |
123-102 |
|
| S4 |
121-140 |
121-260 |
123-044 |
|
|
| 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 |
123-220 |
122-270 |
0-270 |
0.7% |
0-168 |
0.4% |
78% |
True |
False |
940 |
| 10 |
123-270 |
120-250 |
3-020 |
2.5% |
0-217 |
0.5% |
89% |
False |
False |
1,106 |
| 20 |
123-270 |
120-120 |
3-150 |
2.8% |
0-190 |
0.5% |
90% |
False |
False |
1,238 |
| 40 |
123-270 |
120-030 |
3-240 |
3.0% |
0-111 |
0.3% |
91% |
False |
False |
634 |
| 60 |
123-270 |
117-270 |
6-000 |
4.9% |
0-074 |
0.2% |
94% |
False |
False |
423 |
| 80 |
123-270 |
115-280 |
7-310 |
6.5% |
0-056 |
0.1% |
96% |
False |
False |
318 |
| 100 |
123-270 |
115-210 |
8-060 |
6.6% |
0-044 |
0.1% |
96% |
False |
False |
255 |
| 120 |
123-270 |
114-050 |
9-220 |
7.8% |
0-037 |
0.1% |
96% |
False |
False |
212 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-152 |
|
2.618 |
125-130 |
|
1.618 |
124-240 |
|
1.000 |
124-110 |
|
0.618 |
124-030 |
|
HIGH |
123-220 |
|
0.618 |
123-140 |
|
0.500 |
123-115 |
|
0.382 |
123-090 |
|
LOW |
123-010 |
|
0.618 |
122-200 |
|
1.000 |
122-120 |
|
1.618 |
121-310 |
|
2.618 |
121-100 |
|
4.250 |
120-078 |
|
|
| Fisher Pivots for day following 19-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
123-145 |
123-135 |
| PP |
123-130 |
123-110 |
| S1 |
123-115 |
123-085 |
|