ECBOT 10 Year T-Note Future September 2012
| Trading Metrics calculated at close of trading on 10-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2012 |
10-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
134-115 |
134-155 |
0-040 |
0.1% |
133-145 |
| High |
134-200 |
134-205 |
0-005 |
0.0% |
134-135 |
| Low |
134-105 |
134-110 |
0-005 |
0.0% |
133-095 |
| Close |
134-175 |
134-200 |
0-025 |
0.1% |
134-115 |
| Range |
0-095 |
0-095 |
0-000 |
0.0% |
1-040 |
| ATR |
0-194 |
0-187 |
-0-007 |
-3.6% |
0-000 |
| Volume |
555,719 |
593,931 |
38,212 |
6.9% |
1,710,597 |
|
| Daily Pivots for day following 10-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-137 |
135-103 |
134-252 |
|
| R3 |
135-042 |
135-008 |
134-226 |
|
| R2 |
134-267 |
134-267 |
134-217 |
|
| R1 |
134-233 |
134-233 |
134-209 |
134-250 |
| PP |
134-172 |
134-172 |
134-172 |
134-180 |
| S1 |
134-138 |
134-138 |
134-191 |
134-155 |
| S2 |
134-077 |
134-077 |
134-183 |
|
| S3 |
133-302 |
134-043 |
134-174 |
|
| S4 |
133-207 |
133-268 |
134-148 |
|
|
| Weekly Pivots for week ending 06-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137-128 |
137-002 |
134-313 |
|
| R3 |
136-088 |
135-282 |
134-214 |
|
| R2 |
135-048 |
135-048 |
134-181 |
|
| R1 |
134-242 |
134-242 |
134-148 |
134-305 |
| PP |
134-008 |
134-008 |
134-008 |
134-040 |
| S1 |
133-202 |
133-202 |
134-082 |
133-265 |
| S2 |
132-288 |
132-288 |
134-049 |
|
| S3 |
131-248 |
132-162 |
134-016 |
|
| S4 |
130-208 |
131-122 |
133-237 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
134-205 |
133-185 |
1-020 |
0.8% |
0-132 |
0.3% |
99% |
True |
False |
385,550 |
| 10 |
134-205 |
133-040 |
1-165 |
1.1% |
0-169 |
0.4% |
99% |
True |
False |
659,023 |
| 20 |
134-205 |
132-290 |
1-235 |
1.3% |
0-192 |
0.4% |
99% |
True |
False |
832,647 |
| 40 |
134-310 |
132-000 |
2-310 |
2.2% |
0-200 |
0.5% |
88% |
False |
False |
753,542 |
| 60 |
134-310 |
130-050 |
4-260 |
3.6% |
0-171 |
0.4% |
93% |
False |
False |
503,411 |
| 80 |
134-310 |
126-270 |
8-040 |
6.0% |
0-142 |
0.3% |
96% |
False |
False |
377,654 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
135-289 |
|
2.618 |
135-134 |
|
1.618 |
135-039 |
|
1.000 |
134-300 |
|
0.618 |
134-264 |
|
HIGH |
134-205 |
|
0.618 |
134-169 |
|
0.500 |
134-158 |
|
0.382 |
134-146 |
|
LOW |
134-110 |
|
0.618 |
134-051 |
|
1.000 |
134-015 |
|
1.618 |
133-276 |
|
2.618 |
133-181 |
|
4.250 |
133-026 |
|
|
| Fisher Pivots for day following 10-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
134-186 |
134-162 |
| PP |
134-172 |
134-125 |
| S1 |
134-158 |
134-088 |
|