ECBOT 10 Year T-Note Future September 2012
| Trading Metrics calculated at close of trading on 18-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2012 |
18-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
134-230 |
134-170 |
-0-060 |
-0.1% |
134-115 |
| High |
134-275 |
134-260 |
-0-015 |
0.0% |
134-295 |
| Low |
134-155 |
134-145 |
-0-010 |
0.0% |
134-105 |
| Close |
134-175 |
134-240 |
0-065 |
0.2% |
134-175 |
| Range |
0-120 |
0-115 |
-0-005 |
-4.2% |
0-190 |
| ATR |
0-170 |
0-166 |
-0-004 |
-2.3% |
0-000 |
| Volume |
680,058 |
542,739 |
-137,319 |
-20.2% |
3,330,471 |
|
| Daily Pivots for day following 18-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-240 |
135-195 |
134-303 |
|
| R3 |
135-125 |
135-080 |
134-272 |
|
| R2 |
135-010 |
135-010 |
134-261 |
|
| R1 |
134-285 |
134-285 |
134-251 |
134-308 |
| PP |
134-215 |
134-215 |
134-215 |
134-226 |
| S1 |
134-170 |
134-170 |
134-229 |
134-192 |
| S2 |
134-100 |
134-100 |
134-219 |
|
| S3 |
133-305 |
134-055 |
134-208 |
|
| S4 |
133-190 |
133-260 |
134-177 |
|
|
| 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% |
0-126 |
0.3% |
60% |
False |
False |
621,347 |
| 10 |
135-005 |
133-190 |
1-135 |
1.1% |
0-130 |
0.3% |
81% |
False |
False |
592,469 |
| 20 |
135-005 |
132-290 |
2-035 |
1.6% |
0-161 |
0.4% |
87% |
False |
False |
715,244 |
| 40 |
135-005 |
132-030 |
2-295 |
2.2% |
0-199 |
0.5% |
91% |
False |
False |
850,448 |
| 60 |
135-005 |
130-050 |
4-275 |
3.6% |
0-179 |
0.4% |
95% |
False |
False |
569,807 |
| 80 |
135-005 |
127-210 |
7-115 |
5.5% |
0-152 |
0.4% |
96% |
False |
False |
427,627 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
136-109 |
|
2.618 |
135-241 |
|
1.618 |
135-126 |
|
1.000 |
135-055 |
|
0.618 |
135-011 |
|
HIGH |
134-260 |
|
0.618 |
134-216 |
|
0.500 |
134-202 |
|
0.382 |
134-189 |
|
LOW |
134-145 |
|
0.618 |
134-074 |
|
1.000 |
134-030 |
|
1.618 |
133-279 |
|
2.618 |
133-164 |
|
4.250 |
132-296 |
|
|
| Fisher Pivots for day following 18-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
134-228 |
134-238 |
| PP |
134-215 |
134-237 |
| S1 |
134-202 |
134-235 |
|