ECBOT 10 Year T-Note Future September 2012
| Trading Metrics calculated at close of trading on 24-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2012 |
24-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
134-310 |
135-050 |
0-060 |
0.1% |
134-190 |
| High |
135-120 |
135-125 |
0-005 |
0.0% |
135-005 |
| Low |
134-300 |
134-265 |
-0-035 |
-0.1% |
134-140 |
| Close |
135-020 |
135-085 |
0-065 |
0.2% |
134-290 |
| Range |
0-140 |
0-180 |
0-040 |
28.6% |
0-185 |
| ATR |
0-161 |
0-163 |
0-001 |
0.8% |
0-000 |
| Volume |
824,241 |
898,142 |
73,901 |
9.0% |
3,170,977 |
|
| Daily Pivots for day following 24-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136-272 |
136-198 |
135-184 |
|
| R3 |
136-092 |
136-018 |
135-134 |
|
| R2 |
135-232 |
135-232 |
135-118 |
|
| R1 |
135-158 |
135-158 |
135-102 |
135-195 |
| PP |
135-052 |
135-052 |
135-052 |
135-070 |
| S1 |
134-298 |
134-298 |
135-068 |
135-015 |
| S2 |
134-192 |
134-192 |
135-052 |
|
| S3 |
134-012 |
134-118 |
135-036 |
|
| S4 |
133-152 |
133-258 |
134-306 |
|
|
| Weekly Pivots for week ending 20-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136-167 |
136-093 |
135-072 |
|
| R3 |
135-302 |
135-228 |
135-021 |
|
| R2 |
135-117 |
135-117 |
135-004 |
|
| R1 |
135-043 |
135-043 |
134-307 |
135-080 |
| PP |
134-252 |
134-252 |
134-252 |
134-270 |
| S1 |
134-178 |
134-178 |
134-273 |
134-215 |
| S2 |
134-067 |
134-067 |
134-256 |
|
| S3 |
133-202 |
133-313 |
134-239 |
|
| S4 |
133-017 |
133-128 |
134-188 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
135-125 |
134-140 |
0-305 |
0.7% |
0-138 |
0.3% |
87% |
True |
False |
723,812 |
| 10 |
135-125 |
134-115 |
1-010 |
0.8% |
0-136 |
0.3% |
88% |
True |
False |
707,418 |
| 20 |
135-125 |
133-040 |
2-085 |
1.7% |
0-153 |
0.4% |
94% |
True |
False |
683,221 |
| 40 |
135-125 |
132-160 |
2-285 |
2.1% |
0-198 |
0.5% |
96% |
True |
False |
901,614 |
| 60 |
135-125 |
130-240 |
4-205 |
3.4% |
0-178 |
0.4% |
97% |
True |
False |
620,892 |
| 80 |
135-125 |
127-210 |
7-235 |
5.7% |
0-158 |
0.4% |
98% |
True |
False |
466,060 |
| 100 |
135-125 |
126-270 |
8-175 |
6.3% |
0-127 |
0.3% |
99% |
True |
False |
372,865 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
137-250 |
|
2.618 |
136-276 |
|
1.618 |
136-096 |
|
1.000 |
135-305 |
|
0.618 |
135-236 |
|
HIGH |
135-125 |
|
0.618 |
135-056 |
|
0.500 |
135-035 |
|
0.382 |
135-014 |
|
LOW |
134-265 |
|
0.618 |
134-154 |
|
1.000 |
134-085 |
|
1.618 |
133-294 |
|
2.618 |
133-114 |
|
4.250 |
132-140 |
|
|
| Fisher Pivots for day following 24-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
135-068 |
135-051 |
| PP |
135-052 |
135-017 |
| S1 |
135-035 |
134-302 |
|