ECBOT 10 Year T-Note Future September 2010
| Trading Metrics calculated at close of trading on 13-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2010 |
13-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
121-300 |
122-000 |
0-020 |
0.1% |
122-115 |
| High |
122-110 |
122-110 |
0-000 |
0.0% |
122-275 |
| Low |
121-285 |
121-165 |
-0-120 |
-0.3% |
121-265 |
| Close |
122-035 |
121-210 |
-0-145 |
-0.4% |
121-295 |
| Range |
0-145 |
0-265 |
0-120 |
82.8% |
1-010 |
| ATR |
0-217 |
0-220 |
0-003 |
1.6% |
0-000 |
| Volume |
674,825 |
797,657 |
122,832 |
18.2% |
4,110,467 |
|
| Daily Pivots for day following 13-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-103 |
123-262 |
122-036 |
|
| R3 |
123-158 |
122-317 |
121-283 |
|
| R2 |
122-213 |
122-213 |
121-259 |
|
| R1 |
122-052 |
122-052 |
121-234 |
122-000 |
| PP |
121-268 |
121-268 |
121-268 |
121-242 |
| S1 |
121-107 |
121-107 |
121-186 |
121-055 |
| S2 |
121-003 |
121-003 |
121-161 |
|
| S3 |
120-058 |
120-162 |
121-137 |
|
| S4 |
119-113 |
119-217 |
121-064 |
|
|
| Weekly Pivots for week ending 09-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-095 |
124-205 |
122-156 |
|
| R3 |
124-085 |
123-195 |
122-066 |
|
| R2 |
123-075 |
123-075 |
122-036 |
|
| R1 |
122-185 |
122-185 |
122-005 |
122-125 |
| PP |
122-065 |
122-065 |
122-065 |
122-035 |
| S1 |
121-175 |
121-175 |
121-265 |
121-115 |
| S2 |
121-055 |
121-055 |
121-234 |
|
| S3 |
120-045 |
120-165 |
121-204 |
|
| S4 |
119-035 |
119-155 |
121-114 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122-275 |
121-165 |
1-110 |
1.1% |
0-177 |
0.5% |
10% |
False |
True |
885,112 |
| 10 |
123-010 |
121-165 |
1-165 |
1.2% |
0-187 |
0.5% |
9% |
False |
True |
1,026,823 |
| 20 |
123-010 |
119-240 |
3-090 |
2.7% |
0-208 |
0.5% |
58% |
False |
False |
1,006,642 |
| 40 |
123-010 |
118-080 |
4-250 |
3.9% |
0-250 |
0.6% |
71% |
False |
False |
869,100 |
| 60 |
123-010 |
115-000 |
8-010 |
6.6% |
0-253 |
0.7% |
83% |
False |
False |
581,591 |
| 80 |
123-010 |
113-150 |
9-180 |
7.9% |
0-216 |
0.6% |
86% |
False |
False |
436,447 |
| 100 |
123-010 |
113-150 |
9-180 |
7.9% |
0-175 |
0.4% |
86% |
False |
False |
349,182 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-276 |
|
2.618 |
124-164 |
|
1.618 |
123-219 |
|
1.000 |
123-055 |
|
0.618 |
122-274 |
|
HIGH |
122-110 |
|
0.618 |
122-009 |
|
0.500 |
121-298 |
|
0.382 |
121-266 |
|
LOW |
121-165 |
|
0.618 |
121-001 |
|
1.000 |
120-220 |
|
1.618 |
120-056 |
|
2.618 |
119-111 |
|
4.250 |
117-319 |
|
|
| Fisher Pivots for day following 13-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
121-298 |
121-298 |
| PP |
121-268 |
121-268 |
| S1 |
121-239 |
121-239 |
|