ECBOT 10 Year T-Note Future September 2010
| Trading Metrics calculated at close of trading on 14-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2010 |
14-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
122-000 |
121-180 |
-0-140 |
-0.4% |
122-115 |
| High |
122-110 |
122-100 |
-0-010 |
0.0% |
122-275 |
| Low |
121-165 |
121-145 |
-0-020 |
-0.1% |
121-265 |
| Close |
121-210 |
122-075 |
0-185 |
0.5% |
121-295 |
| Range |
0-265 |
0-275 |
0-010 |
3.8% |
1-010 |
| ATR |
0-220 |
0-224 |
0-004 |
1.8% |
0-000 |
| Volume |
797,657 |
1,082,549 |
284,892 |
35.7% |
4,110,467 |
|
| Daily Pivots for day following 14-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-185 |
124-085 |
122-226 |
|
| R3 |
123-230 |
123-130 |
122-151 |
|
| R2 |
122-275 |
122-275 |
122-125 |
|
| R1 |
122-175 |
122-175 |
122-100 |
122-225 |
| PP |
122-000 |
122-000 |
122-000 |
122-025 |
| S1 |
121-220 |
121-220 |
122-050 |
121-270 |
| S2 |
121-045 |
121-045 |
122-025 |
|
| S3 |
120-090 |
120-265 |
121-319 |
|
| S4 |
119-135 |
119-310 |
121-244 |
|
|
| 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 |
122-150 |
121-145 |
1-005 |
0.8% |
0-199 |
0.5% |
77% |
False |
True |
911,735 |
| 10 |
123-010 |
121-145 |
1-185 |
1.3% |
0-196 |
0.5% |
50% |
False |
True |
1,048,406 |
| 20 |
123-010 |
119-240 |
3-090 |
2.7% |
0-209 |
0.5% |
76% |
False |
False |
1,017,862 |
| 40 |
123-010 |
118-080 |
4-250 |
3.9% |
0-250 |
0.6% |
83% |
False |
False |
895,588 |
| 60 |
123-010 |
115-000 |
8-010 |
6.6% |
0-255 |
0.7% |
90% |
False |
False |
599,612 |
| 80 |
123-010 |
113-150 |
9-180 |
7.8% |
0-220 |
0.6% |
92% |
False |
False |
449,976 |
| 100 |
123-010 |
113-150 |
9-180 |
7.8% |
0-178 |
0.5% |
92% |
False |
False |
360,007 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-309 |
|
2.618 |
124-180 |
|
1.618 |
123-225 |
|
1.000 |
123-055 |
|
0.618 |
122-270 |
|
HIGH |
122-100 |
|
0.618 |
121-315 |
|
0.500 |
121-282 |
|
0.382 |
121-250 |
|
LOW |
121-145 |
|
0.618 |
120-295 |
|
1.000 |
120-190 |
|
1.618 |
120-020 |
|
2.618 |
119-065 |
|
4.250 |
117-256 |
|
|
| Fisher Pivots for day following 14-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
122-038 |
122-039 |
| PP |
122-000 |
122-003 |
| S1 |
121-282 |
121-288 |
|