ECBOT 10 Year T-Note Future December 2010
| Trading Metrics calculated at close of trading on 08-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2010 |
08-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
121-250 |
121-120 |
-0-130 |
-0.3% |
120-240 |
| High |
121-270 |
121-120 |
-0-150 |
-0.4% |
122-020 |
| Low |
121-150 |
120-310 |
-0-160 |
-0.4% |
120-220 |
| Close |
121-160 |
121-070 |
-0-090 |
-0.2% |
121-120 |
| Range |
0-120 |
0-130 |
0-010 |
8.3% |
1-120 |
| ATR |
0-164 |
0-164 |
0-000 |
0.3% |
0-000 |
| Volume |
142 |
181 |
39 |
27.5% |
1,873 |
|
| Daily Pivots for day following 08-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-130 |
122-070 |
121-142 |
|
| R3 |
122-000 |
121-260 |
121-106 |
|
| R2 |
121-190 |
121-190 |
121-094 |
|
| R1 |
121-130 |
121-130 |
121-082 |
121-095 |
| PP |
121-060 |
121-060 |
121-060 |
121-042 |
| S1 |
121-000 |
121-000 |
121-058 |
120-285 |
| S2 |
120-250 |
120-250 |
121-046 |
|
| S3 |
120-120 |
120-190 |
121-034 |
|
| S4 |
119-310 |
120-060 |
120-318 |
|
|
| Weekly Pivots for week ending 02-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-160 |
124-260 |
122-042 |
|
| R3 |
124-040 |
123-140 |
121-241 |
|
| R2 |
122-240 |
122-240 |
121-201 |
|
| R1 |
122-020 |
122-020 |
121-160 |
122-130 |
| PP |
121-120 |
121-120 |
121-120 |
121-175 |
| S1 |
120-220 |
120-220 |
121-080 |
121-010 |
| S2 |
120-000 |
120-000 |
121-039 |
|
| S3 |
118-200 |
119-100 |
120-319 |
|
| S4 |
117-080 |
117-300 |
120-198 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122-020 |
120-310 |
1-030 |
0.9% |
0-148 |
0.4% |
23% |
False |
True |
472 |
| 10 |
122-020 |
120-050 |
1-290 |
1.6% |
0-148 |
0.4% |
56% |
False |
False |
282 |
| 20 |
122-020 |
118-220 |
3-120 |
2.8% |
0-100 |
0.3% |
75% |
False |
False |
154 |
| 40 |
122-020 |
116-070 |
5-270 |
4.8% |
0-070 |
0.2% |
86% |
False |
False |
90 |
| 60 |
122-020 |
113-050 |
8-290 |
7.3% |
0-063 |
0.2% |
91% |
False |
False |
61 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-032 |
|
2.618 |
122-140 |
|
1.618 |
122-010 |
|
1.000 |
121-250 |
|
0.618 |
121-200 |
|
HIGH |
121-120 |
|
0.618 |
121-070 |
|
0.500 |
121-055 |
|
0.382 |
121-040 |
|
LOW |
120-310 |
|
0.618 |
120-230 |
|
1.000 |
120-180 |
|
1.618 |
120-100 |
|
2.618 |
119-290 |
|
4.250 |
119-078 |
|
|
| Fisher Pivots for day following 08-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
121-065 |
121-130 |
| PP |
121-060 |
121-110 |
| S1 |
121-055 |
121-090 |
|