ECBOT 10 Year T-Note Future December 2010
| Trading Metrics calculated at close of trading on 12-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2010 |
12-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
120-300 |
120-310 |
0-010 |
0.0% |
121-240 |
| High |
121-030 |
121-110 |
0-080 |
0.2% |
121-270 |
| Low |
120-290 |
120-310 |
0-020 |
0.1% |
120-290 |
| Close |
120-310 |
121-050 |
0-060 |
0.2% |
120-310 |
| Range |
0-060 |
0-120 |
0-060 |
100.0% |
0-300 |
| ATR |
0-160 |
0-157 |
-0-003 |
-1.8% |
0-000 |
| Volume |
163 |
594 |
431 |
264.4% |
843 |
|
| Daily Pivots for day following 12-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-090 |
122-030 |
121-116 |
|
| R3 |
121-290 |
121-230 |
121-083 |
|
| R2 |
121-170 |
121-170 |
121-072 |
|
| R1 |
121-110 |
121-110 |
121-061 |
121-140 |
| PP |
121-050 |
121-050 |
121-050 |
121-065 |
| S1 |
120-310 |
120-310 |
121-039 |
121-020 |
| S2 |
120-250 |
120-250 |
121-028 |
|
| S3 |
120-130 |
120-190 |
121-017 |
|
| S4 |
120-010 |
120-070 |
120-304 |
|
|
| Weekly Pivots for week ending 09-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-017 |
123-143 |
121-155 |
|
| R3 |
123-037 |
122-163 |
121-072 |
|
| R2 |
122-057 |
122-057 |
121-045 |
|
| R1 |
121-183 |
121-183 |
121-018 |
121-130 |
| PP |
121-077 |
121-077 |
121-077 |
121-050 |
| S1 |
120-203 |
120-203 |
120-282 |
120-150 |
| S2 |
120-097 |
120-097 |
120-255 |
|
| S3 |
119-117 |
119-223 |
120-228 |
|
| S4 |
118-137 |
118-243 |
120-145 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-270 |
120-290 |
0-300 |
0.8% |
0-116 |
0.3% |
27% |
False |
False |
287 |
| 10 |
122-020 |
120-220 |
1-120 |
1.1% |
0-138 |
0.4% |
34% |
False |
False |
331 |
| 20 |
122-020 |
118-220 |
3-120 |
2.8% |
0-108 |
0.3% |
73% |
False |
False |
192 |
| 40 |
122-020 |
117-090 |
4-250 |
3.9% |
0-074 |
0.2% |
81% |
False |
False |
108 |
| 60 |
122-020 |
113-050 |
8-290 |
7.4% |
0-066 |
0.2% |
90% |
False |
False |
74 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-300 |
|
2.618 |
122-104 |
|
1.618 |
121-304 |
|
1.000 |
121-230 |
|
0.618 |
121-184 |
|
HIGH |
121-110 |
|
0.618 |
121-064 |
|
0.500 |
121-050 |
|
0.382 |
121-036 |
|
LOW |
120-310 |
|
0.618 |
120-236 |
|
1.000 |
120-190 |
|
1.618 |
120-116 |
|
2.618 |
119-316 |
|
4.250 |
119-120 |
|
|
| Fisher Pivots for day following 12-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
121-050 |
121-048 |
| PP |
121-050 |
121-047 |
| S1 |
121-050 |
121-045 |
|