ECBOT 10 Year T-Note Future December 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 |
120-310 |
121-070 |
0-080 |
0.2% |
121-240 |
| High |
121-110 |
121-110 |
0-000 |
0.0% |
121-270 |
| Low |
120-310 |
120-230 |
-0-080 |
-0.2% |
120-290 |
| Close |
121-050 |
120-230 |
-0-140 |
-0.4% |
120-310 |
| Range |
0-120 |
0-200 |
0-080 |
66.7% |
0-300 |
| ATR |
0-157 |
0-160 |
0-003 |
2.0% |
0-000 |
| Volume |
594 |
99 |
-495 |
-83.3% |
843 |
|
| Daily Pivots for day following 13-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-257 |
122-123 |
121-020 |
|
| R3 |
122-057 |
121-243 |
120-285 |
|
| R2 |
121-177 |
121-177 |
120-267 |
|
| R1 |
121-043 |
121-043 |
120-248 |
121-010 |
| PP |
120-297 |
120-297 |
120-297 |
120-280 |
| S1 |
120-163 |
120-163 |
120-212 |
120-130 |
| S2 |
120-097 |
120-097 |
120-193 |
|
| S3 |
119-217 |
119-283 |
120-175 |
|
| S4 |
119-017 |
119-083 |
120-120 |
|
|
| 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 |
120-230 |
1-040 |
0.9% |
0-126 |
0.3% |
0% |
False |
True |
235 |
| 10 |
122-020 |
120-230 |
1-110 |
1.1% |
0-145 |
0.4% |
0% |
False |
True |
336 |
| 20 |
122-020 |
118-220 |
3-120 |
2.8% |
0-118 |
0.3% |
60% |
False |
False |
196 |
| 40 |
122-020 |
117-140 |
4-200 |
3.8% |
0-079 |
0.2% |
71% |
False |
False |
110 |
| 60 |
122-020 |
113-050 |
8-290 |
7.4% |
0-069 |
0.2% |
85% |
False |
False |
75 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-000 |
|
2.618 |
122-314 |
|
1.618 |
122-114 |
|
1.000 |
121-310 |
|
0.618 |
121-234 |
|
HIGH |
121-110 |
|
0.618 |
121-034 |
|
0.500 |
121-010 |
|
0.382 |
120-306 |
|
LOW |
120-230 |
|
0.618 |
120-106 |
|
1.000 |
120-030 |
|
1.618 |
119-226 |
|
2.618 |
119-026 |
|
4.250 |
118-020 |
|
|
| Fisher Pivots for day following 13-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
121-010 |
121-010 |
| PP |
120-297 |
120-297 |
| S1 |
120-263 |
120-263 |
|