ECBOT 10 Year T-Note Future December 2010
| Trading Metrics calculated at close of trading on 21-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2010 |
21-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
122-060 |
122-100 |
0-040 |
0.1% |
120-310 |
| High |
122-170 |
122-260 |
0-090 |
0.2% |
122-160 |
| Low |
122-060 |
122-050 |
-0-010 |
0.0% |
120-170 |
| Close |
122-120 |
122-200 |
0-080 |
0.2% |
122-100 |
| Range |
0-110 |
0-210 |
0-100 |
90.9% |
1-310 |
| ATR |
0-166 |
0-169 |
0-003 |
1.9% |
0-000 |
| Volume |
738 |
1,710 |
972 |
131.7% |
2,606 |
|
| Daily Pivots for day following 21-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-160 |
124-070 |
122-316 |
|
| R3 |
123-270 |
123-180 |
122-258 |
|
| R2 |
123-060 |
123-060 |
122-238 |
|
| R1 |
122-290 |
122-290 |
122-219 |
123-015 |
| PP |
122-170 |
122-170 |
122-170 |
122-192 |
| S1 |
122-080 |
122-080 |
122-181 |
122-125 |
| S2 |
121-280 |
121-280 |
122-162 |
|
| S3 |
121-070 |
121-190 |
122-142 |
|
| S4 |
120-180 |
120-300 |
122-084 |
|
|
| Weekly Pivots for week ending 16-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-220 |
126-310 |
123-126 |
|
| R3 |
125-230 |
125-000 |
122-273 |
|
| R2 |
123-240 |
123-240 |
122-216 |
|
| R1 |
123-010 |
123-010 |
122-158 |
123-125 |
| PP |
121-250 |
121-250 |
121-250 |
121-308 |
| S1 |
121-020 |
121-020 |
122-042 |
121-135 |
| S2 |
119-260 |
119-260 |
121-304 |
|
| S3 |
117-270 |
119-030 |
121-247 |
|
| S4 |
115-280 |
117-040 |
121-074 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122-260 |
121-140 |
1-120 |
1.1% |
0-164 |
0.4% |
86% |
True |
False |
1,336 |
| 10 |
122-260 |
120-170 |
2-090 |
1.9% |
0-160 |
0.4% |
92% |
True |
False |
790 |
| 20 |
122-260 |
119-250 |
3-010 |
2.5% |
0-156 |
0.4% |
94% |
True |
False |
529 |
| 40 |
122-260 |
117-140 |
5-120 |
4.4% |
0-103 |
0.3% |
97% |
True |
False |
280 |
| 60 |
122-260 |
114-090 |
8-170 |
7.0% |
0-088 |
0.2% |
98% |
True |
False |
190 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-192 |
|
2.618 |
124-170 |
|
1.618 |
123-280 |
|
1.000 |
123-150 |
|
0.618 |
123-070 |
|
HIGH |
122-260 |
|
0.618 |
122-180 |
|
0.500 |
122-155 |
|
0.382 |
122-130 |
|
LOW |
122-050 |
|
0.618 |
121-240 |
|
1.000 |
121-160 |
|
1.618 |
121-030 |
|
2.618 |
120-140 |
|
4.250 |
119-118 |
|
|
| Fisher Pivots for day following 21-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
122-185 |
122-183 |
| PP |
122-170 |
122-167 |
| S1 |
122-155 |
122-150 |
|