ECBOT 10 Year T-Note Future December 2010
| Trading Metrics calculated at close of trading on 23-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2010 |
23-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
122-220 |
122-090 |
-0-130 |
-0.3% |
122-140 |
| High |
122-250 |
122-110 |
-0-140 |
-0.4% |
122-260 |
| Low |
122-070 |
121-270 |
-0-120 |
-0.3% |
121-270 |
| Close |
122-100 |
121-260 |
-0-160 |
-0.4% |
121-260 |
| Range |
0-180 |
0-160 |
-0-020 |
-11.1% |
0-310 |
| ATR |
0-170 |
0-169 |
-0-001 |
-0.4% |
0-000 |
| Volume |
3,855 |
2,126 |
-1,729 |
-44.9% |
10,933 |
|
| Daily Pivots for day following 23-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-160 |
123-050 |
122-028 |
|
| R3 |
123-000 |
122-210 |
121-304 |
|
| R2 |
122-160 |
122-160 |
121-289 |
|
| R1 |
122-050 |
122-050 |
121-275 |
122-025 |
| PP |
122-000 |
122-000 |
122-000 |
121-308 |
| S1 |
121-210 |
121-210 |
121-245 |
121-185 |
| S2 |
121-160 |
121-160 |
121-231 |
|
| S3 |
121-000 |
121-050 |
121-216 |
|
| S4 |
120-160 |
120-210 |
121-172 |
|
|
| Weekly Pivots for week ending 23-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-020 |
124-130 |
122-110 |
|
| R3 |
124-030 |
123-140 |
122-025 |
|
| R2 |
123-040 |
123-040 |
121-317 |
|
| R1 |
122-150 |
122-150 |
121-288 |
122-100 |
| PP |
122-050 |
122-050 |
122-050 |
122-025 |
| S1 |
121-160 |
121-160 |
121-232 |
121-110 |
| S2 |
121-060 |
121-060 |
121-203 |
|
| S3 |
120-070 |
120-170 |
121-175 |
|
| S4 |
119-080 |
119-180 |
121-090 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122-260 |
121-270 |
0-310 |
0.8% |
0-154 |
0.4% |
-3% |
False |
True |
2,186 |
| 10 |
122-260 |
120-170 |
2-090 |
1.9% |
0-175 |
0.4% |
56% |
False |
False |
1,353 |
| 20 |
122-260 |
120-050 |
2-210 |
2.2% |
0-158 |
0.4% |
62% |
False |
False |
822 |
| 40 |
122-260 |
117-140 |
5-120 |
4.4% |
0-104 |
0.3% |
81% |
False |
False |
427 |
| 60 |
122-260 |
114-240 |
8-020 |
6.6% |
0-093 |
0.2% |
88% |
False |
False |
289 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-150 |
|
2.618 |
123-209 |
|
1.618 |
123-049 |
|
1.000 |
122-270 |
|
0.618 |
122-209 |
|
HIGH |
122-110 |
|
0.618 |
122-049 |
|
0.500 |
122-030 |
|
0.382 |
122-011 |
|
LOW |
121-270 |
|
0.618 |
121-171 |
|
1.000 |
121-110 |
|
1.618 |
121-011 |
|
2.618 |
120-171 |
|
4.250 |
119-230 |
|
|
| Fisher Pivots for day following 23-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
122-030 |
122-105 |
| PP |
122-000 |
122-050 |
| S1 |
121-290 |
121-315 |
|