ECBOT 10 Year T-Note Future March 2011
| Trading Metrics calculated at close of trading on 14-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2010 |
14-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
119-060 |
120-020 |
0-280 |
0.7% |
120-060 |
| High |
119-060 |
120-020 |
0-280 |
0.7% |
120-060 |
| Low |
119-060 |
120-020 |
0-280 |
0.7% |
119-120 |
| Close |
119-060 |
119-280 |
0-220 |
0.6% |
119-120 |
| Range |
|
|
|
|
|
| ATR |
|
|
|
|
|
| Volume |
18 |
18 |
0 |
0.0% |
40 |
|
| Daily Pivots for day following 14-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-000 |
119-300 |
119-280 |
|
| R3 |
120-000 |
119-300 |
119-280 |
|
| R2 |
120-000 |
120-000 |
119-280 |
|
| R1 |
119-300 |
119-300 |
119-280 |
119-310 |
| PP |
120-000 |
120-000 |
120-000 |
120-005 |
| S1 |
119-300 |
119-300 |
119-280 |
119-310 |
| S2 |
120-000 |
120-000 |
119-280 |
|
| S3 |
120-000 |
119-300 |
119-280 |
|
| S4 |
120-000 |
119-300 |
119-280 |
|
|
| Weekly Pivots for week ending 09-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-027 |
121-173 |
119-263 |
|
| R3 |
121-087 |
120-233 |
119-192 |
|
| R2 |
120-147 |
120-147 |
119-168 |
|
| R1 |
119-293 |
119-293 |
119-144 |
119-250 |
| PP |
119-207 |
119-207 |
119-207 |
119-185 |
| S1 |
119-033 |
119-033 |
119-096 |
118-310 |
| S2 |
118-267 |
118-267 |
119-072 |
|
| S3 |
118-007 |
118-093 |
119-048 |
|
| S4 |
117-067 |
117-153 |
118-297 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-020 |
|
2.618 |
120-020 |
|
1.618 |
120-020 |
|
1.000 |
120-020 |
|
0.618 |
120-020 |
|
HIGH |
120-020 |
|
0.618 |
120-020 |
|
0.500 |
120-020 |
|
0.382 |
120-020 |
|
LOW |
120-020 |
|
0.618 |
120-020 |
|
1.000 |
120-020 |
|
1.618 |
120-020 |
|
2.618 |
120-020 |
|
4.250 |
120-020 |
|
|
| Fisher Pivots for day following 14-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
120-020 |
119-253 |
| PP |
120-000 |
119-227 |
| S1 |
119-300 |
119-200 |
|