ECBOT 10 Year T-Note Future September 2010
| Trading Metrics calculated at close of trading on 20-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2010 |
20-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
123-120 |
123-030 |
-0-090 |
-0.2% |
121-300 |
| High |
123-135 |
123-175 |
0-040 |
0.1% |
123-135 |
| Low |
122-295 |
122-295 |
0-000 |
0.0% |
121-145 |
| Close |
123-010 |
123-075 |
0-065 |
0.2% |
123-065 |
| Range |
0-160 |
0-200 |
0-040 |
25.0% |
1-310 |
| ATR |
0-228 |
0-226 |
-0-002 |
-0.9% |
0-000 |
| Volume |
1,137,303 |
707,638 |
-429,665 |
-37.8% |
5,296,217 |
|
| Daily Pivots for day following 20-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-035 |
124-255 |
123-185 |
|
| R3 |
124-155 |
124-055 |
123-130 |
|
| R2 |
123-275 |
123-275 |
123-112 |
|
| R1 |
123-175 |
123-175 |
123-093 |
123-225 |
| PP |
123-075 |
123-075 |
123-075 |
123-100 |
| S1 |
122-295 |
122-295 |
123-057 |
123-025 |
| S2 |
122-195 |
122-195 |
123-038 |
|
| S3 |
121-315 |
122-095 |
123-020 |
|
| S4 |
121-115 |
121-215 |
122-285 |
|
|
| Weekly Pivots for week ending 16-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-192 |
127-278 |
124-092 |
|
| R3 |
126-202 |
125-288 |
123-238 |
|
| R2 |
124-212 |
124-212 |
123-180 |
|
| R1 |
123-298 |
123-298 |
123-123 |
124-095 |
| PP |
122-222 |
122-222 |
122-222 |
122-280 |
| S1 |
121-308 |
121-308 |
123-007 |
122-105 |
| S2 |
120-232 |
120-232 |
122-270 |
|
| S3 |
118-242 |
119-318 |
122-212 |
|
| S4 |
116-252 |
118-008 |
122-038 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
123-175 |
121-145 |
2-030 |
1.7% |
0-244 |
0.6% |
85% |
True |
False |
1,133,735 |
| 10 |
123-175 |
121-145 |
2-030 |
1.7% |
0-210 |
0.5% |
85% |
True |
False |
1,009,423 |
| 20 |
123-175 |
120-025 |
3-150 |
2.8% |
0-214 |
0.5% |
91% |
True |
False |
1,065,823 |
| 40 |
123-175 |
118-260 |
4-235 |
3.8% |
0-240 |
0.6% |
93% |
True |
False |
1,003,336 |
| 60 |
123-175 |
115-000 |
8-175 |
6.9% |
0-261 |
0.7% |
96% |
True |
False |
675,922 |
| 80 |
123-175 |
113-150 |
10-025 |
8.2% |
0-226 |
0.6% |
97% |
True |
False |
507,204 |
| 100 |
123-175 |
113-150 |
10-025 |
8.2% |
0-187 |
0.5% |
97% |
True |
False |
405,868 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-065 |
|
2.618 |
125-059 |
|
1.618 |
124-179 |
|
1.000 |
124-055 |
|
0.618 |
123-299 |
|
HIGH |
123-175 |
|
0.618 |
123-099 |
|
0.500 |
123-075 |
|
0.382 |
123-051 |
|
LOW |
122-295 |
|
0.618 |
122-171 |
|
1.000 |
122-095 |
|
1.618 |
121-291 |
|
2.618 |
121-091 |
|
4.250 |
120-085 |
|
|
| Fisher Pivots for day following 20-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
123-075 |
123-055 |
| PP |
123-075 |
123-035 |
| S1 |
123-075 |
123-015 |
|