ECBOT 10 Year T-Note Future September 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 |
123-030 |
123-030 |
0-000 |
0.0% |
121-300 |
| High |
123-175 |
123-240 |
0-065 |
0.2% |
123-135 |
| Low |
122-295 |
123-000 |
0-025 |
0.1% |
121-145 |
| Close |
123-075 |
123-160 |
0-085 |
0.2% |
123-065 |
| Range |
0-200 |
0-240 |
0-040 |
20.0% |
1-310 |
| ATR |
0-226 |
0-227 |
0-001 |
0.4% |
0-000 |
| Volume |
707,638 |
1,067,189 |
359,551 |
50.8% |
5,296,217 |
|
| Daily Pivots for day following 21-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-213 |
125-107 |
123-292 |
|
| R3 |
124-293 |
124-187 |
123-226 |
|
| R2 |
124-053 |
124-053 |
123-204 |
|
| R1 |
123-267 |
123-267 |
123-182 |
124-000 |
| PP |
123-133 |
123-133 |
123-133 |
123-160 |
| S1 |
123-027 |
123-027 |
123-138 |
123-080 |
| S2 |
122-213 |
122-213 |
123-116 |
|
| S3 |
121-293 |
122-107 |
123-094 |
|
| S4 |
121-053 |
121-187 |
123-028 |
|
|
| 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 |
123-240 |
121-300 |
1-260 |
1.5% |
0-237 |
0.6% |
86% |
True |
False |
1,130,663 |
| 10 |
123-240 |
121-145 |
2-095 |
1.9% |
0-218 |
0.6% |
89% |
True |
False |
1,021,199 |
| 20 |
123-240 |
120-245 |
2-315 |
2.4% |
0-212 |
0.5% |
92% |
True |
False |
1,072,943 |
| 40 |
123-240 |
118-260 |
4-300 |
4.0% |
0-241 |
0.6% |
95% |
True |
False |
1,025,197 |
| 60 |
123-240 |
115-110 |
8-130 |
6.8% |
0-263 |
0.7% |
97% |
True |
False |
693,693 |
| 80 |
123-240 |
113-150 |
10-090 |
8.3% |
0-228 |
0.6% |
98% |
True |
False |
520,511 |
| 100 |
123-240 |
113-150 |
10-090 |
8.3% |
0-190 |
0.5% |
98% |
True |
False |
416,540 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-300 |
|
2.618 |
125-228 |
|
1.618 |
124-308 |
|
1.000 |
124-160 |
|
0.618 |
124-068 |
|
HIGH |
123-240 |
|
0.618 |
123-148 |
|
0.500 |
123-120 |
|
0.382 |
123-092 |
|
LOW |
123-000 |
|
0.618 |
122-172 |
|
1.000 |
122-080 |
|
1.618 |
121-252 |
|
2.618 |
121-012 |
|
4.250 |
119-260 |
|
|
| Fisher Pivots for day following 21-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
123-147 |
123-142 |
| PP |
123-133 |
123-125 |
| S1 |
123-120 |
123-108 |
|