ECBOT 10 Year T-Note Future September 2010
| Trading Metrics calculated at close of trading on 29-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2010 |
29-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
122-100 |
122-290 |
0-190 |
0.5% |
123-120 |
| High |
122-300 |
123-150 |
0-170 |
0.4% |
123-240 |
| Low |
122-075 |
122-245 |
0-170 |
0.4% |
122-205 |
| Close |
122-275 |
123-030 |
0-075 |
0.2% |
122-215 |
| Range |
0-225 |
0-225 |
0-000 |
0.0% |
1-035 |
| ATR |
0-219 |
0-219 |
0-000 |
0.2% |
0-000 |
| Volume |
998,211 |
1,060,425 |
62,214 |
6.2% |
5,036,146 |
|
| Daily Pivots for day following 29-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-070 |
124-275 |
123-154 |
|
| R3 |
124-165 |
124-050 |
123-092 |
|
| R2 |
123-260 |
123-260 |
123-071 |
|
| R1 |
123-145 |
123-145 |
123-051 |
123-202 |
| PP |
123-035 |
123-035 |
123-035 |
123-064 |
| S1 |
122-240 |
122-240 |
123-009 |
122-298 |
| S2 |
122-130 |
122-130 |
122-309 |
|
| S3 |
121-225 |
122-015 |
122-288 |
|
| S4 |
121-000 |
121-110 |
122-226 |
|
|
| Weekly Pivots for week ending 23-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-112 |
125-198 |
123-090 |
|
| R3 |
125-077 |
124-163 |
122-313 |
|
| R2 |
124-042 |
124-042 |
122-280 |
|
| R1 |
123-128 |
123-128 |
122-248 |
123-068 |
| PP |
123-007 |
123-007 |
123-007 |
122-296 |
| S1 |
122-093 |
122-093 |
122-182 |
122-032 |
| S2 |
121-292 |
121-292 |
122-150 |
|
| S3 |
120-257 |
121-058 |
122-117 |
|
| S4 |
119-222 |
120-023 |
122-020 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
123-150 |
122-065 |
1-085 |
1.0% |
0-201 |
0.5% |
70% |
True |
False |
990,409 |
| 10 |
123-240 |
122-065 |
1-175 |
1.3% |
0-210 |
0.5% |
58% |
False |
False |
1,046,710 |
| 20 |
123-240 |
121-145 |
2-095 |
1.9% |
0-209 |
0.5% |
71% |
False |
False |
1,045,097 |
| 40 |
123-240 |
118-260 |
4-300 |
4.0% |
0-226 |
0.6% |
87% |
False |
False |
1,046,430 |
| 60 |
123-240 |
116-260 |
6-300 |
5.6% |
0-262 |
0.7% |
91% |
False |
False |
795,526 |
| 80 |
123-240 |
113-300 |
9-260 |
8.0% |
0-236 |
0.6% |
93% |
False |
False |
596,987 |
| 100 |
123-240 |
113-150 |
10-090 |
8.4% |
0-201 |
0.5% |
94% |
False |
False |
477,772 |
| 120 |
123-240 |
113-150 |
10-090 |
8.4% |
0-168 |
0.4% |
94% |
False |
False |
398,144 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-146 |
|
2.618 |
125-099 |
|
1.618 |
124-194 |
|
1.000 |
124-055 |
|
0.618 |
123-289 |
|
HIGH |
123-150 |
|
0.618 |
123-064 |
|
0.500 |
123-038 |
|
0.382 |
123-011 |
|
LOW |
122-245 |
|
0.618 |
122-106 |
|
1.000 |
122-020 |
|
1.618 |
121-201 |
|
2.618 |
120-296 |
|
4.250 |
119-249 |
|
|
| Fisher Pivots for day following 29-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
123-038 |
123-002 |
| PP |
123-035 |
122-295 |
| S1 |
123-032 |
122-268 |
|