ECBOT 10 Year T-Note Future December 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 |
122-140 |
122-060 |
-0-080 |
-0.2% |
120-310 |
| High |
122-150 |
122-170 |
0-020 |
0.1% |
122-160 |
| Low |
122-040 |
122-060 |
0-020 |
0.1% |
120-170 |
| Close |
122-050 |
122-120 |
0-070 |
0.2% |
122-100 |
| Range |
0-110 |
0-110 |
0-000 |
0.0% |
1-310 |
| ATR |
0-170 |
0-166 |
-0-004 |
-2.1% |
0-000 |
| Volume |
2,504 |
738 |
-1,766 |
-70.5% |
2,606 |
|
| Daily Pivots for day following 20-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-127 |
123-073 |
122-180 |
|
| R3 |
123-017 |
122-283 |
122-150 |
|
| R2 |
122-227 |
122-227 |
122-140 |
|
| R1 |
122-173 |
122-173 |
122-130 |
122-200 |
| PP |
122-117 |
122-117 |
122-117 |
122-130 |
| S1 |
122-063 |
122-063 |
122-110 |
122-090 |
| S2 |
122-007 |
122-007 |
122-100 |
|
| S3 |
121-217 |
121-273 |
122-090 |
|
| S4 |
121-107 |
121-163 |
122-060 |
|
|
| Weekly Pivots for week ending 16-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-220 |
126-310 |
123-126 |
|
| R3 |
125-230 |
125-000 |
122-273 |
|
| R2 |
123-240 |
123-240 |
122-216 |
|
| R1 |
123-010 |
123-010 |
122-158 |
123-125 |
| PP |
121-250 |
121-250 |
121-250 |
121-308 |
| S1 |
121-020 |
121-020 |
122-042 |
121-135 |
| S2 |
119-260 |
119-260 |
121-304 |
|
| S3 |
117-270 |
119-030 |
121-247 |
|
| S4 |
115-280 |
117-040 |
121-074 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122-170 |
120-170 |
2-000 |
1.6% |
0-176 |
0.4% |
92% |
True |
False |
1,031 |
| 10 |
122-170 |
120-170 |
2-000 |
1.6% |
0-151 |
0.4% |
92% |
True |
False |
633 |
| 20 |
122-170 |
119-090 |
3-080 |
2.7% |
0-156 |
0.4% |
95% |
True |
False |
445 |
| 40 |
122-170 |
117-140 |
5-030 |
4.2% |
0-098 |
0.3% |
97% |
True |
False |
238 |
| 60 |
122-170 |
113-260 |
8-230 |
7.1% |
0-084 |
0.2% |
98% |
True |
False |
161 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-318 |
|
2.618 |
123-138 |
|
1.618 |
123-028 |
|
1.000 |
122-280 |
|
0.618 |
122-238 |
|
HIGH |
122-170 |
|
0.618 |
122-128 |
|
0.500 |
122-115 |
|
0.382 |
122-102 |
|
LOW |
122-060 |
|
0.618 |
121-312 |
|
1.000 |
121-270 |
|
1.618 |
121-202 |
|
2.618 |
121-092 |
|
4.250 |
120-232 |
|
|
| Fisher Pivots for day following 20-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
122-118 |
122-095 |
| PP |
122-117 |
122-070 |
| S1 |
122-115 |
122-045 |
|