ECBOT 10 Year T-Note Future December 2010
| Trading Metrics calculated at close of trading on 22-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2010 |
22-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
122-100 |
122-220 |
0-120 |
0.3% |
120-310 |
| High |
122-260 |
122-250 |
-0-010 |
0.0% |
122-160 |
| Low |
122-050 |
122-070 |
0-020 |
0.1% |
120-170 |
| Close |
122-200 |
122-100 |
-0-100 |
-0.3% |
122-100 |
| Range |
0-210 |
0-180 |
-0-030 |
-14.3% |
1-310 |
| ATR |
0-169 |
0-170 |
0-001 |
0.4% |
0-000 |
| Volume |
1,710 |
3,855 |
2,145 |
125.4% |
2,606 |
|
| Daily Pivots for day following 22-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-040 |
123-250 |
122-199 |
|
| R3 |
123-180 |
123-070 |
122-150 |
|
| R2 |
123-000 |
123-000 |
122-133 |
|
| R1 |
122-210 |
122-210 |
122-116 |
122-175 |
| PP |
122-140 |
122-140 |
122-140 |
122-122 |
| S1 |
122-030 |
122-030 |
122-084 |
121-315 |
| S2 |
121-280 |
121-280 |
122-067 |
|
| S3 |
121-100 |
121-170 |
122-050 |
|
| S4 |
120-240 |
120-310 |
122-001 |
|
|
| 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 |
122-260 |
121-240 |
1-020 |
0.9% |
0-170 |
0.4% |
53% |
False |
False |
1,877 |
| 10 |
122-260 |
120-170 |
2-090 |
1.9% |
0-165 |
0.4% |
78% |
False |
False |
1,157 |
| 20 |
122-260 |
120-050 |
2-210 |
2.2% |
0-156 |
0.4% |
81% |
False |
False |
720 |
| 40 |
122-260 |
117-140 |
5-120 |
4.4% |
0-100 |
0.3% |
91% |
False |
False |
377 |
| 60 |
122-260 |
114-090 |
8-170 |
7.0% |
0-090 |
0.2% |
94% |
False |
False |
254 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-055 |
|
2.618 |
124-081 |
|
1.618 |
123-221 |
|
1.000 |
123-110 |
|
0.618 |
123-041 |
|
HIGH |
122-250 |
|
0.618 |
122-181 |
|
0.500 |
122-160 |
|
0.382 |
122-139 |
|
LOW |
122-070 |
|
0.618 |
121-279 |
|
1.000 |
121-210 |
|
1.618 |
121-099 |
|
2.618 |
120-239 |
|
4.250 |
119-265 |
|
|
| Fisher Pivots for day following 22-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
122-160 |
122-155 |
| PP |
122-140 |
122-137 |
| S1 |
122-120 |
122-118 |
|