ECBOT 10 Year T-Note Future December 2010
| Trading Metrics calculated at close of trading on 27-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2010 |
27-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
121-260 |
121-280 |
0-020 |
0.1% |
122-140 |
| High |
121-280 |
121-280 |
0-000 |
0.0% |
122-260 |
| Low |
121-160 |
121-110 |
-0-050 |
-0.1% |
121-270 |
| Close |
121-270 |
121-140 |
-0-130 |
-0.3% |
121-260 |
| Range |
0-120 |
0-170 |
0-050 |
41.7% |
0-310 |
| ATR |
0-166 |
0-166 |
0-000 |
0.2% |
0-000 |
| Volume |
555 |
718 |
163 |
29.4% |
10,933 |
|
| Daily Pivots for day following 27-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-047 |
122-263 |
121-234 |
|
| R3 |
122-197 |
122-093 |
121-187 |
|
| R2 |
122-027 |
122-027 |
121-171 |
|
| R1 |
121-243 |
121-243 |
121-156 |
121-210 |
| PP |
121-177 |
121-177 |
121-177 |
121-160 |
| S1 |
121-073 |
121-073 |
121-124 |
121-040 |
| S2 |
121-007 |
121-007 |
121-109 |
|
| S3 |
120-157 |
120-223 |
121-093 |
|
| S4 |
119-307 |
120-053 |
121-046 |
|
|
| Weekly Pivots for week ending 23-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-020 |
124-130 |
122-110 |
|
| R3 |
124-030 |
123-140 |
122-025 |
|
| R2 |
123-040 |
123-040 |
121-317 |
|
| R1 |
122-150 |
122-150 |
121-288 |
122-100 |
| PP |
122-050 |
122-050 |
122-050 |
122-025 |
| S1 |
121-160 |
121-160 |
121-232 |
121-110 |
| S2 |
121-060 |
121-060 |
121-203 |
|
| S3 |
120-070 |
120-170 |
121-175 |
|
| S4 |
119-080 |
119-180 |
121-090 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122-260 |
121-110 |
1-150 |
1.2% |
0-168 |
0.4% |
6% |
False |
True |
1,792 |
| 10 |
122-260 |
120-170 |
2-090 |
1.9% |
0-172 |
0.4% |
40% |
False |
False |
1,411 |
| 20 |
122-260 |
120-170 |
2-090 |
1.9% |
0-158 |
0.4% |
40% |
False |
False |
873 |
| 40 |
122-260 |
118-100 |
4-160 |
3.7% |
0-110 |
0.3% |
69% |
False |
False |
457 |
| 60 |
122-260 |
114-240 |
8-020 |
6.6% |
0-098 |
0.3% |
83% |
False |
False |
310 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-042 |
|
2.618 |
123-085 |
|
1.618 |
122-235 |
|
1.000 |
122-130 |
|
0.618 |
122-065 |
|
HIGH |
121-280 |
|
0.618 |
121-215 |
|
0.500 |
121-195 |
|
0.382 |
121-175 |
|
LOW |
121-110 |
|
0.618 |
121-005 |
|
1.000 |
120-260 |
|
1.618 |
120-155 |
|
2.618 |
119-305 |
|
4.250 |
119-028 |
|
|
| Fisher Pivots for day following 27-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
121-195 |
121-270 |
| PP |
121-177 |
121-227 |
| S1 |
121-158 |
121-183 |
|