ECBOT 10 Year T-Note Future December 2010
| Trading Metrics calculated at close of trading on 28-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2010 |
28-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
121-280 |
121-190 |
-0-090 |
-0.2% |
122-140 |
| High |
121-280 |
121-310 |
0-030 |
0.1% |
122-260 |
| Low |
121-110 |
121-120 |
0-010 |
0.0% |
121-270 |
| Close |
121-140 |
121-300 |
0-160 |
0.4% |
121-260 |
| Range |
0-170 |
0-190 |
0-020 |
11.8% |
0-310 |
| ATR |
0-166 |
0-168 |
0-002 |
1.0% |
0-000 |
| Volume |
718 |
1,026 |
308 |
42.9% |
10,933 |
|
| Daily Pivots for day following 28-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-173 |
123-107 |
122-084 |
|
| R3 |
122-303 |
122-237 |
122-032 |
|
| R2 |
122-113 |
122-113 |
122-015 |
|
| R1 |
122-047 |
122-047 |
121-317 |
122-080 |
| PP |
121-243 |
121-243 |
121-243 |
121-260 |
| S1 |
121-177 |
121-177 |
121-283 |
121-210 |
| S2 |
121-053 |
121-053 |
121-265 |
|
| S3 |
120-183 |
120-307 |
121-248 |
|
| S4 |
119-313 |
120-117 |
121-196 |
|
|
| 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 |
122-250 |
121-110 |
1-140 |
1.2% |
0-164 |
0.4% |
41% |
False |
False |
1,656 |
| 10 |
122-260 |
121-110 |
1-150 |
1.2% |
0-164 |
0.4% |
40% |
False |
False |
1,496 |
| 20 |
122-260 |
120-170 |
2-090 |
1.9% |
0-158 |
0.4% |
62% |
False |
False |
923 |
| 40 |
122-260 |
118-100 |
4-160 |
3.7% |
0-115 |
0.3% |
81% |
False |
False |
482 |
| 60 |
122-260 |
115-090 |
7-170 |
6.2% |
0-101 |
0.3% |
88% |
False |
False |
328 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-158 |
|
2.618 |
123-167 |
|
1.618 |
122-297 |
|
1.000 |
122-180 |
|
0.618 |
122-107 |
|
HIGH |
121-310 |
|
0.618 |
121-237 |
|
0.500 |
121-215 |
|
0.382 |
121-193 |
|
LOW |
121-120 |
|
0.618 |
121-003 |
|
1.000 |
120-250 |
|
1.618 |
120-133 |
|
2.618 |
119-263 |
|
4.250 |
118-272 |
|
|
| Fisher Pivots for day following 28-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
121-272 |
121-270 |
| PP |
121-243 |
121-240 |
| S1 |
121-215 |
121-210 |
|