ECBOT 10 Year T-Note Future December 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 |
121-190 |
122-020 |
0-150 |
0.4% |
122-140 |
| High |
121-310 |
122-180 |
0-190 |
0.5% |
122-260 |
| Low |
121-120 |
121-280 |
0-160 |
0.4% |
121-270 |
| Close |
121-300 |
122-060 |
0-080 |
0.2% |
121-260 |
| Range |
0-190 |
0-220 |
0-030 |
15.8% |
0-310 |
| ATR |
0-168 |
0-172 |
0-004 |
2.2% |
0-000 |
| Volume |
1,026 |
2,725 |
1,699 |
165.6% |
10,933 |
|
| Daily Pivots for day following 29-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-087 |
123-293 |
122-181 |
|
| R3 |
123-187 |
123-073 |
122-120 |
|
| R2 |
122-287 |
122-287 |
122-100 |
|
| R1 |
122-173 |
122-173 |
122-080 |
122-230 |
| PP |
122-067 |
122-067 |
122-067 |
122-095 |
| S1 |
121-273 |
121-273 |
122-040 |
122-010 |
| S2 |
121-167 |
121-167 |
122-020 |
|
| S3 |
120-267 |
121-053 |
122-000 |
|
| S4 |
120-047 |
120-153 |
121-259 |
|
|
| 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 |
122-180 |
121-110 |
1-070 |
1.0% |
0-172 |
0.4% |
69% |
True |
False |
1,430 |
| 10 |
122-260 |
121-110 |
1-150 |
1.2% |
0-171 |
0.4% |
57% |
False |
False |
1,653 |
| 20 |
122-260 |
120-170 |
2-090 |
1.9% |
0-162 |
0.4% |
73% |
False |
False |
1,054 |
| 40 |
122-260 |
118-100 |
4-160 |
3.7% |
0-120 |
0.3% |
86% |
False |
False |
549 |
| 60 |
122-260 |
115-250 |
7-010 |
5.8% |
0-103 |
0.3% |
91% |
False |
False |
373 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-155 |
|
2.618 |
124-116 |
|
1.618 |
123-216 |
|
1.000 |
123-080 |
|
0.618 |
122-316 |
|
HIGH |
122-180 |
|
0.618 |
122-096 |
|
0.500 |
122-070 |
|
0.382 |
122-044 |
|
LOW |
121-280 |
|
0.618 |
121-144 |
|
1.000 |
121-060 |
|
1.618 |
120-244 |
|
2.618 |
120-024 |
|
4.250 |
118-305 |
|
|
| Fisher Pivots for day following 29-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
122-070 |
122-035 |
| PP |
122-067 |
122-010 |
| S1 |
122-063 |
121-305 |
|