ECBOT 10 Year T-Note Future December 2010
| Trading Metrics calculated at close of trading on 30-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2010 |
30-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
122-020 |
122-150 |
0-130 |
0.3% |
121-260 |
| High |
122-180 |
122-310 |
0-130 |
0.3% |
122-310 |
| Low |
121-280 |
122-140 |
0-180 |
0.5% |
121-110 |
| Close |
122-060 |
122-300 |
0-240 |
0.6% |
122-300 |
| Range |
0-220 |
0-170 |
-0-050 |
-22.7% |
1-200 |
| ATR |
0-172 |
0-177 |
0-006 |
3.3% |
0-000 |
| Volume |
2,725 |
1,888 |
-837 |
-30.7% |
6,912 |
|
| Daily Pivots for day following 30-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-120 |
124-060 |
123-074 |
|
| R3 |
123-270 |
123-210 |
123-027 |
|
| R2 |
123-100 |
123-100 |
123-011 |
|
| R1 |
123-040 |
123-040 |
122-316 |
123-070 |
| PP |
122-250 |
122-250 |
122-250 |
122-265 |
| S1 |
122-190 |
122-190 |
122-284 |
122-220 |
| S2 |
122-080 |
122-080 |
122-269 |
|
| S3 |
121-230 |
122-020 |
122-253 |
|
| S4 |
121-060 |
121-170 |
122-206 |
|
|
| Weekly Pivots for week ending 30-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-093 |
126-237 |
123-266 |
|
| R3 |
125-213 |
125-037 |
123-123 |
|
| R2 |
124-013 |
124-013 |
123-075 |
|
| R1 |
123-157 |
123-157 |
123-028 |
123-245 |
| PP |
122-133 |
122-133 |
122-133 |
122-178 |
| S1 |
121-277 |
121-277 |
122-252 |
122-045 |
| S2 |
120-253 |
120-253 |
122-205 |
|
| S3 |
119-053 |
120-077 |
122-157 |
|
| S4 |
117-173 |
118-197 |
122-014 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122-310 |
121-110 |
1-200 |
1.3% |
0-174 |
0.4% |
98% |
True |
False |
1,382 |
| 10 |
122-310 |
121-110 |
1-200 |
1.3% |
0-164 |
0.4% |
98% |
True |
False |
1,784 |
| 20 |
122-310 |
120-170 |
2-140 |
2.0% |
0-162 |
0.4% |
99% |
True |
False |
1,128 |
| 40 |
122-310 |
118-220 |
4-090 |
3.5% |
0-124 |
0.3% |
99% |
True |
False |
595 |
| 60 |
122-310 |
116-070 |
6-240 |
5.5% |
0-101 |
0.3% |
100% |
True |
False |
404 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-072 |
|
2.618 |
124-115 |
|
1.618 |
123-265 |
|
1.000 |
123-160 |
|
0.618 |
123-095 |
|
HIGH |
122-310 |
|
0.618 |
122-245 |
|
0.500 |
122-225 |
|
0.382 |
122-205 |
|
LOW |
122-140 |
|
0.618 |
122-035 |
|
1.000 |
121-290 |
|
1.618 |
121-185 |
|
2.618 |
121-015 |
|
4.250 |
120-058 |
|
|
| Fisher Pivots for day following 30-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
122-275 |
122-218 |
| PP |
122-250 |
122-137 |
| S1 |
122-225 |
122-055 |
|