ECBOT 10 Year T-Note Future December 2010
| Trading Metrics calculated at close of trading on 02-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2010 |
02-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
122-150 |
122-270 |
0-120 |
0.3% |
121-260 |
| High |
122-310 |
122-270 |
-0-040 |
-0.1% |
122-310 |
| Low |
122-140 |
122-170 |
0-030 |
0.1% |
121-110 |
| Close |
122-300 |
122-160 |
-0-140 |
-0.4% |
122-300 |
| Range |
0-170 |
0-100 |
-0-070 |
-41.2% |
1-200 |
| ATR |
0-177 |
0-174 |
-0-003 |
-1.9% |
0-000 |
| Volume |
1,888 |
4,760 |
2,872 |
152.1% |
6,912 |
|
| Daily Pivots for day following 02-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-180 |
123-110 |
122-215 |
|
| R3 |
123-080 |
123-010 |
122-188 |
|
| R2 |
122-300 |
122-300 |
122-178 |
|
| R1 |
122-230 |
122-230 |
122-169 |
122-215 |
| PP |
122-200 |
122-200 |
122-200 |
122-192 |
| S1 |
122-130 |
122-130 |
122-151 |
122-115 |
| S2 |
122-100 |
122-100 |
122-142 |
|
| S3 |
122-000 |
122-030 |
122-132 |
|
| S4 |
121-220 |
121-250 |
122-105 |
|
|
| 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% |
0-170 |
0.4% |
71% |
False |
False |
2,223 |
| 10 |
122-310 |
121-110 |
1-200 |
1.3% |
0-163 |
0.4% |
71% |
False |
False |
2,010 |
| 20 |
122-310 |
120-170 |
2-140 |
2.0% |
0-159 |
0.4% |
81% |
False |
False |
1,302 |
| 40 |
122-310 |
118-220 |
4-090 |
3.5% |
0-124 |
0.3% |
89% |
False |
False |
714 |
| 60 |
122-310 |
116-070 |
6-240 |
5.5% |
0-093 |
0.2% |
93% |
False |
False |
483 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-055 |
|
2.618 |
123-212 |
|
1.618 |
123-112 |
|
1.000 |
123-050 |
|
0.618 |
123-012 |
|
HIGH |
122-270 |
|
0.618 |
122-232 |
|
0.500 |
122-220 |
|
0.382 |
122-208 |
|
LOW |
122-170 |
|
0.618 |
122-108 |
|
1.000 |
122-070 |
|
1.618 |
122-008 |
|
2.618 |
121-228 |
|
4.250 |
121-065 |
|
|
| Fisher Pivots for day following 02-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
122-220 |
122-152 |
| PP |
122-200 |
122-143 |
| S1 |
122-180 |
122-135 |
|