ECBOT 10 Year T-Note Future December 2010
| Trading Metrics calculated at close of trading on 03-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2010 |
03-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
122-270 |
122-160 |
-0-110 |
-0.3% |
121-260 |
| High |
122-270 |
123-080 |
0-130 |
0.3% |
122-310 |
| Low |
122-170 |
122-160 |
-0-010 |
0.0% |
121-110 |
| Close |
122-160 |
123-030 |
0-190 |
0.5% |
122-300 |
| Range |
0-100 |
0-240 |
0-140 |
140.0% |
1-200 |
| ATR |
0-174 |
0-179 |
0-005 |
2.7% |
0-000 |
| Volume |
4,760 |
1,609 |
-3,151 |
-66.2% |
6,912 |
|
| Daily Pivots for day following 03-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-063 |
124-287 |
123-162 |
|
| R3 |
124-143 |
124-047 |
123-096 |
|
| R2 |
123-223 |
123-223 |
123-074 |
|
| R1 |
123-127 |
123-127 |
123-052 |
123-175 |
| PP |
122-303 |
122-303 |
122-303 |
123-008 |
| S1 |
122-207 |
122-207 |
123-008 |
122-255 |
| S2 |
122-063 |
122-063 |
122-306 |
|
| S3 |
121-143 |
121-287 |
122-284 |
|
| S4 |
120-223 |
121-047 |
122-218 |
|
|
| 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 |
123-080 |
121-120 |
1-280 |
1.5% |
0-184 |
0.5% |
92% |
True |
False |
2,401 |
| 10 |
123-080 |
121-110 |
1-290 |
1.5% |
0-176 |
0.4% |
92% |
True |
False |
2,097 |
| 20 |
123-080 |
120-170 |
2-230 |
2.2% |
0-164 |
0.4% |
94% |
True |
False |
1,365 |
| 40 |
123-080 |
118-220 |
4-180 |
3.7% |
0-125 |
0.3% |
97% |
True |
False |
753 |
| 60 |
123-080 |
116-070 |
7-010 |
5.7% |
0-097 |
0.2% |
98% |
True |
False |
510 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-140 |
|
2.618 |
125-068 |
|
1.618 |
124-148 |
|
1.000 |
124-000 |
|
0.618 |
123-228 |
|
HIGH |
123-080 |
|
0.618 |
122-308 |
|
0.500 |
122-280 |
|
0.382 |
122-252 |
|
LOW |
122-160 |
|
0.618 |
122-012 |
|
1.000 |
121-240 |
|
1.618 |
121-092 |
|
2.618 |
120-172 |
|
4.250 |
119-100 |
|
|
| Fisher Pivots for day following 03-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
123-007 |
123-003 |
| PP |
122-303 |
122-297 |
| S1 |
122-280 |
122-270 |
|