ECBOT 10 Year T-Note Future December 2010
| Trading Metrics calculated at close of trading on 04-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2010 |
04-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
122-160 |
123-010 |
0-170 |
0.4% |
121-260 |
| High |
123-080 |
123-100 |
0-020 |
0.1% |
122-310 |
| Low |
122-160 |
122-220 |
0-060 |
0.2% |
121-110 |
| Close |
123-030 |
122-240 |
-0-110 |
-0.3% |
122-300 |
| Range |
0-240 |
0-200 |
-0-040 |
-16.7% |
1-200 |
| ATR |
0-179 |
0-180 |
0-002 |
0.9% |
0-000 |
| Volume |
1,609 |
3,048 |
1,439 |
89.4% |
6,912 |
|
| Daily Pivots for day following 04-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-253 |
124-127 |
123-030 |
|
| R3 |
124-053 |
123-247 |
122-295 |
|
| R2 |
123-173 |
123-173 |
122-277 |
|
| R1 |
123-047 |
123-047 |
122-258 |
123-010 |
| PP |
122-293 |
122-293 |
122-293 |
122-275 |
| S1 |
122-167 |
122-167 |
122-222 |
122-130 |
| S2 |
122-093 |
122-093 |
122-203 |
|
| S3 |
121-213 |
121-287 |
122-185 |
|
| S4 |
121-013 |
121-087 |
122-130 |
|
|
| 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 |
123-100 |
121-280 |
1-140 |
1.2% |
0-186 |
0.5% |
61% |
True |
False |
2,806 |
| 10 |
123-100 |
121-110 |
1-310 |
1.6% |
0-175 |
0.4% |
71% |
True |
False |
2,231 |
| 20 |
123-100 |
120-170 |
2-250 |
2.3% |
0-168 |
0.4% |
80% |
True |
False |
1,510 |
| 40 |
123-100 |
118-220 |
4-200 |
3.8% |
0-130 |
0.3% |
88% |
True |
False |
829 |
| 60 |
123-100 |
116-070 |
7-030 |
5.8% |
0-100 |
0.3% |
92% |
True |
False |
560 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-310 |
|
2.618 |
124-304 |
|
1.618 |
124-104 |
|
1.000 |
123-300 |
|
0.618 |
123-224 |
|
HIGH |
123-100 |
|
0.618 |
123-024 |
|
0.500 |
123-000 |
|
0.382 |
122-296 |
|
LOW |
122-220 |
|
0.618 |
122-096 |
|
1.000 |
122-020 |
|
1.618 |
121-216 |
|
2.618 |
121-016 |
|
4.250 |
120-010 |
|
|
| Fisher Pivots for day following 04-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
123-000 |
122-290 |
| PP |
122-293 |
122-273 |
| S1 |
122-267 |
122-257 |
|