ECBOT 10 Year T-Note Future March 2011
| Trading Metrics calculated at close of trading on 20-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2010 |
20-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
120-250 |
121-040 |
0-110 |
0.3% |
119-120 |
| High |
120-250 |
121-040 |
0-110 |
0.3% |
120-300 |
| Low |
120-250 |
121-040 |
0-110 |
0.3% |
119-060 |
| Close |
120-250 |
121-040 |
0-110 |
0.3% |
120-300 |
| Range |
|
|
|
|
|
| ATR |
0-109 |
0-109 |
0-000 |
0.1% |
0-000 |
| Volume |
3 |
3 |
0 |
0.0% |
52 |
|
| Daily Pivots for day following 20-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-040 |
121-040 |
121-040 |
|
| R3 |
121-040 |
121-040 |
121-040 |
|
| R2 |
121-040 |
121-040 |
121-040 |
|
| R1 |
121-040 |
121-040 |
121-040 |
121-040 |
| PP |
121-040 |
121-040 |
121-040 |
121-040 |
| S1 |
121-040 |
121-040 |
121-040 |
121-040 |
| S2 |
121-040 |
121-040 |
121-040 |
|
| S3 |
121-040 |
121-040 |
121-040 |
|
| S4 |
121-040 |
121-040 |
121-040 |
|
|
| Weekly Pivots for week ending 16-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-193 |
125-007 |
121-288 |
|
| R3 |
123-273 |
123-087 |
121-134 |
|
| R2 |
122-033 |
122-033 |
121-083 |
|
| R1 |
121-167 |
121-167 |
121-031 |
121-260 |
| PP |
120-113 |
120-113 |
120-113 |
120-160 |
| S1 |
119-247 |
119-247 |
120-249 |
120-020 |
| S2 |
118-193 |
118-193 |
120-197 |
|
| S3 |
116-273 |
118-007 |
120-146 |
|
| S4 |
115-033 |
116-087 |
119-312 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-040 |
|
2.618 |
121-040 |
|
1.618 |
121-040 |
|
1.000 |
121-040 |
|
0.618 |
121-040 |
|
HIGH |
121-040 |
|
0.618 |
121-040 |
|
0.500 |
121-040 |
|
0.382 |
121-040 |
|
LOW |
121-040 |
|
0.618 |
121-040 |
|
1.000 |
121-040 |
|
1.618 |
121-040 |
|
2.618 |
121-040 |
|
4.250 |
121-040 |
|
|
| Fisher Pivots for day following 20-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
121-040 |
121-022 |
| PP |
121-040 |
121-003 |
| S1 |
121-040 |
120-305 |
|