ECBOT 10 Year T-Note Future March 2009
| Trading Metrics calculated at close of trading on 09-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2009 |
09-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
124-105 |
125-065 |
0-280 |
0.7% |
124-160 |
| High |
125-220 |
126-110 |
0-210 |
0.5% |
126-110 |
| Low |
124-085 |
124-280 |
0-195 |
0.5% |
123-090 |
| Close |
125-100 |
125-175 |
0-075 |
0.2% |
125-175 |
| Range |
1-135 |
1-150 |
0-015 |
3.3% |
3-020 |
| ATR |
1-145 |
1-145 |
0-000 |
0.1% |
0-000 |
| Volume |
372,027 |
509,890 |
137,863 |
37.1% |
1,933,091 |
|
| Daily Pivots for day following 09-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-318 |
129-077 |
126-114 |
|
| R3 |
128-168 |
127-247 |
125-304 |
|
| R2 |
127-018 |
127-018 |
125-261 |
|
| R1 |
126-097 |
126-097 |
125-218 |
126-218 |
| PP |
125-188 |
125-188 |
125-188 |
125-249 |
| S1 |
124-267 |
124-267 |
125-132 |
125-068 |
| S2 |
124-038 |
124-038 |
125-089 |
|
| S3 |
122-208 |
123-117 |
125-046 |
|
| S4 |
121-058 |
121-287 |
124-236 |
|
|
| Weekly Pivots for week ending 09-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-078 |
132-307 |
127-074 |
|
| R3 |
131-058 |
129-287 |
126-124 |
|
| R2 |
128-038 |
128-038 |
126-035 |
|
| R1 |
126-267 |
126-267 |
125-265 |
127-152 |
| PP |
125-018 |
125-018 |
125-018 |
125-121 |
| S1 |
123-247 |
123-247 |
125-085 |
124-132 |
| S2 |
121-318 |
121-318 |
124-315 |
|
| S3 |
118-298 |
120-227 |
124-226 |
|
| S4 |
115-278 |
117-207 |
123-276 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
126-110 |
123-090 |
3-020 |
2.4% |
1-098 |
1.0% |
74% |
True |
False |
386,618 |
| 10 |
128-100 |
123-090 |
5-010 |
4.0% |
1-137 |
1.1% |
45% |
False |
False |
232,950 |
| 20 |
128-225 |
122-160 |
6-065 |
4.9% |
1-162 |
1.2% |
49% |
False |
False |
290,134 |
| 40 |
128-225 |
113-240 |
14-305 |
11.9% |
1-155 |
1.2% |
79% |
False |
False |
290,814 |
| 60 |
128-225 |
109-250 |
18-295 |
15.1% |
1-120 |
1.1% |
83% |
False |
False |
194,418 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132-188 |
|
2.618 |
130-060 |
|
1.618 |
128-230 |
|
1.000 |
127-260 |
|
0.618 |
127-080 |
|
HIGH |
126-110 |
|
0.618 |
125-250 |
|
0.500 |
125-195 |
|
0.382 |
125-140 |
|
LOW |
124-280 |
|
0.618 |
123-310 |
|
1.000 |
123-130 |
|
1.618 |
122-160 |
|
2.618 |
121-010 |
|
4.250 |
118-202 |
|
|
| Fisher Pivots for day following 09-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
125-195 |
125-136 |
| PP |
125-188 |
125-097 |
| S1 |
125-182 |
125-058 |
|