ECBOT 10 Year T-Note Future March 2009

Trading Metrics calculated at close of trading on 06-Jan-2009

Day Change Summary
	Previous	Current
	05-Jan-2009	06-Jan-2009	Change	Change %	Previous Week
Open	124-160	124-115	-0-045	-0.1%	127-075
High	124-250	124-290	0-040	0.1%	128-100
Low	123-200	123-090	-0-110	-0.3%	124-080
Close	124-055	124-115	0-060	0.2%	124-095
Range	1-050	1-200	0-150	40.5%	4-020
ATR	1-158	1-161	0-003	0.6%	0-000
Volume	206,154	400,874	194,720	94.5%	363,381

Daily Pivots for day following 06-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	129-018	128-107	125-081
R3	127-138	126-227	124-258
R2	125-258	125-258	124-210
R1	125-027	125-027	124-163	125-055
PP	124-058	124-058	124-058	124-072
S1	123-147	123-147	124-067	123-175
S2	122-178	122-178	124-020
S3	120-298	121-267	123-292
S4	119-098	120-067	123-149

Weekly Pivots for week ending 02-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	137-258	135-037	126-170
R3	133-238	131-017	125-132
R2	129-218	129-218	125-013
R1	126-317	126-317	124-214	126-098
PP	125-198	125-198	125-198	125-089
S1	122-297	122-297	123-296	122-078
S2	121-178	121-178	123-177
S3	117-158	118-277	123-058
S4	113-138	114-257	122-020

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	127-315	123-090	4-225	3.8%	1-231	1.4%	23%	False	True	187,514
10	128-100	123-090	5-010	4.0%	1-118	1.1%	21%	False	True	154,971
20	128-225	121-285	6-260	5.5%	1-169	1.2%	36%	False	False	288,609
40	128-225	111-310	16-235	13.5%	1-150	1.2%	74%	False	False	258,164

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-088
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	131-260
2.618	129-051
1.618	127-171
1.000	126-170
0.618	125-291
HIGH	124-290
0.618	124-091
0.500	124-030
0.382	123-289
LOW	123-090
0.618	122-089
1.000	121-210
1.618	120-209
2.618	119-009
4.250	116-120

Fisher Pivots for day following 06-Jan-2009
Pivot	1 day	3 day
R1	124-087	125-008
PP	124-058	124-257
S1	124-030	124-186

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols