ECBOT 10 Year T-Note Future March 2009
| Trading Metrics calculated at close of trading on 08-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2009 |
08-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
124-250 |
124-105 |
-0-145 |
-0.4% |
127-075 |
| High |
124-280 |
125-220 |
0-260 |
0.7% |
128-100 |
| Low |
124-005 |
124-085 |
0-080 |
0.2% |
124-080 |
| Close |
124-155 |
125-100 |
0-265 |
0.7% |
124-095 |
| Range |
0-275 |
1-135 |
0-180 |
65.5% |
4-020 |
| ATR |
1-146 |
1-145 |
-0-001 |
-0.2% |
0-000 |
| Volume |
444,146 |
372,027 |
-72,119 |
-16.2% |
363,381 |
|
| Daily Pivots for day following 08-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-113 |
128-242 |
126-030 |
|
| R3 |
127-298 |
127-107 |
125-225 |
|
| R2 |
126-163 |
126-163 |
125-183 |
|
| R1 |
125-292 |
125-292 |
125-142 |
126-068 |
| PP |
125-028 |
125-028 |
125-028 |
125-076 |
| S1 |
124-157 |
124-157 |
125-058 |
124-252 |
| S2 |
123-213 |
123-213 |
125-017 |
|
| S3 |
122-078 |
123-022 |
124-295 |
|
| S4 |
120-263 |
121-207 |
124-170 |
|
|
| 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 |
126-245 |
123-090 |
3-155 |
2.8% |
1-165 |
1.2% |
58% |
False |
False |
307,709 |
| 10 |
128-100 |
123-090 |
5-010 |
4.0% |
1-143 |
1.2% |
40% |
False |
False |
195,726 |
| 20 |
128-225 |
122-025 |
6-200 |
5.3% |
1-161 |
1.2% |
49% |
False |
False |
282,861 |
| 40 |
128-225 |
113-140 |
15-085 |
12.2% |
1-153 |
1.2% |
78% |
False |
False |
278,085 |
| 60 |
128-225 |
109-250 |
18-295 |
15.1% |
1-118 |
1.1% |
82% |
False |
False |
185,920 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-234 |
|
2.618 |
129-131 |
|
1.618 |
127-316 |
|
1.000 |
127-035 |
|
0.618 |
126-181 |
|
HIGH |
125-220 |
|
0.618 |
125-046 |
|
0.500 |
124-312 |
|
0.382 |
124-259 |
|
LOW |
124-085 |
|
0.618 |
123-124 |
|
1.000 |
122-270 |
|
1.618 |
121-309 |
|
2.618 |
120-174 |
|
4.250 |
118-071 |
|
|
| Fisher Pivots for day following 08-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
125-064 |
125-012 |
| PP |
125-028 |
124-243 |
| S1 |
124-312 |
124-155 |
|