ECBOT 10 Year T-Note Future March 2009
| Trading Metrics calculated at close of trading on 13-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2009 |
13-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
125-200 |
126-075 |
0-195 |
0.5% |
124-160 |
| High |
126-115 |
126-115 |
0-000 |
0.0% |
126-110 |
| Low |
125-035 |
125-240 |
0-205 |
0.5% |
123-090 |
| Close |
126-105 |
126-070 |
-0-035 |
-0.1% |
125-175 |
| Range |
1-080 |
0-195 |
-0-205 |
-51.3% |
3-020 |
| ATR |
1-141 |
1-122 |
-0-019 |
-4.1% |
0-000 |
| Volume |
482,592 |
316,431 |
-166,161 |
-34.4% |
1,933,091 |
|
| Daily Pivots for day following 13-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-300 |
127-220 |
126-177 |
|
| R3 |
127-105 |
127-025 |
126-124 |
|
| R2 |
126-230 |
126-230 |
126-106 |
|
| R1 |
126-150 |
126-150 |
126-088 |
126-092 |
| PP |
126-035 |
126-035 |
126-035 |
126-006 |
| S1 |
125-275 |
125-275 |
126-052 |
125-218 |
| S2 |
125-160 |
125-160 |
126-034 |
|
| S3 |
124-285 |
125-080 |
126-016 |
|
| S4 |
124-090 |
124-205 |
125-283 |
|
|
| 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 |
126-115 |
124-005 |
2-110 |
1.9% |
1-039 |
0.9% |
94% |
True |
False |
425,017 |
| 10 |
127-315 |
123-090 |
4-225 |
3.7% |
1-135 |
1.1% |
62% |
False |
False |
306,265 |
| 20 |
128-225 |
123-090 |
5-135 |
4.3% |
1-120 |
1.1% |
54% |
False |
False |
281,409 |
| 40 |
128-225 |
114-260 |
13-285 |
11.0% |
1-148 |
1.2% |
82% |
False |
False |
309,985 |
| 60 |
128-225 |
110-020 |
18-205 |
14.8% |
1-119 |
1.1% |
87% |
False |
False |
207,724 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-304 |
|
2.618 |
127-306 |
|
1.618 |
127-111 |
|
1.000 |
126-310 |
|
0.618 |
126-236 |
|
HIGH |
126-115 |
|
0.618 |
126-041 |
|
0.500 |
126-018 |
|
0.382 |
125-314 |
|
LOW |
125-240 |
|
0.618 |
125-119 |
|
1.000 |
125-045 |
|
1.618 |
124-244 |
|
2.618 |
124-049 |
|
4.250 |
123-051 |
|
|
| Fisher Pivots for day following 13-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
126-052 |
126-006 |
| PP |
126-035 |
125-262 |
| S1 |
126-018 |
125-198 |
|