ECBOT 10 Year T-Note Future March 2009
| Trading Metrics calculated at close of trading on 14-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2009 |
14-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
126-075 |
126-090 |
0-015 |
0.0% |
124-160 |
| High |
126-115 |
127-155 |
1-040 |
0.9% |
126-110 |
| Low |
125-240 |
125-260 |
0-020 |
0.0% |
123-090 |
| Close |
126-070 |
126-310 |
0-240 |
0.6% |
125-175 |
| Range |
0-195 |
1-215 |
1-020 |
174.4% |
3-020 |
| ATR |
1-122 |
1-128 |
0-007 |
1.5% |
0-000 |
| Volume |
316,431 |
366,535 |
50,104 |
15.8% |
1,933,091 |
|
| Daily Pivots for day following 14-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-247 |
131-013 |
127-284 |
|
| R3 |
130-032 |
129-118 |
127-137 |
|
| R2 |
128-137 |
128-137 |
127-088 |
|
| R1 |
127-223 |
127-223 |
127-039 |
128-020 |
| PP |
126-242 |
126-242 |
126-242 |
126-300 |
| S1 |
126-008 |
126-008 |
126-261 |
126-125 |
| S2 |
125-027 |
125-027 |
126-212 |
|
| S3 |
123-132 |
124-113 |
126-163 |
|
| S4 |
121-237 |
122-218 |
126-016 |
|
|
| 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 |
127-155 |
124-085 |
3-070 |
2.5% |
1-091 |
1.0% |
84% |
True |
False |
409,495 |
| 10 |
127-235 |
123-090 |
4-145 |
3.5% |
1-154 |
1.2% |
83% |
False |
False |
333,289 |
| 20 |
128-225 |
123-090 |
5-135 |
4.3% |
1-128 |
1.1% |
68% |
False |
False |
271,947 |
| 40 |
128-225 |
115-120 |
13-105 |
10.5% |
1-157 |
1.2% |
87% |
False |
False |
318,932 |
| 60 |
128-225 |
110-310 |
17-235 |
14.0% |
1-120 |
1.1% |
90% |
False |
False |
213,833 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134-189 |
|
2.618 |
131-276 |
|
1.618 |
130-061 |
|
1.000 |
129-050 |
|
0.618 |
128-166 |
|
HIGH |
127-155 |
|
0.618 |
126-271 |
|
0.500 |
126-208 |
|
0.382 |
126-144 |
|
LOW |
125-260 |
|
0.618 |
124-249 |
|
1.000 |
124-045 |
|
1.618 |
123-034 |
|
2.618 |
121-139 |
|
4.250 |
118-226 |
|
|
| Fisher Pivots for day following 14-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
126-276 |
126-238 |
| PP |
126-242 |
126-167 |
| S1 |
126-208 |
126-095 |
|