ECBOT 10 Year T-Note Future March 2009
| Trading Metrics calculated at close of trading on 15-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2009 |
15-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
126-090 |
127-040 |
0-270 |
0.7% |
124-160 |
| High |
127-155 |
127-165 |
0-010 |
0.0% |
126-110 |
| Low |
125-260 |
126-230 |
0-290 |
0.7% |
123-090 |
| Close |
126-310 |
127-005 |
0-015 |
0.0% |
125-175 |
| Range |
1-215 |
0-255 |
-0-280 |
-52.3% |
3-020 |
| ATR |
1-128 |
1-115 |
-0-014 |
-3.1% |
0-000 |
| Volume |
366,535 |
508,269 |
141,734 |
38.7% |
1,933,091 |
|
| Daily Pivots for day following 15-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-152 |
129-013 |
127-145 |
|
| R3 |
128-217 |
128-078 |
127-075 |
|
| R2 |
127-282 |
127-282 |
127-052 |
|
| R1 |
127-143 |
127-143 |
127-028 |
127-085 |
| PP |
127-027 |
127-027 |
127-027 |
126-318 |
| S1 |
126-208 |
126-208 |
126-302 |
126-150 |
| S2 |
126-092 |
126-092 |
126-278 |
|
| S3 |
125-157 |
125-273 |
126-255 |
|
| S4 |
124-222 |
125-018 |
126-185 |
|
|
| 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 |
127-165 |
124-280 |
2-205 |
2.1% |
1-051 |
0.9% |
81% |
True |
False |
436,743 |
| 10 |
127-165 |
123-090 |
4-075 |
3.3% |
1-108 |
1.1% |
88% |
True |
False |
372,226 |
| 20 |
128-225 |
123-090 |
5-135 |
4.3% |
1-101 |
1.0% |
69% |
False |
False |
283,495 |
| 40 |
128-225 |
116-050 |
12-175 |
9.9% |
1-155 |
1.2% |
87% |
False |
False |
330,888 |
| 60 |
128-225 |
110-310 |
17-235 |
14.0% |
1-118 |
1.1% |
90% |
False |
False |
222,303 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-289 |
|
2.618 |
129-193 |
|
1.618 |
128-258 |
|
1.000 |
128-100 |
|
0.618 |
128-003 |
|
HIGH |
127-165 |
|
0.618 |
127-068 |
|
0.500 |
127-038 |
|
0.382 |
127-007 |
|
LOW |
126-230 |
|
0.618 |
126-072 |
|
1.000 |
125-295 |
|
1.618 |
125-137 |
|
2.618 |
124-202 |
|
4.250 |
123-106 |
|
|
| Fisher Pivots for day following 15-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
127-038 |
126-284 |
| PP |
127-027 |
126-243 |
| S1 |
127-016 |
126-202 |
|