ECBOT 10 Year T-Note Future March 2009
| Trading Metrics calculated at close of trading on 20-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2009 |
20-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
126-275 |
125-265 |
-1-010 |
-0.8% |
125-200 |
| High |
126-280 |
126-135 |
-0-145 |
-0.4% |
127-165 |
| Low |
125-130 |
124-160 |
-0-290 |
-0.7% |
125-035 |
| Close |
126-170 |
126-085 |
-0-085 |
-0.2% |
126-170 |
| Range |
1-150 |
1-295 |
0-145 |
30.9% |
2-130 |
| ATR |
1-120 |
1-135 |
0-015 |
3.4% |
0-000 |
| Volume |
454,527 |
513,810 |
59,283 |
13.0% |
2,128,354 |
|
| Daily Pivots for day following 20-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-158 |
130-257 |
127-103 |
|
| R3 |
129-183 |
128-282 |
126-254 |
|
| R2 |
127-208 |
127-208 |
126-198 |
|
| R1 |
126-307 |
126-307 |
126-141 |
127-098 |
| PP |
125-233 |
125-233 |
125-233 |
125-289 |
| S1 |
125-012 |
125-012 |
126-029 |
125-122 |
| S2 |
123-258 |
123-258 |
125-292 |
|
| S3 |
121-283 |
123-037 |
125-236 |
|
| S4 |
119-308 |
121-062 |
125-067 |
|
|
| Weekly Pivots for week ending 16-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-193 |
132-152 |
127-274 |
|
| R3 |
131-063 |
130-022 |
127-062 |
|
| R2 |
128-253 |
128-253 |
126-311 |
|
| R1 |
127-212 |
127-212 |
126-241 |
128-072 |
| PP |
126-123 |
126-123 |
126-123 |
126-214 |
| S1 |
125-082 |
125-082 |
126-099 |
125-262 |
| S2 |
123-313 |
123-313 |
126-029 |
|
| S3 |
121-183 |
122-272 |
125-278 |
|
| S4 |
119-053 |
120-142 |
125-066 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
127-165 |
124-160 |
3-005 |
2.4% |
1-094 |
1.0% |
59% |
False |
True |
431,914 |
| 10 |
127-165 |
123-090 |
4-075 |
3.4% |
1-099 |
1.0% |
70% |
False |
False |
436,910 |
| 20 |
128-100 |
123-090 |
5-010 |
4.0% |
1-106 |
1.1% |
59% |
False |
False |
291,962 |
| 40 |
128-225 |
116-310 |
11-235 |
9.3% |
1-154 |
1.2% |
79% |
False |
False |
351,553 |
| 60 |
128-225 |
110-310 |
17-235 |
14.0% |
1-124 |
1.1% |
86% |
False |
False |
238,440 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134-189 |
|
2.618 |
131-145 |
|
1.618 |
129-170 |
|
1.000 |
128-110 |
|
0.618 |
127-195 |
|
HIGH |
126-135 |
|
0.618 |
125-220 |
|
0.500 |
125-148 |
|
0.382 |
125-075 |
|
LOW |
124-160 |
|
0.618 |
123-100 |
|
1.000 |
122-185 |
|
1.618 |
121-125 |
|
2.618 |
119-150 |
|
4.250 |
116-106 |
|
|
| Fisher Pivots for day following 20-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
125-319 |
126-058 |
| PP |
125-233 |
126-030 |
| S1 |
125-148 |
126-002 |
|