ECBOT 10 Year T-Note Future March 2009
| Trading Metrics calculated at close of trading on 21-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2009 |
21-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
125-265 |
125-310 |
0-045 |
0.1% |
125-200 |
| High |
126-135 |
125-310 |
-0-145 |
-0.4% |
127-165 |
| Low |
124-160 |
124-185 |
0-025 |
0.1% |
125-035 |
| Close |
126-085 |
124-240 |
-1-165 |
-1.2% |
126-170 |
| Range |
1-295 |
1-125 |
-0-170 |
-27.6% |
2-130 |
| ATR |
1-135 |
1-141 |
0-006 |
1.3% |
0-000 |
| Volume |
513,810 |
692,677 |
178,867 |
34.8% |
2,128,354 |
|
| Daily Pivots for day following 21-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-087 |
128-128 |
125-165 |
|
| R3 |
127-282 |
127-003 |
125-042 |
|
| R2 |
126-157 |
126-157 |
125-002 |
|
| R1 |
125-198 |
125-198 |
124-281 |
125-115 |
| PP |
125-032 |
125-032 |
125-032 |
124-310 |
| S1 |
124-073 |
124-073 |
124-199 |
123-310 |
| S2 |
123-227 |
123-227 |
124-158 |
|
| S3 |
122-102 |
122-268 |
124-118 |
|
| S4 |
120-297 |
121-143 |
123-315 |
|
|
| 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% |
1-144 |
1.2% |
8% |
False |
False |
507,163 |
| 10 |
127-165 |
124-005 |
3-160 |
2.8% |
1-092 |
1.0% |
21% |
False |
False |
466,090 |
| 20 |
128-100 |
123-090 |
5-010 |
4.0% |
1-105 |
1.1% |
29% |
False |
False |
310,530 |
| 40 |
128-225 |
116-310 |
11-235 |
9.4% |
1-152 |
1.2% |
66% |
False |
False |
364,508 |
| 60 |
128-225 |
110-310 |
17-235 |
14.2% |
1-124 |
1.1% |
78% |
False |
False |
249,963 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-281 |
|
2.618 |
129-195 |
|
1.618 |
128-070 |
|
1.000 |
127-115 |
|
0.618 |
126-265 |
|
HIGH |
125-310 |
|
0.618 |
125-140 |
|
0.500 |
125-088 |
|
0.382 |
125-035 |
|
LOW |
124-185 |
|
0.618 |
123-230 |
|
1.000 |
123-060 |
|
1.618 |
122-105 |
|
2.618 |
120-300 |
|
4.250 |
118-214 |
|
|
| Fisher Pivots for day following 21-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
125-088 |
125-220 |
| PP |
125-032 |
125-120 |
| S1 |
124-296 |
125-020 |
|