ECBOT 10 Year T-Note Future March 2009
| Trading Metrics calculated at close of trading on 22-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2009 |
22-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
125-310 |
124-215 |
-1-095 |
-1.0% |
125-200 |
| High |
125-310 |
125-020 |
-0-290 |
-0.7% |
127-165 |
| Low |
124-185 |
123-225 |
-0-280 |
-0.7% |
125-035 |
| Close |
124-240 |
124-045 |
-0-195 |
-0.5% |
126-170 |
| Range |
1-125 |
1-115 |
-0-010 |
-2.2% |
2-130 |
| ATR |
1-141 |
1-140 |
-0-002 |
-0.4% |
0-000 |
| Volume |
692,677 |
496,284 |
-196,393 |
-28.4% |
2,128,354 |
|
| Daily Pivots for day following 22-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-122 |
127-198 |
124-284 |
|
| R3 |
127-007 |
126-083 |
124-165 |
|
| R2 |
125-212 |
125-212 |
124-125 |
|
| R1 |
124-288 |
124-288 |
124-085 |
124-192 |
| PP |
124-097 |
124-097 |
124-097 |
124-049 |
| S1 |
123-173 |
123-173 |
124-005 |
123-078 |
| S2 |
122-302 |
122-302 |
123-285 |
|
| S3 |
121-187 |
122-058 |
123-245 |
|
| S4 |
120-072 |
120-263 |
123-126 |
|
|
| 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 |
123-225 |
3-260 |
3.1% |
1-124 |
1.1% |
11% |
False |
True |
533,113 |
| 10 |
127-165 |
123-225 |
3-260 |
3.1% |
1-108 |
1.1% |
11% |
False |
True |
471,304 |
| 20 |
128-100 |
123-090 |
5-010 |
4.1% |
1-114 |
1.1% |
17% |
False |
False |
322,648 |
| 40 |
128-225 |
117-060 |
11-165 |
9.3% |
1-155 |
1.2% |
60% |
False |
False |
373,641 |
| 60 |
128-225 |
110-310 |
17-235 |
14.3% |
1-126 |
1.1% |
74% |
False |
False |
258,233 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-269 |
|
2.618 |
128-199 |
|
1.618 |
127-084 |
|
1.000 |
126-135 |
|
0.618 |
125-289 |
|
HIGH |
125-020 |
|
0.618 |
124-174 |
|
0.500 |
124-122 |
|
0.382 |
124-071 |
|
LOW |
123-225 |
|
0.618 |
122-276 |
|
1.000 |
122-110 |
|
1.618 |
121-161 |
|
2.618 |
120-046 |
|
4.250 |
117-296 |
|
|
| Fisher Pivots for day following 22-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
124-122 |
125-020 |
| PP |
124-097 |
124-242 |
| S1 |
124-071 |
124-143 |
|