ECBOT 10 Year T-Note Future March 2009
| Trading Metrics calculated at close of trading on 23-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2009 |
23-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
124-215 |
124-080 |
-0-135 |
-0.3% |
125-265 |
| High |
125-020 |
124-245 |
-0-095 |
-0.2% |
126-135 |
| Low |
123-225 |
123-105 |
-0-120 |
-0.3% |
123-105 |
| Close |
124-045 |
123-290 |
-0-075 |
-0.2% |
123-290 |
| Range |
1-115 |
1-140 |
0-025 |
5.7% |
3-030 |
| ATR |
1-140 |
1-140 |
0-000 |
0.0% |
0-000 |
| Volume |
496,284 |
684,783 |
188,499 |
38.0% |
2,387,554 |
|
| Daily Pivots for day following 23-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-100 |
127-175 |
124-223 |
|
| R3 |
126-280 |
126-035 |
124-096 |
|
| R2 |
125-140 |
125-140 |
124-054 |
|
| R1 |
124-215 |
124-215 |
124-012 |
124-108 |
| PP |
124-000 |
124-000 |
124-000 |
123-266 |
| S1 |
123-075 |
123-075 |
123-248 |
122-288 |
| S2 |
122-180 |
122-180 |
123-206 |
|
| S3 |
121-040 |
121-255 |
123-164 |
|
| S4 |
119-220 |
120-115 |
123-037 |
|
|
| Weekly Pivots for week ending 23-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-267 |
131-308 |
125-194 |
|
| R3 |
130-237 |
128-278 |
124-242 |
|
| R2 |
127-207 |
127-207 |
124-152 |
|
| R1 |
125-248 |
125-248 |
124-061 |
125-052 |
| PP |
124-177 |
124-177 |
124-177 |
124-079 |
| S1 |
122-218 |
122-218 |
123-199 |
122-022 |
| S2 |
121-147 |
121-147 |
123-108 |
|
| S3 |
118-117 |
119-188 |
123-018 |
|
| S4 |
115-087 |
116-158 |
122-066 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
126-280 |
123-105 |
3-175 |
2.9% |
1-165 |
1.2% |
16% |
False |
True |
568,416 |
| 10 |
127-165 |
123-105 |
4-060 |
3.4% |
1-108 |
1.1% |
14% |
False |
True |
502,579 |
| 20 |
128-100 |
123-090 |
5-010 |
4.1% |
1-126 |
1.1% |
12% |
False |
False |
349,153 |
| 40 |
128-225 |
118-310 |
9-235 |
7.9% |
1-145 |
1.2% |
51% |
False |
False |
383,948 |
| 60 |
128-225 |
110-310 |
17-235 |
14.3% |
1-127 |
1.1% |
73% |
False |
False |
269,644 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-280 |
|
2.618 |
128-169 |
|
1.618 |
127-029 |
|
1.000 |
126-065 |
|
0.618 |
125-209 |
|
HIGH |
124-245 |
|
0.618 |
124-069 |
|
0.500 |
124-015 |
|
0.382 |
123-281 |
|
LOW |
123-105 |
|
0.618 |
122-141 |
|
1.000 |
121-285 |
|
1.618 |
121-001 |
|
2.618 |
119-181 |
|
4.250 |
117-070 |
|
|
| Fisher Pivots for day following 23-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
124-015 |
124-208 |
| PP |
124-000 |
124-128 |
| S1 |
123-305 |
124-049 |
|