ECBOT 10 Year T-Note Future March 2009
| Trading Metrics calculated at close of trading on 27-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2009 |
27-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
123-285 |
123-190 |
-0-095 |
-0.2% |
125-265 |
| High |
124-035 |
124-240 |
0-205 |
0.5% |
126-135 |
| Low |
123-055 |
123-110 |
0-055 |
0.1% |
123-105 |
| Close |
123-210 |
124-230 |
1-020 |
0.9% |
123-290 |
| Range |
0-300 |
1-130 |
0-150 |
50.0% |
3-030 |
| ATR |
1-128 |
1-128 |
0-000 |
0.0% |
0-000 |
| Volume |
598,290 |
490,652 |
-107,638 |
-18.0% |
2,387,554 |
|
| Daily Pivots for day following 27-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-157 |
128-003 |
125-158 |
|
| R3 |
127-027 |
126-193 |
125-034 |
|
| R2 |
125-217 |
125-217 |
124-312 |
|
| R1 |
125-063 |
125-063 |
124-271 |
125-140 |
| PP |
124-087 |
124-087 |
124-087 |
124-125 |
| S1 |
123-253 |
123-253 |
124-189 |
124-010 |
| S2 |
122-277 |
122-277 |
124-148 |
|
| S3 |
121-147 |
122-123 |
124-106 |
|
| S4 |
120-017 |
120-313 |
123-302 |
|
|
| 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 |
125-310 |
123-055 |
2-255 |
2.2% |
1-098 |
1.0% |
55% |
False |
False |
592,537 |
| 10 |
127-165 |
123-055 |
4-110 |
3.5% |
1-096 |
1.0% |
36% |
False |
False |
512,225 |
| 20 |
128-100 |
123-055 |
5-045 |
4.1% |
1-125 |
1.1% |
30% |
False |
False |
395,066 |
| 40 |
128-225 |
119-270 |
8-275 |
7.1% |
1-146 |
1.2% |
55% |
False |
False |
384,713 |
| 60 |
128-225 |
110-310 |
17-235 |
14.2% |
1-129 |
1.1% |
78% |
False |
False |
287,787 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-232 |
|
2.618 |
128-138 |
|
1.618 |
127-008 |
|
1.000 |
126-050 |
|
0.618 |
125-198 |
|
HIGH |
124-240 |
|
0.618 |
124-068 |
|
0.500 |
124-015 |
|
0.382 |
123-282 |
|
LOW |
123-110 |
|
0.618 |
122-152 |
|
1.000 |
121-300 |
|
1.618 |
121-022 |
|
2.618 |
119-212 |
|
4.250 |
117-118 |
|
|
| Fisher Pivots for day following 27-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
124-158 |
124-150 |
| PP |
124-087 |
124-070 |
| S1 |
124-015 |
123-310 |
|