ECBOT 10 Year T-Note Future March 2009
| Trading Metrics calculated at close of trading on 28-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2009 |
28-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
123-190 |
124-155 |
0-285 |
0.7% |
125-265 |
| High |
124-240 |
124-300 |
0-060 |
0.2% |
126-135 |
| Low |
123-110 |
123-185 |
0-075 |
0.2% |
123-105 |
| Close |
124-230 |
123-270 |
-0-280 |
-0.7% |
123-290 |
| Range |
1-130 |
1-115 |
-0-015 |
-3.3% |
3-030 |
| ATR |
1-128 |
1-127 |
-0-001 |
-0.2% |
0-000 |
| Volume |
490,652 |
461,231 |
-29,421 |
-6.0% |
2,387,554 |
|
| Daily Pivots for day following 28-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-063 |
127-122 |
124-189 |
|
| R3 |
126-268 |
126-007 |
124-070 |
|
| R2 |
125-153 |
125-153 |
124-030 |
|
| R1 |
124-212 |
124-212 |
123-310 |
124-125 |
| PP |
124-038 |
124-038 |
124-038 |
123-315 |
| S1 |
123-097 |
123-097 |
123-230 |
123-010 |
| S2 |
122-243 |
122-243 |
123-190 |
|
| S3 |
121-128 |
121-302 |
123-150 |
|
| S4 |
120-013 |
120-187 |
123-031 |
|
|
| 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 |
125-020 |
123-055 |
1-285 |
1.5% |
1-096 |
1.0% |
36% |
False |
False |
546,248 |
| 10 |
127-165 |
123-055 |
4-110 |
3.5% |
1-120 |
1.1% |
15% |
False |
False |
526,705 |
| 20 |
127-315 |
123-055 |
4-260 |
3.9% |
1-128 |
1.1% |
14% |
False |
False |
416,485 |
| 40 |
128-225 |
120-255 |
7-290 |
6.4% |
1-147 |
1.2% |
39% |
False |
False |
387,099 |
| 60 |
128-225 |
110-310 |
17-235 |
14.3% |
1-127 |
1.1% |
73% |
False |
False |
295,472 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-229 |
|
2.618 |
128-159 |
|
1.618 |
127-044 |
|
1.000 |
126-095 |
|
0.618 |
125-249 |
|
HIGH |
124-300 |
|
0.618 |
124-134 |
|
0.500 |
124-082 |
|
0.382 |
124-031 |
|
LOW |
123-185 |
|
0.618 |
122-236 |
|
1.000 |
122-070 |
|
1.618 |
121-121 |
|
2.618 |
120-006 |
|
4.250 |
117-256 |
|
|
| Fisher Pivots for day following 28-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
124-082 |
124-018 |
| PP |
124-038 |
123-315 |
| S1 |
123-314 |
123-292 |
|