ECBOT 10 Year T-Note Future March 2009
| Trading Metrics calculated at close of trading on 29-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2009 |
29-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
124-155 |
123-255 |
-0-220 |
-0.6% |
125-265 |
| High |
124-300 |
124-015 |
-0-285 |
-0.7% |
126-135 |
| Low |
123-185 |
122-110 |
-1-075 |
-1.0% |
123-105 |
| Close |
123-270 |
122-265 |
-1-005 |
-0.8% |
123-290 |
| Range |
1-115 |
1-225 |
0-110 |
25.3% |
3-030 |
| ATR |
1-127 |
1-134 |
0-007 |
1.6% |
0-000 |
| Volume |
461,231 |
575,605 |
114,374 |
24.8% |
2,387,554 |
|
| Daily Pivots for day following 29-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-058 |
127-067 |
123-245 |
|
| R3 |
126-153 |
125-162 |
123-095 |
|
| R2 |
124-248 |
124-248 |
123-045 |
|
| R1 |
123-257 |
123-257 |
122-315 |
123-140 |
| PP |
123-023 |
123-023 |
123-023 |
122-285 |
| S1 |
122-032 |
122-032 |
122-215 |
121-235 |
| S2 |
121-118 |
121-118 |
122-165 |
|
| S3 |
119-213 |
120-127 |
122-115 |
|
| S4 |
117-308 |
118-222 |
121-285 |
|
|
| 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 |
124-300 |
122-110 |
2-190 |
2.1% |
1-118 |
1.1% |
19% |
False |
True |
562,112 |
| 10 |
127-165 |
122-110 |
5-055 |
4.2% |
1-121 |
1.1% |
9% |
False |
True |
547,612 |
| 20 |
127-235 |
122-110 |
5-125 |
4.4% |
1-137 |
1.2% |
9% |
False |
True |
440,451 |
| 40 |
128-225 |
121-285 |
6-260 |
5.5% |
1-140 |
1.2% |
14% |
False |
False |
397,159 |
| 60 |
128-225 |
111-130 |
17-095 |
14.1% |
1-132 |
1.2% |
66% |
False |
False |
305,055 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-091 |
|
2.618 |
128-162 |
|
1.618 |
126-257 |
|
1.000 |
125-240 |
|
0.618 |
125-032 |
|
HIGH |
124-015 |
|
0.618 |
123-127 |
|
0.500 |
123-062 |
|
0.382 |
122-318 |
|
LOW |
122-110 |
|
0.618 |
121-093 |
|
1.000 |
120-205 |
|
1.618 |
119-188 |
|
2.618 |
117-283 |
|
4.250 |
115-034 |
|
|
| Fisher Pivots for day following 29-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
123-062 |
123-205 |
| PP |
123-023 |
123-118 |
| S1 |
122-304 |
123-032 |
|