ECBOT 10 Year T-Note Future March 2009
| Trading Metrics calculated at close of trading on 30-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2009 |
30-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
123-255 |
122-170 |
-1-085 |
-1.0% |
123-285 |
| High |
124-015 |
123-185 |
-0-150 |
-0.4% |
124-300 |
| Low |
122-110 |
122-145 |
0-035 |
0.1% |
122-110 |
| Close |
122-265 |
122-215 |
-0-050 |
-0.1% |
122-215 |
| Range |
1-225 |
1-040 |
-0-185 |
-33.9% |
2-190 |
| ATR |
1-134 |
1-128 |
-0-007 |
-1.5% |
0-000 |
| Volume |
575,605 |
587,778 |
12,173 |
2.1% |
2,713,556 |
|
| Daily Pivots for day following 30-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-088 |
125-192 |
123-093 |
|
| R3 |
125-048 |
124-152 |
122-314 |
|
| R2 |
124-008 |
124-008 |
122-281 |
|
| R1 |
123-112 |
123-112 |
122-248 |
123-220 |
| PP |
122-288 |
122-288 |
122-288 |
123-022 |
| S1 |
122-072 |
122-072 |
122-182 |
122-180 |
| S2 |
121-248 |
121-248 |
122-149 |
|
| S3 |
120-208 |
121-032 |
122-116 |
|
| S4 |
119-168 |
119-312 |
122-017 |
|
|
| Weekly Pivots for week ending 30-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-032 |
129-153 |
124-032 |
|
| R3 |
128-162 |
126-283 |
123-123 |
|
| R2 |
125-292 |
125-292 |
123-047 |
|
| R1 |
124-093 |
124-093 |
122-291 |
123-258 |
| PP |
123-102 |
123-102 |
123-102 |
123-024 |
| S1 |
121-223 |
121-223 |
122-139 |
121-068 |
| S2 |
120-232 |
120-232 |
122-063 |
|
| S3 |
118-042 |
119-033 |
121-307 |
|
| S4 |
115-172 |
116-163 |
121-078 |
|
|
| 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% |
1-098 |
1.1% |
13% |
False |
False |
542,711 |
| 10 |
126-280 |
122-110 |
4-170 |
3.7% |
1-132 |
1.2% |
7% |
False |
False |
555,563 |
| 20 |
127-165 |
122-110 |
5-055 |
4.2% |
1-120 |
1.1% |
6% |
False |
False |
463,895 |
| 40 |
128-225 |
121-285 |
6-260 |
5.6% |
1-140 |
1.2% |
11% |
False |
False |
396,169 |
| 60 |
128-225 |
111-310 |
16-235 |
13.6% |
1-128 |
1.1% |
64% |
False |
False |
314,844 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-115 |
|
2.618 |
126-167 |
|
1.618 |
125-127 |
|
1.000 |
124-225 |
|
0.618 |
124-087 |
|
HIGH |
123-185 |
|
0.618 |
123-047 |
|
0.500 |
123-005 |
|
0.382 |
122-283 |
|
LOW |
122-145 |
|
0.618 |
121-243 |
|
1.000 |
121-105 |
|
1.618 |
120-203 |
|
2.618 |
119-163 |
|
4.250 |
117-215 |
|
|
| Fisher Pivots for day following 30-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
123-005 |
123-205 |
| PP |
122-288 |
123-102 |
| S1 |
122-252 |
122-318 |
|