ECBOT 10 Year T-Note Future June 2009

Trading Metrics calculated at close of trading on 20-Jan-2009

Day Change Summary
	Previous	Current
	19-Jan-2009	20-Jan-2009	Change	Change %	Previous Week
Open	123-060	123-060	0-000	0.0%	123-110
High	123-060	124-040	0-300	0.8%	125-040
Low	122-110	122-110	0-000	0.0%	123-060
Close	122-110	124-000	1-210	1.4%	124-090
Range	0-270	1-250	0-300	111.1%	1-300
ATR
Volume	321	272	-49	-15.3%	2,611

Daily Pivots for day following 20-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	128-267	128-063	124-314
R3	127-017	126-133	124-157
R2	125-087	125-087	124-104
R1	124-203	124-203	124-052	124-305
PP	123-157	123-157	123-157	123-208
S1	122-273	122-273	123-268	123-055
S2	121-227	121-227	123-216
S3	119-297	121-023	123-163
S4	118-047	119-093	123-006

Weekly Pivots for week ending 16-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	130-003	129-027	125-111
R3	128-023	127-047	124-260
R2	126-043	126-043	124-204
R1	125-067	125-067	124-147	125-215
PP	124-063	124-063	124-063	124-138
S1	123-087	123-087	124-033	123-235
S2	122-083	122-083	123-296
S3	120-103	121-107	123-240
S4	118-123	119-127	123-069

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	125-040	122-110	2-250	2.2%	1-064	1.0%	60%	False	True	258
10	125-040	121-240	3-120	2.7%	1-043	0.9%	67%	False	False	337

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-099
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	131-222
2.618	128-252
1.618	127-002
1.000	125-290
0.618	125-072
HIGH	124-040
0.618	123-142
0.500	123-075
0.382	123-008
LOW	122-110
0.618	121-078
1.000	120-180
1.618	119-148
2.618	117-218
4.250	114-248

Fisher Pivots for day following 20-Jan-2009
Pivot	1 day	3 day
R1	123-238	123-263
PP	123-157	123-207
S1	123-075	123-150

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols