ECBOT 10 Year T-Note Future June 2009


Trading Metrics calculated at close of trading on 21-Jan-2009
Day Change Summary
Previous Current
20-Jan-2009 21-Jan-2009 Change Change % Previous Week
Open 123-060 124-000 0-260 0.7% 123-110
High 124-040 124-000 -0-040 -0.1% 125-040
Low 122-110 122-140 0-030 0.1% 123-060
Close 124-000 122-160 -1-160 -1.2% 124-090
Range 1-250 1-180 -0-070 -12.3% 1-300
ATR 0-000 1-104 1-104 0-000
Volume 272 262 -10 -3.7% 2,611
Daily Pivots for day following 21-Jan-2009
Classic Woodie Camarilla DeMark
R4 127-213 126-207 123-115
R3 126-033 125-027 122-298
R2 124-173 124-173 122-252
R1 123-167 123-167 122-206 123-080
PP 122-313 122-313 122-313 122-270
S1 121-307 121-307 122-114 121-220
S2 121-133 121-133 122-068
S3 119-273 120-127 122-022
S4 118-093 118-267 121-205
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
5 125-030 122-110 2-240 2.2% 1-074 1.0% 6% False False 267
10 125-040 122-090 2-270 2.3% 1-065 1.0% 8% False False 360
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-091
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 130-205
2.618 128-029
1.618 126-169
1.000 125-180
0.618 124-309
HIGH 124-000
0.618 123-129
0.500 123-070
0.382 123-011
LOW 122-140
0.618 121-151
1.000 120-280
1.618 119-291
2.618 118-111
4.250 115-255
Fisher Pivots for day following 21-Jan-2009
Pivot 1 day 3 day
R1 123-070 123-075
PP 122-313 122-317
S1 122-237 122-238

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

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