ECBOT 10 Year T-Note Future June 2009
| Trading Metrics calculated at close of trading on 22-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2009 |
22-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
124-000 |
122-040 |
-1-280 |
-1.5% |
123-110 |
| High |
124-000 |
122-240 |
-1-080 |
-1.0% |
125-040 |
| Low |
122-140 |
121-150 |
-0-310 |
-0.8% |
123-060 |
| Close |
122-160 |
121-290 |
-0-190 |
-0.5% |
124-090 |
| Range |
1-180 |
1-090 |
-0-090 |
-18.0% |
1-300 |
| ATR |
1-104 |
1-103 |
-0-001 |
-0.2% |
0-000 |
| Volume |
262 |
3,782 |
3,520 |
1,343.5% |
2,611 |
|
| Daily Pivots for day following 22-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-283 |
125-057 |
122-196 |
|
| R3 |
124-193 |
123-287 |
122-083 |
|
| R2 |
123-103 |
123-103 |
122-045 |
|
| R1 |
122-197 |
122-197 |
122-008 |
122-105 |
| PP |
122-013 |
122-013 |
122-013 |
121-288 |
| S1 |
121-107 |
121-107 |
121-252 |
121-015 |
| S2 |
120-243 |
120-243 |
121-215 |
|
| S3 |
119-153 |
120-017 |
121-177 |
|
| S4 |
118-063 |
118-247 |
121-064 |
|
|
| 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 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-062 |
|
2.618 |
126-033 |
|
1.618 |
124-263 |
|
1.000 |
124-010 |
|
0.618 |
123-173 |
|
HIGH |
122-240 |
|
0.618 |
122-083 |
|
0.500 |
122-035 |
|
0.382 |
121-307 |
|
LOW |
121-150 |
|
0.618 |
120-217 |
|
1.000 |
120-060 |
|
1.618 |
119-127 |
|
2.618 |
118-037 |
|
4.250 |
116-008 |
|
|
| Fisher Pivots for day following 22-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
122-035 |
122-255 |
| PP |
122-013 |
122-160 |
| S1 |
121-312 |
122-065 |
|