ECBOT 10 Year T-Note Future June 2009
| Trading Metrics calculated at close of trading on 26-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2009 |
26-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
122-100 |
121-140 |
-0-280 |
-0.7% |
123-060 |
| High |
122-130 |
121-280 |
-0-170 |
-0.4% |
124-040 |
| Low |
121-060 |
121-070 |
0-010 |
0.0% |
121-060 |
| Close |
121-230 |
121-220 |
-0-010 |
0.0% |
121-230 |
| Range |
1-070 |
0-210 |
-0-180 |
-46.2% |
2-300 |
| ATR |
1-100 |
1-085 |
-0-015 |
-3.6% |
0-000 |
| Volume |
2,105 |
993 |
-1,112 |
-52.8% |
6,742 |
|
| Daily Pivots for day following 26-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-180 |
123-090 |
122-016 |
|
| R3 |
122-290 |
122-200 |
121-278 |
|
| R2 |
122-080 |
122-080 |
121-258 |
|
| R1 |
121-310 |
121-310 |
121-239 |
122-035 |
| PP |
121-190 |
121-190 |
121-190 |
121-212 |
| S1 |
121-100 |
121-100 |
121-201 |
121-145 |
| S2 |
120-300 |
120-300 |
121-182 |
|
| S3 |
120-090 |
120-210 |
121-162 |
|
| S4 |
119-200 |
120-000 |
121-104 |
|
|
| Weekly Pivots for week ending 23-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-050 |
129-120 |
123-107 |
|
| R3 |
128-070 |
126-140 |
122-168 |
|
| R2 |
125-090 |
125-090 |
122-082 |
|
| R1 |
123-160 |
123-160 |
121-316 |
122-295 |
| PP |
122-110 |
122-110 |
122-110 |
122-018 |
| S1 |
120-180 |
120-180 |
121-144 |
119-315 |
| S2 |
119-130 |
119-130 |
121-058 |
|
| S3 |
116-150 |
117-200 |
120-292 |
|
| S4 |
113-170 |
114-220 |
120-033 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-212 |
|
2.618 |
123-190 |
|
1.618 |
122-300 |
|
1.000 |
122-170 |
|
0.618 |
122-090 |
|
HIGH |
121-280 |
|
0.618 |
121-200 |
|
0.500 |
121-175 |
|
0.382 |
121-150 |
|
LOW |
121-070 |
|
0.618 |
120-260 |
|
1.000 |
120-180 |
|
1.618 |
120-050 |
|
2.618 |
119-160 |
|
4.250 |
118-138 |
|
|
| Fisher Pivots for day following 26-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
121-205 |
121-310 |
| PP |
121-190 |
121-280 |
| S1 |
121-175 |
121-250 |
|