ECBOT 10 Year T-Note Future June 2009


Trading Metrics calculated at close of trading on 27-Jan-2009
Day Change Summary
Previous Current
26-Jan-2009 27-Jan-2009 Change Change % Previous Week
Open 121-140 121-220 0-080 0.2% 123-060
High 121-280 122-240 0-280 0.7% 124-040
Low 121-070 121-160 0-090 0.2% 121-060
Close 121-220 122-240 1-020 0.9% 121-230
Range 0-210 1-080 0-190 90.5% 2-300
ATR 1-085 1-085 0-000 -0.1% 0-000
Volume 993 2,279 1,286 129.5% 6,742
Daily Pivots for day following 27-Jan-2009
Classic Woodie Camarilla DeMark
R4 126-027 125-213 123-140
R3 124-267 124-133 123-030
R2 123-187 123-187 122-313
R1 123-053 123-053 122-277 123-120
PP 122-107 122-107 122-107 122-140
S1 121-293 121-293 122-203 122-040
S2 121-027 121-027 122-167
S3 119-267 120-213 122-130
S4 118-187 119-133 122-020
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
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-000 121-060 2-260 2.3% 1-062 1.0% 56% False False 1,884
10 125-040 121-060 3-300 3.2% 1-063 1.0% 40% False False 1,071
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
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 3 trading days
Fibonacci Retracements and Extensions
4.250 128-020
2.618 126-007
1.618 124-247
1.000 124-000
0.618 123-167
HIGH 122-240
0.618 122-087
0.500 122-040
0.382 121-313
LOW 121-160
0.618 120-233
1.000 120-080
1.618 119-153
2.618 118-073
4.250 116-060
Fisher Pivots for day following 27-Jan-2009
Pivot 1 day 3 day
R1 122-173 122-157
PP 122-107 122-073
S1 122-040 121-310

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

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