ECBOT 10 Year T-Note Future June 2009
| Trading Metrics calculated at close of trading on 30-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2009 |
30-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
121-190 |
120-210 |
-0-300 |
-0.8% |
121-140 |
| High |
121-290 |
121-190 |
-0-100 |
-0.3% |
122-290 |
| Low |
120-130 |
120-190 |
0-060 |
0.2% |
120-130 |
| Close |
120-280 |
120-230 |
-0-050 |
-0.1% |
120-230 |
| Range |
1-160 |
1-000 |
-0-160 |
-33.3% |
2-160 |
| ATR |
1-091 |
1-084 |
-0-006 |
-1.6% |
0-000 |
| Volume |
4,888 |
2,581 |
-2,307 |
-47.2% |
15,874 |
|
| Daily Pivots for day following 30-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-310 |
123-110 |
121-086 |
|
| R3 |
122-310 |
122-110 |
120-318 |
|
| R2 |
121-310 |
121-310 |
120-289 |
|
| R1 |
121-110 |
121-110 |
120-259 |
121-210 |
| PP |
120-310 |
120-310 |
120-310 |
121-040 |
| S1 |
120-110 |
120-110 |
120-201 |
120-210 |
| S2 |
119-310 |
119-310 |
120-171 |
|
| S3 |
118-310 |
119-110 |
120-142 |
|
| S4 |
117-310 |
118-110 |
120-054 |
|
|
| Weekly Pivots for week ending 30-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-270 |
127-090 |
122-030 |
|
| R3 |
126-110 |
124-250 |
121-130 |
|
| R2 |
123-270 |
123-270 |
121-057 |
|
| R1 |
122-090 |
122-090 |
120-303 |
121-260 |
| PP |
121-110 |
121-110 |
121-110 |
121-035 |
| S1 |
119-250 |
119-250 |
120-157 |
119-100 |
| S2 |
118-270 |
118-270 |
120-083 |
|
| S3 |
116-110 |
117-090 |
120-010 |
|
| S4 |
113-270 |
114-250 |
119-110 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-270 |
|
2.618 |
124-068 |
|
1.618 |
123-068 |
|
1.000 |
122-190 |
|
0.618 |
122-068 |
|
HIGH |
121-190 |
|
0.618 |
121-068 |
|
0.500 |
121-030 |
|
0.382 |
120-312 |
|
LOW |
120-190 |
|
0.618 |
119-312 |
|
1.000 |
119-190 |
|
1.618 |
118-312 |
|
2.618 |
117-312 |
|
4.250 |
116-110 |
|
|
| Fisher Pivots for day following 30-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
121-030 |
121-210 |
| PP |
120-310 |
121-110 |
| S1 |
120-270 |
121-010 |
|