ECBOT 10 Year T-Note Future September 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 120-220 121-240 1-020 0.9% 123-000
High 120-220 121-240 1-020 0.9% 123-000
Low 120-220 121-240 1-020 0.9% 120-230
Close 120-220 121-240 1-020 0.9% 120-230
Range
ATR 0-173 0-185 0-012 6.9% 0-000
Volume 2 2 0 0.0% 8
Daily Pivots for day following 27-Jan-2009
Classic Woodie Camarilla DeMark
R4 121-240 121-240 121-240
R3 121-240 121-240 121-240
R2 121-240 121-240 121-240
R1 121-240 121-240 121-240 121-240
PP 121-240 121-240 121-240 121-240
S1 121-240 121-240 121-240 121-240
S2 121-240 121-240 121-240
S3 121-240 121-240 121-240
S4 121-240 121-240 121-240
Weekly Pivots for week ending 23-Jan-2009
Classic Woodie Camarilla DeMark
R4 128-103 126-257 121-312
R3 126-013 124-167 121-111
R2 123-243 123-243 121-044
R1 122-077 122-077 120-297 121-275
PP 121-153 121-153 121-153 121-092
S1 119-307 119-307 120-163 119-185
S2 119-063 119-063 120-096
S3 116-293 117-217 120-029
S4 114-203 115-127 119-148
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-240 120-220 1-020 0.9% 0-000 0.0% 100% True False 2
10 123-240 120-220 3-020 2.5% 0-000 0.0% 35% False False 2
20 125-140 120-220 4-240 3.9% 0-000 0.0% 22% False False 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
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 0-000
Fibonacci Retracements and Extensions
4.250 121-240
2.618 121-240
1.618 121-240
1.000 121-240
0.618 121-240
HIGH 121-240
0.618 121-240
0.500 121-240
0.382 121-240
LOW 121-240
0.618 121-240
1.000 121-240
1.618 121-240
2.618 121-240
4.250 121-240
Fisher Pivots for day following 27-Jan-2009
Pivot 1 day 3 day
R1 121-240 121-183
PP 121-240 121-127
S1 121-240 121-070

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

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