ECBOT 10 Year T-Note Future March 2009
| Trading Metrics calculated at close of trading on 16-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2009 |
16-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
127-040 |
126-275 |
-0-085 |
-0.2% |
125-200 |
| High |
127-165 |
126-280 |
-0-205 |
-0.5% |
127-165 |
| Low |
126-230 |
125-130 |
-1-100 |
-1.0% |
125-035 |
| Close |
127-005 |
126-170 |
-0-155 |
-0.4% |
126-170 |
| Range |
0-255 |
1-150 |
0-215 |
84.3% |
2-130 |
| ATR |
1-115 |
1-120 |
0-006 |
1.3% |
0-000 |
| Volume |
508,269 |
454,527 |
-53,742 |
-10.6% |
2,128,354 |
|
| Daily Pivots for day following 16-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-217 |
130-023 |
127-108 |
|
| R3 |
129-067 |
128-193 |
126-299 |
|
| R2 |
127-237 |
127-237 |
126-256 |
|
| R1 |
127-043 |
127-043 |
126-213 |
126-225 |
| PP |
126-087 |
126-087 |
126-087 |
126-018 |
| S1 |
125-213 |
125-213 |
126-127 |
125-075 |
| S2 |
124-257 |
124-257 |
126-084 |
|
| S3 |
123-107 |
124-063 |
126-041 |
|
| S4 |
121-277 |
122-233 |
125-232 |
|
|
| Weekly Pivots for week ending 16-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-193 |
132-152 |
127-274 |
|
| R3 |
131-063 |
130-022 |
127-062 |
|
| R2 |
128-253 |
128-253 |
126-311 |
|
| R1 |
127-212 |
127-212 |
126-241 |
128-072 |
| PP |
126-123 |
126-123 |
126-123 |
126-214 |
| S1 |
125-082 |
125-082 |
126-099 |
125-262 |
| S2 |
123-313 |
123-313 |
126-029 |
|
| S3 |
121-183 |
122-272 |
125-278 |
|
| S4 |
119-053 |
120-142 |
125-066 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
127-165 |
125-035 |
2-130 |
1.9% |
1-051 |
0.9% |
59% |
False |
False |
425,670 |
| 10 |
127-165 |
123-090 |
4-075 |
3.3% |
1-074 |
1.0% |
77% |
False |
False |
406,144 |
| 20 |
128-225 |
123-090 |
5-135 |
4.3% |
1-097 |
1.0% |
60% |
False |
False |
287,658 |
| 40 |
128-225 |
116-310 |
11-235 |
9.3% |
1-158 |
1.2% |
81% |
False |
False |
340,623 |
| 60 |
128-225 |
110-310 |
17-235 |
14.0% |
1-120 |
1.1% |
88% |
False |
False |
229,877 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133-038 |
|
2.618 |
130-230 |
|
1.618 |
129-080 |
|
1.000 |
128-110 |
|
0.618 |
127-250 |
|
HIGH |
126-280 |
|
0.618 |
126-100 |
|
0.500 |
126-045 |
|
0.382 |
125-310 |
|
LOW |
125-130 |
|
0.618 |
124-160 |
|
1.000 |
123-300 |
|
1.618 |
123-010 |
|
2.618 |
121-180 |
|
4.250 |
119-052 |
|
|
| Fisher Pivots for day following 16-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
126-128 |
126-162 |
| PP |
126-087 |
126-155 |
| S1 |
126-045 |
126-148 |
|