ECBOT 10 Year T-Note Future March 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 |
124-080 |
123-285 |
-0-115 |
-0.3% |
125-265 |
High |
124-245 |
124-035 |
-0-210 |
-0.5% |
126-135 |
Low |
123-105 |
123-055 |
-0-050 |
-0.1% |
123-105 |
Close |
123-290 |
123-210 |
-0-080 |
-0.2% |
123-290 |
Range |
1-140 |
0-300 |
-0-160 |
-34.8% |
3-030 |
ATR |
1-140 |
1-128 |
-0-011 |
-2.5% |
0-000 |
Volume |
684,783 |
598,290 |
-86,493 |
-12.6% |
2,387,554 |
|
Daily Pivots for day following 26-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-147 |
125-318 |
124-055 |
|
R3 |
125-167 |
125-018 |
123-292 |
|
R2 |
124-187 |
124-187 |
123-265 |
|
R1 |
124-038 |
124-038 |
123-238 |
123-282 |
PP |
123-207 |
123-207 |
123-207 |
123-169 |
S1 |
123-058 |
123-058 |
123-182 |
122-302 |
S2 |
122-227 |
122-227 |
123-155 |
|
S3 |
121-247 |
122-078 |
123-128 |
|
S4 |
120-267 |
121-098 |
123-045 |
|
|
Weekly Pivots for week ending 23-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-267 |
131-308 |
125-194 |
|
R3 |
130-237 |
128-278 |
124-242 |
|
R2 |
127-207 |
127-207 |
124-152 |
|
R1 |
125-248 |
125-248 |
124-061 |
125-052 |
PP |
124-177 |
124-177 |
124-177 |
124-079 |
S1 |
122-218 |
122-218 |
123-199 |
122-022 |
S2 |
121-147 |
121-147 |
123-108 |
|
S3 |
118-117 |
119-188 |
123-018 |
|
S4 |
115-087 |
116-158 |
122-066 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
126-135 |
123-055 |
3-080 |
2.6% |
1-131 |
1.1% |
15% |
False |
True |
597,168 |
10 |
127-165 |
123-055 |
4-110 |
3.5% |
1-091 |
1.0% |
11% |
False |
True |
511,419 |
20 |
128-100 |
123-055 |
5-045 |
4.2% |
1-114 |
1.1% |
9% |
False |
True |
372,185 |
40 |
128-225 |
119-270 |
8-275 |
7.2% |
1-139 |
1.2% |
43% |
False |
False |
385,676 |
60 |
128-225 |
110-310 |
17-235 |
14.3% |
1-126 |
1.1% |
72% |
False |
False |
279,612 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
128-030 |
2.618 |
126-180 |
1.618 |
125-200 |
1.000 |
125-015 |
0.618 |
124-220 |
HIGH |
124-035 |
0.618 |
123-240 |
0.500 |
123-205 |
0.382 |
123-170 |
LOW |
123-055 |
0.618 |
122-190 |
1.000 |
122-075 |
1.618 |
121-210 |
2.618 |
120-230 |
4.250 |
119-060 |
|
|
Fisher Pivots for day following 26-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
123-208 |
124-038 |
PP |
123-207 |
123-308 |
S1 |
123-205 |
123-259 |
|