ECBOT 10 Year T-Note Future June 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 |
124-260 |
123-160 |
-1-100 |
-1.1% |
123-110 |
| High |
125-030 |
124-190 |
-0-160 |
-0.4% |
125-040 |
| Low |
124-170 |
123-060 |
-1-110 |
-1.1% |
123-060 |
| Close |
124-240 |
124-090 |
-0-150 |
-0.4% |
124-090 |
| Range |
0-180 |
1-130 |
0-270 |
150.0% |
1-300 |
| ATR |
|
|
|
|
|
| Volume |
161 |
321 |
160 |
99.4% |
2,611 |
|
| Daily Pivots for day following 16-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-077 |
127-213 |
125-018 |
|
| R3 |
126-267 |
126-083 |
124-214 |
|
| R2 |
125-137 |
125-137 |
124-172 |
|
| R1 |
124-273 |
124-273 |
124-131 |
125-045 |
| PP |
124-007 |
124-007 |
124-007 |
124-052 |
| S1 |
123-143 |
123-143 |
124-049 |
123-235 |
| S2 |
122-197 |
122-197 |
124-008 |
|
| S3 |
121-067 |
122-013 |
123-286 |
|
| S4 |
119-257 |
120-203 |
123-162 |
|
|
| Weekly Pivots for week ending 16-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-003 |
129-027 |
125-111 |
|
| R3 |
128-023 |
127-047 |
124-260 |
|
| R2 |
126-043 |
126-043 |
124-204 |
|
| R1 |
125-067 |
125-067 |
124-147 |
125-215 |
| PP |
124-063 |
124-063 |
124-063 |
124-138 |
| S1 |
123-087 |
123-087 |
124-033 |
123-235 |
| S2 |
122-083 |
122-083 |
123-296 |
|
| S3 |
120-103 |
121-107 |
123-240 |
|
| S4 |
118-123 |
119-127 |
123-069 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-182 |
|
2.618 |
128-088 |
|
1.618 |
126-278 |
|
1.000 |
126-000 |
|
0.618 |
125-148 |
|
HIGH |
124-190 |
|
0.618 |
124-018 |
|
0.500 |
123-285 |
|
0.382 |
123-232 |
|
LOW |
123-060 |
|
0.618 |
122-102 |
|
1.000 |
121-250 |
|
1.618 |
120-292 |
|
2.618 |
119-162 |
|
4.250 |
117-068 |
|
|
| Fisher Pivots for day following 16-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
124-048 |
124-077 |
| PP |
124-007 |
124-063 |
| S1 |
123-285 |
124-050 |
|