ECBOT 10 Year T-Note Future June 2009
| Trading Metrics calculated at close of trading on 19-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2009 |
19-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
123-160 |
123-060 |
-0-100 |
-0.3% |
123-110 |
| High |
124-190 |
123-060 |
-1-130 |
-1.1% |
125-040 |
| Low |
123-060 |
122-110 |
-0-270 |
-0.7% |
123-060 |
| Close |
124-090 |
122-110 |
-1-300 |
-1.6% |
124-090 |
| Range |
1-130 |
0-270 |
-0-180 |
-40.0% |
1-300 |
| ATR |
|
|
|
|
|
| Volume |
321 |
321 |
0 |
0.0% |
2,611 |
|
| Daily Pivots for day following 19-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-050 |
124-190 |
122-258 |
|
| R3 |
124-100 |
123-240 |
122-184 |
|
| R2 |
123-150 |
123-150 |
122-160 |
|
| R1 |
122-290 |
122-290 |
122-135 |
122-245 |
| PP |
122-200 |
122-200 |
122-200 |
122-178 |
| S1 |
122-020 |
122-020 |
122-085 |
121-295 |
| S2 |
121-250 |
121-250 |
122-060 |
|
| S3 |
120-300 |
121-070 |
122-036 |
|
| S4 |
120-030 |
120-120 |
121-282 |
|
|
| 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 |
126-248 |
|
2.618 |
125-127 |
|
1.618 |
124-177 |
|
1.000 |
124-010 |
|
0.618 |
123-227 |
|
HIGH |
123-060 |
|
0.618 |
122-277 |
|
0.500 |
122-245 |
|
0.382 |
122-213 |
|
LOW |
122-110 |
|
0.618 |
121-263 |
|
1.000 |
121-160 |
|
1.618 |
120-313 |
|
2.618 |
120-043 |
|
4.250 |
118-242 |
|
|
| Fisher Pivots for day following 19-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
122-245 |
123-230 |
| PP |
122-200 |
123-083 |
| S1 |
122-155 |
122-257 |
|