ECBOT 10 Year T-Note Future June 2009
| Trading Metrics calculated at close of trading on 20-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2009 |
20-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
123-060 |
123-060 |
0-000 |
0.0% |
123-110 |
| High |
123-060 |
124-040 |
0-300 |
0.8% |
125-040 |
| Low |
122-110 |
122-110 |
0-000 |
0.0% |
123-060 |
| Close |
122-110 |
124-000 |
1-210 |
1.4% |
124-090 |
| Range |
0-270 |
1-250 |
0-300 |
111.1% |
1-300 |
| ATR |
|
|
|
|
|
| Volume |
321 |
272 |
-49 |
-15.3% |
2,611 |
|
| Daily Pivots for day following 20-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-267 |
128-063 |
124-314 |
|
| R3 |
127-017 |
126-133 |
124-157 |
|
| R2 |
125-087 |
125-087 |
124-104 |
|
| R1 |
124-203 |
124-203 |
124-052 |
124-305 |
| PP |
123-157 |
123-157 |
123-157 |
123-208 |
| S1 |
122-273 |
122-273 |
123-268 |
123-055 |
| S2 |
121-227 |
121-227 |
123-216 |
|
| S3 |
119-297 |
121-023 |
123-163 |
|
| S4 |
118-047 |
119-093 |
123-006 |
|
|
| 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 |
131-222 |
|
2.618 |
128-252 |
|
1.618 |
127-002 |
|
1.000 |
125-290 |
|
0.618 |
125-072 |
|
HIGH |
124-040 |
|
0.618 |
123-142 |
|
0.500 |
123-075 |
|
0.382 |
123-008 |
|
LOW |
122-110 |
|
0.618 |
121-078 |
|
1.000 |
120-180 |
|
1.618 |
119-148 |
|
2.618 |
117-218 |
|
4.250 |
114-248 |
|
|
| Fisher Pivots for day following 20-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
123-238 |
123-263 |
| PP |
123-157 |
123-207 |
| S1 |
123-075 |
123-150 |
|