ECBOT 10 Year T-Note Future June 2009
| Trading Metrics calculated at close of trading on 21-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2009 |
21-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
123-060 |
124-000 |
0-260 |
0.7% |
123-110 |
| High |
124-040 |
124-000 |
-0-040 |
-0.1% |
125-040 |
| Low |
122-110 |
122-140 |
0-030 |
0.1% |
123-060 |
| Close |
124-000 |
122-160 |
-1-160 |
-1.2% |
124-090 |
| Range |
1-250 |
1-180 |
-0-070 |
-12.3% |
1-300 |
| ATR |
0-000 |
1-104 |
1-104 |
|
0-000 |
| Volume |
272 |
262 |
-10 |
-3.7% |
2,611 |
|
| Daily Pivots for day following 21-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-213 |
126-207 |
123-115 |
|
| R3 |
126-033 |
125-027 |
122-298 |
|
| R2 |
124-173 |
124-173 |
122-252 |
|
| R1 |
123-167 |
123-167 |
122-206 |
123-080 |
| PP |
122-313 |
122-313 |
122-313 |
122-270 |
| S1 |
121-307 |
121-307 |
122-114 |
121-220 |
| S2 |
121-133 |
121-133 |
122-068 |
|
| S3 |
119-273 |
120-127 |
122-022 |
|
| S4 |
118-093 |
118-267 |
121-205 |
|
|
| 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 |
130-205 |
|
2.618 |
128-029 |
|
1.618 |
126-169 |
|
1.000 |
125-180 |
|
0.618 |
124-309 |
|
HIGH |
124-000 |
|
0.618 |
123-129 |
|
0.500 |
123-070 |
|
0.382 |
123-011 |
|
LOW |
122-140 |
|
0.618 |
121-151 |
|
1.000 |
120-280 |
|
1.618 |
119-291 |
|
2.618 |
118-111 |
|
4.250 |
115-255 |
|
|
| Fisher Pivots for day following 21-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
123-070 |
123-075 |
| PP |
122-313 |
122-317 |
| S1 |
122-237 |
122-238 |
|