ECBOT 10 Year T-Note Future June 2009
Trading Metrics calculated at close of trading on 23-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2009 |
23-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
122-040 |
122-100 |
0-060 |
0.2% |
123-060 |
High |
122-240 |
122-130 |
-0-110 |
-0.3% |
124-040 |
Low |
121-150 |
121-060 |
-0-090 |
-0.2% |
121-060 |
Close |
121-290 |
121-230 |
-0-060 |
-0.2% |
121-230 |
Range |
1-090 |
1-070 |
-0-020 |
-4.9% |
2-300 |
ATR |
1-103 |
1-100 |
-0-002 |
-0.6% |
0-000 |
Volume |
3,782 |
2,105 |
-1,677 |
-44.3% |
6,742 |
|
Daily Pivots for day following 23-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-137 |
124-253 |
122-124 |
|
R3 |
124-067 |
123-183 |
122-017 |
|
R2 |
122-317 |
122-317 |
121-302 |
|
R1 |
122-113 |
122-113 |
121-266 |
122-020 |
PP |
121-247 |
121-247 |
121-247 |
121-200 |
S1 |
121-043 |
121-043 |
121-194 |
120-270 |
S2 |
120-177 |
120-177 |
121-158 |
|
S3 |
119-107 |
119-293 |
121-123 |
|
S4 |
118-037 |
118-223 |
121-016 |
|
|
Weekly Pivots for week ending 23-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131-050 |
129-120 |
123-107 |
|
R3 |
128-070 |
126-140 |
122-168 |
|
R2 |
125-090 |
125-090 |
122-082 |
|
R1 |
123-160 |
123-160 |
121-316 |
122-295 |
PP |
122-110 |
122-110 |
122-110 |
122-018 |
S1 |
120-180 |
120-180 |
121-144 |
119-315 |
S2 |
119-130 |
119-130 |
121-058 |
|
S3 |
116-150 |
117-200 |
120-292 |
|
S4 |
113-170 |
114-220 |
120-033 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
127-188 |
2.618 |
125-191 |
1.618 |
124-121 |
1.000 |
123-200 |
0.618 |
123-051 |
HIGH |
122-130 |
0.618 |
121-301 |
0.500 |
121-255 |
0.382 |
121-209 |
LOW |
121-060 |
0.618 |
120-139 |
1.000 |
119-310 |
1.618 |
119-069 |
2.618 |
117-319 |
4.250 |
116-002 |
|
|
Fisher Pivots for day following 23-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
121-255 |
122-190 |
PP |
121-247 |
122-097 |
S1 |
121-238 |
122-003 |
|