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
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-040 121-060 2-300 2.4% 1-108 1.1% 18% False True 1,348
10 125-040 121-060 3-300 3.2% 1-078 1.0% 13% False True 935
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-091
Narrowest range in 4 trading days
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

These figures are updated between 7pm and 10pm EST after a trading day.

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