ECBOT 10 Year T-Note Future June 2009


Trading Metrics calculated at close of trading on 26-Jan-2009
Day Change Summary
Previous Current
23-Jan-2009 26-Jan-2009 Change Change % Previous Week
Open 122-100 121-140 -0-280 -0.7% 123-060
High 122-130 121-280 -0-170 -0.4% 124-040
Low 121-060 121-070 0-010 0.0% 121-060
Close 121-230 121-220 -0-010 0.0% 121-230
Range 1-070 0-210 -0-180 -46.2% 2-300
ATR 1-100 1-085 -0-015 -3.6% 0-000
Volume 2,105 993 -1,112 -52.8% 6,742
Daily Pivots for day following 26-Jan-2009
Classic Woodie Camarilla DeMark
R4 123-180 123-090 122-016
R3 122-290 122-200 121-278
R2 122-080 122-080 121-258
R1 121-310 121-310 121-239 122-035
PP 121-190 121-190 121-190 121-212
S1 121-100 121-100 121-201 121-145
S2 120-300 120-300 121-182
S3 120-090 120-210 121-162
S4 119-200 120-000 121-104
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% 1-096 1.1% 17% False False 1,482
10 125-040 121-060 3-300 3.2% 1-060 1.0% 13% False False 1,033
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-095
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 124-212
2.618 123-190
1.618 122-300
1.000 122-170
0.618 122-090
HIGH 121-280
0.618 121-200
0.500 121-175
0.382 121-150
LOW 121-070
0.618 120-260
1.000 120-180
1.618 120-050
2.618 119-160
4.250 118-138
Fisher Pivots for day following 26-Jan-2009
Pivot 1 day 3 day
R1 121-205 121-310
PP 121-190 121-280
S1 121-175 121-250

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

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