ECBOT 10 Year T-Note Future June 2009
| Trading Metrics calculated at close of trading on 27-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2009 |
27-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
121-140 |
121-220 |
0-080 |
0.2% |
123-060 |
| High |
121-280 |
122-240 |
0-280 |
0.7% |
124-040 |
| Low |
121-070 |
121-160 |
0-090 |
0.2% |
121-060 |
| Close |
121-220 |
122-240 |
1-020 |
0.9% |
121-230 |
| Range |
0-210 |
1-080 |
0-190 |
90.5% |
2-300 |
| ATR |
1-085 |
1-085 |
0-000 |
-0.1% |
0-000 |
| Volume |
993 |
2,279 |
1,286 |
129.5% |
6,742 |
|
| Daily Pivots for day following 27-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-027 |
125-213 |
123-140 |
|
| R3 |
124-267 |
124-133 |
123-030 |
|
| R2 |
123-187 |
123-187 |
122-313 |
|
| R1 |
123-053 |
123-053 |
122-277 |
123-120 |
| PP |
122-107 |
122-107 |
122-107 |
122-140 |
| S1 |
121-293 |
121-293 |
122-203 |
122-040 |
| S2 |
121-027 |
121-027 |
122-167 |
|
| S3 |
119-267 |
120-213 |
122-130 |
|
| S4 |
118-187 |
119-133 |
122-020 |
|
|
| 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 |
128-020 |
|
2.618 |
126-007 |
|
1.618 |
124-247 |
|
1.000 |
124-000 |
|
0.618 |
123-167 |
|
HIGH |
122-240 |
|
0.618 |
122-087 |
|
0.500 |
122-040 |
|
0.382 |
121-313 |
|
LOW |
121-160 |
|
0.618 |
120-233 |
|
1.000 |
120-080 |
|
1.618 |
119-153 |
|
2.618 |
118-073 |
|
4.250 |
116-060 |
|
|
| Fisher Pivots for day following 27-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
122-173 |
122-157 |
| PP |
122-107 |
122-073 |
| S1 |
122-040 |
121-310 |
|