ECBOT 10 Year T-Note Future June 2009
| Trading Metrics calculated at close of trading on 28-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2009 |
28-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
121-220 |
122-140 |
0-240 |
0.6% |
123-060 |
| High |
122-240 |
122-290 |
0-050 |
0.1% |
124-040 |
| Low |
121-160 |
121-200 |
0-040 |
0.1% |
121-060 |
| Close |
122-240 |
121-280 |
-0-280 |
-0.7% |
121-230 |
| Range |
1-080 |
1-090 |
0-010 |
2.5% |
2-300 |
| ATR |
1-085 |
1-085 |
0-000 |
0.1% |
0-000 |
| Volume |
2,279 |
5,133 |
2,854 |
125.2% |
6,742 |
|
| Daily Pivots for day following 28-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-313 |
125-067 |
122-186 |
|
| R3 |
124-223 |
123-297 |
122-073 |
|
| R2 |
123-133 |
123-133 |
122-035 |
|
| R1 |
122-207 |
122-207 |
121-318 |
122-125 |
| PP |
122-043 |
122-043 |
122-043 |
122-002 |
| S1 |
121-117 |
121-117 |
121-242 |
121-035 |
| S2 |
120-273 |
120-273 |
121-205 |
|
| S3 |
119-183 |
120-027 |
121-167 |
|
| S4 |
118-093 |
118-257 |
121-054 |
|
|
| 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 |
128-112 |
|
2.618 |
126-083 |
|
1.618 |
124-313 |
|
1.000 |
124-060 |
|
0.618 |
123-223 |
|
HIGH |
122-290 |
|
0.618 |
122-133 |
|
0.500 |
122-085 |
|
0.382 |
122-037 |
|
LOW |
121-200 |
|
0.618 |
120-267 |
|
1.000 |
120-110 |
|
1.618 |
119-177 |
|
2.618 |
118-087 |
|
4.250 |
116-058 |
|
|
| Fisher Pivots for day following 28-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
122-085 |
122-020 |
| PP |
122-043 |
122-000 |
| S1 |
122-002 |
121-300 |
|