ECBOT 10 Year T-Note Future June 2009
| Trading Metrics calculated at close of trading on 29-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2009 |
29-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
122-140 |
121-190 |
-0-270 |
-0.7% |
123-060 |
| High |
122-290 |
121-290 |
-1-000 |
-0.8% |
124-040 |
| Low |
121-200 |
120-130 |
-1-070 |
-1.0% |
121-060 |
| Close |
121-280 |
120-280 |
-1-000 |
-0.8% |
121-230 |
| Range |
1-090 |
1-160 |
0-070 |
17.1% |
2-300 |
| ATR |
1-085 |
1-091 |
0-005 |
1.3% |
0-000 |
| Volume |
5,133 |
4,888 |
-245 |
-4.8% |
6,742 |
|
| Daily Pivots for day following 29-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-180 |
124-230 |
121-224 |
|
| R3 |
124-020 |
123-070 |
121-092 |
|
| R2 |
122-180 |
122-180 |
121-048 |
|
| R1 |
121-230 |
121-230 |
121-004 |
121-125 |
| PP |
121-020 |
121-020 |
121-020 |
120-288 |
| S1 |
120-070 |
120-070 |
120-236 |
119-285 |
| S2 |
119-180 |
119-180 |
120-192 |
|
| S3 |
118-020 |
118-230 |
120-148 |
|
| S4 |
116-180 |
117-070 |
120-016 |
|
|
| 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 |
128-090 |
|
2.618 |
125-267 |
|
1.618 |
124-107 |
|
1.000 |
123-130 |
|
0.618 |
122-267 |
|
HIGH |
121-290 |
|
0.618 |
121-107 |
|
0.500 |
121-050 |
|
0.382 |
120-313 |
|
LOW |
120-130 |
|
0.618 |
119-153 |
|
1.000 |
118-290 |
|
1.618 |
117-313 |
|
2.618 |
116-153 |
|
4.250 |
114-010 |
|
|
| Fisher Pivots for day following 29-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
121-050 |
121-210 |
| PP |
121-020 |
121-127 |
| S1 |
120-310 |
121-043 |
|