ECBOT 10 Year T-Note Future June 2009


Trading Metrics calculated at close of trading on 30-Jan-2009
Day Change Summary
Previous Current
29-Jan-2009 30-Jan-2009 Change Change % Previous Week
Open 121-190 120-210 -0-300 -0.8% 121-140
High 121-290 121-190 -0-100 -0.3% 122-290
Low 120-130 120-190 0-060 0.2% 120-130
Close 120-280 120-230 -0-050 -0.1% 120-230
Range 1-160 1-000 -0-160 -33.3% 2-160
ATR 1-091 1-084 -0-006 -1.6% 0-000
Volume 4,888 2,581 -2,307 -47.2% 15,874
Daily Pivots for day following 30-Jan-2009
Classic Woodie Camarilla DeMark
R4 123-310 123-110 121-086
R3 122-310 122-110 120-318
R2 121-310 121-310 120-289
R1 121-110 121-110 120-259 121-210
PP 120-310 120-310 120-310 121-040
S1 120-110 120-110 120-201 120-210
S2 119-310 119-310 120-171
S3 118-310 119-110 120-142
S4 117-310 118-110 120-054
Weekly Pivots for week ending 30-Jan-2009
Classic Woodie Camarilla DeMark
R4 128-270 127-090 122-030
R3 126-110 124-250 121-130
R2 123-270 123-270 121-057
R1 122-090 122-090 120-303 121-260
PP 121-110 121-110 121-110 121-035
S1 119-250 119-250 120-157 119-100
S2 118-270 118-270 120-083
S3 116-110 117-090 120-010
S4 113-270 114-250 119-110
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122-290 120-130 2-160 2.1% 1-044 0.9% 13% False False 3,174
10 124-040 120-130 3-230 3.1% 1-076 1.0% 8% False False 2,261
20 125-040 120-130 4-230 3.9% 1-059 1.0% 7% False False 1,270
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0-090
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 125-270
2.618 124-068
1.618 123-068
1.000 122-190
0.618 122-068
HIGH 121-190
0.618 121-068
0.500 121-030
0.382 120-312
LOW 120-190
0.618 119-312
1.000 119-190
1.618 118-312
2.618 117-312
4.250 116-110
Fisher Pivots for day following 30-Jan-2009
Pivot 1 day 3 day
R1 121-030 121-210
PP 120-310 121-110
S1 120-270 121-010

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

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