ECBOT 10 Year T-Note Future September 2009


Trading Metrics calculated at close of trading on 09-Jan-2009
Day Change Summary
Previous Current
08-Jan-2009 09-Jan-2009 Change Change % Previous Week
Open 122-050 122-130 0-080 0.2% 121-080
High 122-050 122-130 0-080 0.2% 122-130
Low 122-050 122-130 0-080 0.2% 121-080
Close 122-050 122-130 0-080 0.2% 122-130
Range
ATR 0-206 0-197 -0-009 -4.4% 0-000
Volume 2 2 0 0.0% 10
Daily Pivots for day following 09-Jan-2009
Classic Woodie Camarilla DeMark
R4 122-130 122-130 122-130
R3 122-130 122-130 122-130
R2 122-130 122-130 122-130
R1 122-130 122-130 122-130 122-130
PP 122-130 122-130 122-130 122-130
S1 122-130 122-130 122-130 122-130
S2 122-130 122-130 122-130
S3 122-130 122-130 122-130
S4 122-130 122-130 122-130
Weekly Pivots for week ending 09-Jan-2009
Classic Woodie Camarilla DeMark
R4 125-157 125-033 123-014
R3 124-107 123-303 122-232
R2 123-057 123-057 122-198
R1 122-253 122-253 122-164 122-315
PP 122-007 122-007 122-007 122-038
S1 121-203 121-203 122-096 121-265
S2 120-277 120-277 122-062
S3 119-227 120-153 122-028
S4 118-177 119-103 121-246
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122-130 121-080 1-050 0.9% 0-000 0.0% 100% True False 2
10 125-140 121-080 4-060 3.4% 0-000 0.0% 28% False False 2
20 125-240 121-080 4-160 3.7% 0-000 0.0% 26% False False 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-000
Fibonacci Retracements and Extensions
4.250 122-130
2.618 122-130
1.618 122-130
1.000 122-130
0.618 122-130
HIGH 122-130
0.618 122-130
0.500 122-130
0.382 122-130
LOW 122-130
0.618 122-130
1.000 122-130
1.618 122-130
2.618 122-130
4.250 122-130
Fisher Pivots for day following 09-Jan-2009
Pivot 1 day 3 day
R1 122-130 122-078
PP 122-130 122-027
S1 122-130 121-295

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

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