ECBOT 10 Year T-Note Future March 2009
| Trading Metrics calculated at close of trading on 12-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2009 |
12-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
125-065 |
125-200 |
0-135 |
0.3% |
124-160 |
| High |
126-110 |
126-115 |
0-005 |
0.0% |
126-110 |
| Low |
124-280 |
125-035 |
0-075 |
0.2% |
123-090 |
| Close |
125-175 |
126-105 |
0-250 |
0.6% |
125-175 |
| Range |
1-150 |
1-080 |
-0-070 |
-14.9% |
3-020 |
| ATR |
1-145 |
1-141 |
-0-005 |
-1.0% |
0-000 |
| Volume |
509,890 |
482,592 |
-27,298 |
-5.4% |
1,933,091 |
|
| Daily Pivots for day following 12-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-218 |
129-082 |
127-005 |
|
| R3 |
128-138 |
128-002 |
126-215 |
|
| R2 |
127-058 |
127-058 |
126-178 |
|
| R1 |
126-242 |
126-242 |
126-142 |
126-310 |
| PP |
125-298 |
125-298 |
125-298 |
126-012 |
| S1 |
125-162 |
125-162 |
126-068 |
125-230 |
| S2 |
124-218 |
124-218 |
126-032 |
|
| S3 |
123-138 |
124-082 |
125-315 |
|
| S4 |
122-058 |
123-002 |
125-205 |
|
|
| Weekly Pivots for week ending 09-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-078 |
132-307 |
127-074 |
|
| R3 |
131-058 |
129-287 |
126-124 |
|
| R2 |
128-038 |
128-038 |
126-035 |
|
| R1 |
126-267 |
126-267 |
125-265 |
127-152 |
| PP |
125-018 |
125-018 |
125-018 |
125-121 |
| S1 |
123-247 |
123-247 |
125-085 |
124-132 |
| S2 |
121-318 |
121-318 |
124-315 |
|
| S3 |
118-298 |
120-227 |
124-226 |
|
| S4 |
115-278 |
117-207 |
123-276 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
126-115 |
123-090 |
3-025 |
2.4% |
1-104 |
1.0% |
99% |
True |
False |
441,905 |
| 10 |
128-100 |
123-090 |
5-010 |
4.0% |
1-154 |
1.2% |
61% |
False |
False |
277,906 |
| 20 |
128-225 |
122-250 |
5-295 |
4.7% |
1-153 |
1.2% |
60% |
False |
False |
292,479 |
| 40 |
128-225 |
113-300 |
14-245 |
11.7% |
1-154 |
1.2% |
84% |
False |
False |
302,627 |
| 60 |
128-225 |
109-250 |
18-295 |
15.0% |
1-122 |
1.1% |
87% |
False |
False |
202,459 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-215 |
|
2.618 |
129-202 |
|
1.618 |
128-122 |
|
1.000 |
127-195 |
|
0.618 |
127-042 |
|
HIGH |
126-115 |
|
0.618 |
125-282 |
|
0.500 |
125-235 |
|
0.382 |
125-188 |
|
LOW |
125-035 |
|
0.618 |
124-108 |
|
1.000 |
123-275 |
|
1.618 |
123-028 |
|
2.618 |
121-268 |
|
4.250 |
119-255 |
|
|
| Fisher Pivots for day following 12-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
126-042 |
125-317 |
| PP |
125-298 |
125-208 |
| S1 |
125-235 |
125-100 |
|