CBOT 10-Year T-Note Future March 2009
Trading Metrics calculated at close of trading on 29-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2008 |
29-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
126-285 |
127-150 |
0-185 |
0.5% |
127-070 |
High |
127-105 |
128-080 |
0-295 |
0.7% |
127-120 |
Low |
126-285 |
127-150 |
0-185 |
0.5% |
126-210 |
Close |
127-105 |
127-240 |
0-135 |
0.3% |
127-105 |
Range |
0-140 |
0-250 |
0-110 |
78.6% |
0-230 |
ATR |
0-315 |
0-313 |
-0-001 |
-0.4% |
0-000 |
Volume |
33,032 |
32,837 |
-195 |
-0.6% |
579,305 |
|
Daily Pivots for day following 29-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
130-053 |
129-237 |
128-058 |
|
R3 |
129-123 |
128-307 |
127-309 |
|
R2 |
128-193 |
128-193 |
127-286 |
|
R1 |
128-057 |
128-057 |
127-263 |
128-125 |
PP |
127-263 |
127-263 |
127-263 |
127-298 |
S1 |
127-127 |
127-127 |
127-217 |
127-195 |
S2 |
127-013 |
127-013 |
127-194 |
|
S3 |
126-083 |
126-197 |
127-171 |
|
S4 |
125-153 |
125-267 |
127-102 |
|
|
Weekly Pivots for week ending 26-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
129-088 |
129-007 |
127-232 |
|
R3 |
128-178 |
128-097 |
127-168 |
|
R2 |
127-268 |
127-268 |
127-147 |
|
R1 |
127-187 |
127-187 |
127-126 |
127-228 |
PP |
127-038 |
127-038 |
127-038 |
127-059 |
S1 |
126-277 |
126-277 |
127-084 |
126-318 |
S2 |
126-128 |
126-128 |
127-063 |
|
S3 |
125-218 |
126-047 |
127-042 |
|
S4 |
124-308 |
125-137 |
126-298 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
131-182 |
2.618 |
130-094 |
1.618 |
129-164 |
1.000 |
129-010 |
0.618 |
128-234 |
HIGH |
128-080 |
0.618 |
127-304 |
0.500 |
127-275 |
0.382 |
127-246 |
LOW |
127-150 |
0.618 |
126-316 |
1.000 |
126-220 |
1.618 |
126-066 |
2.618 |
125-136 |
4.250 |
124-048 |
|
|
Fisher Pivots for day following 29-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
127-275 |
127-208 |
PP |
127-263 |
127-177 |
S1 |
127-252 |
127-145 |
|