CBOT 10-Year T-Note Future March 2009
Trading Metrics calculated at close of trading on 02-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2008 |
02-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
127-085 |
126-100 |
-0-305 |
-0.7% |
127-150 |
High |
127-135 |
126-265 |
-0-190 |
-0.5% |
128-080 |
Low |
125-240 |
124-095 |
-1-145 |
-1.2% |
124-095 |
Close |
125-240 |
124-095 |
-1-145 |
-1.2% |
124-095 |
Range |
1-215 |
2-170 |
0-275 |
51.4% |
3-305 |
ATR |
1-006 |
1-041 |
0-035 |
10.6% |
0-000 |
Volume |
118,899 |
115,346 |
-3,553 |
-3.0% |
363,381 |
|
Daily Pivots for day following 02-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-235 |
131-015 |
125-220 |
|
R3 |
130-065 |
128-165 |
124-318 |
|
R2 |
127-215 |
127-215 |
124-244 |
|
R1 |
125-315 |
125-315 |
124-169 |
125-180 |
PP |
125-045 |
125-045 |
125-045 |
124-298 |
S1 |
123-145 |
123-145 |
124-021 |
123-010 |
S2 |
122-195 |
122-195 |
123-266 |
|
S3 |
120-025 |
120-295 |
123-192 |
|
S4 |
117-175 |
118-125 |
122-290 |
|
|
Weekly Pivots for week ending 02-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
137-152 |
134-268 |
126-151 |
|
R3 |
133-167 |
130-283 |
125-123 |
|
R2 |
129-182 |
129-182 |
125-007 |
|
R1 |
126-298 |
126-298 |
124-211 |
126-088 |
PP |
125-197 |
125-197 |
125-197 |
125-091 |
S1 |
122-313 |
122-313 |
123-299 |
122-102 |
S2 |
121-212 |
121-212 |
123-183 |
|
S3 |
117-227 |
119-008 |
123-067 |
|
S4 |
113-242 |
115-023 |
122-039 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
137-188 |
2.618 |
133-146 |
1.618 |
130-296 |
1.000 |
129-115 |
0.618 |
128-126 |
HIGH |
126-265 |
0.618 |
125-276 |
0.500 |
125-180 |
0.382 |
125-084 |
LOW |
124-095 |
0.618 |
122-234 |
1.000 |
121-245 |
1.618 |
120-064 |
2.618 |
117-214 |
4.250 |
113-172 |
|
|
Fisher Pivots for day following 02-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
125-180 |
125-305 |
PP |
125-045 |
125-128 |
S1 |
124-230 |
124-272 |
|