CBOT 10-Year T-Note Future March 2009
Trading Metrics calculated at close of trading on 07-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2009 |
07-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
123-190 |
124-160 |
0-290 |
0.7% |
127-150 |
High |
124-170 |
124-170 |
0-000 |
0.0% |
128-080 |
Low |
123-190 |
124-040 |
0-170 |
0.4% |
124-095 |
Close |
124-115 |
124-155 |
0-040 |
0.1% |
124-095 |
Range |
0-300 |
0-130 |
-0-170 |
-56.7% |
3-305 |
ATR |
1-029 |
1-013 |
-0-016 |
-4.5% |
0-000 |
Volume |
400,874 |
444,146 |
43,272 |
10.8% |
363,381 |
|
Daily Pivots for day following 07-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-192 |
125-143 |
124-226 |
|
R3 |
125-062 |
125-013 |
124-191 |
|
R2 |
124-252 |
124-252 |
124-179 |
|
R1 |
124-203 |
124-203 |
124-167 |
124-162 |
PP |
124-122 |
124-122 |
124-122 |
124-101 |
S1 |
124-073 |
124-073 |
124-143 |
124-032 |
S2 |
123-312 |
123-312 |
124-131 |
|
S3 |
123-182 |
123-263 |
124-119 |
|
S4 |
123-052 |
123-133 |
124-084 |
|
|
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 |
126-082 |
2.618 |
125-190 |
1.618 |
125-060 |
1.000 |
124-300 |
0.618 |
124-250 |
HIGH |
124-170 |
0.618 |
124-120 |
0.500 |
124-105 |
0.382 |
124-090 |
LOW |
124-040 |
0.618 |
123-280 |
1.000 |
123-230 |
1.618 |
123-150 |
2.618 |
123-020 |
4.250 |
122-128 |
|
|
Fisher Pivots for day following 07-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
124-138 |
124-118 |
PP |
124-122 |
124-082 |
S1 |
124-105 |
124-045 |
|