CBOT 10-Year T-Note Future March 2009
Trading Metrics calculated at close of trading on 08-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2009 |
08-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
124-160 |
124-270 |
0-110 |
0.3% |
127-150 |
High |
124-170 |
125-200 |
1-030 |
0.9% |
128-080 |
Low |
124-040 |
124-205 |
0-165 |
0.4% |
124-095 |
Close |
124-155 |
125-100 |
0-265 |
0.7% |
124-095 |
Range |
0-130 |
0-315 |
0-185 |
142.3% |
3-305 |
ATR |
1-013 |
1-015 |
0-002 |
0.7% |
0-000 |
Volume |
444,146 |
372,027 |
-72,119 |
-16.2% |
363,381 |
|
Daily Pivots for day following 08-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128-047 |
127-228 |
125-273 |
|
R3 |
127-052 |
126-233 |
125-187 |
|
R2 |
126-057 |
126-057 |
125-158 |
|
R1 |
125-238 |
125-238 |
125-129 |
125-308 |
PP |
125-062 |
125-062 |
125-062 |
125-096 |
S1 |
124-243 |
124-243 |
125-071 |
124-312 |
S2 |
124-067 |
124-067 |
125-042 |
|
S3 |
123-072 |
123-248 |
125-013 |
|
S4 |
122-077 |
122-253 |
124-247 |
|
|
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 |
129-259 |
2.618 |
128-065 |
1.618 |
127-070 |
1.000 |
126-195 |
0.618 |
126-075 |
HIGH |
125-200 |
0.618 |
125-080 |
0.500 |
125-042 |
0.382 |
125-005 |
LOW |
124-205 |
0.618 |
124-010 |
1.000 |
123-210 |
1.618 |
123-015 |
2.618 |
122-020 |
4.250 |
120-146 |
|
|
Fisher Pivots for day following 08-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
125-081 |
125-025 |
PP |
125-062 |
124-270 |
S1 |
125-042 |
124-195 |
|