CBOT 10-Year T-Note Future March 2009
Trading Metrics calculated at close of trading on 09-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2009 |
09-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
124-270 |
125-000 |
0-050 |
0.1% |
123-295 |
High |
125-200 |
126-080 |
0-200 |
0.5% |
126-080 |
Low |
124-205 |
125-000 |
0-115 |
0.3% |
123-190 |
Close |
125-100 |
125-175 |
0-075 |
0.2% |
125-175 |
Range |
0-315 |
1-080 |
0-085 |
27.0% |
2-210 |
ATR |
1-015 |
1-020 |
0-005 |
1.4% |
0-000 |
Volume |
372,027 |
509,890 |
137,863 |
37.1% |
1,933,091 |
|
Daily Pivots for day following 09-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
129-112 |
128-223 |
126-075 |
|
R3 |
128-032 |
127-143 |
125-285 |
|
R2 |
126-272 |
126-272 |
125-248 |
|
R1 |
126-063 |
126-063 |
125-212 |
126-168 |
PP |
125-192 |
125-192 |
125-192 |
125-244 |
S1 |
124-303 |
124-303 |
125-138 |
125-088 |
S2 |
124-112 |
124-112 |
125-102 |
|
S3 |
123-032 |
123-223 |
125-065 |
|
S4 |
121-272 |
122-143 |
124-275 |
|
|
Weekly Pivots for week ending 09-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-032 |
131-313 |
127-002 |
|
R3 |
130-142 |
129-103 |
126-089 |
|
R2 |
127-252 |
127-252 |
126-011 |
|
R1 |
126-213 |
126-213 |
125-253 |
127-072 |
PP |
125-042 |
125-042 |
125-042 |
125-131 |
S1 |
124-003 |
124-003 |
125-097 |
124-182 |
S2 |
122-152 |
122-152 |
125-019 |
|
S3 |
119-262 |
121-113 |
124-261 |
|
S4 |
117-052 |
118-223 |
124-028 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
131-180 |
2.618 |
129-167 |
1.618 |
128-087 |
1.000 |
127-160 |
0.618 |
127-007 |
HIGH |
126-080 |
0.618 |
125-247 |
0.500 |
125-200 |
0.382 |
125-153 |
LOW |
125-000 |
0.618 |
124-073 |
1.000 |
123-240 |
1.618 |
122-313 |
2.618 |
121-233 |
4.250 |
119-220 |
|
|
Fisher Pivots for day following 09-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
125-200 |
125-137 |
PP |
125-192 |
125-098 |
S1 |
125-183 |
125-060 |
|