CBOT 10-Year T-Note Future March 2009
| Trading Metrics calculated at close of trading on 12-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2009 |
12-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
125-000 |
125-080 |
0-080 |
0.2% |
123-295 |
| High |
126-080 |
126-105 |
0-025 |
0.1% |
126-080 |
| Low |
125-000 |
125-080 |
0-080 |
0.2% |
123-190 |
| Close |
125-175 |
126-105 |
0-250 |
0.6% |
125-175 |
| Range |
1-080 |
1-025 |
-0-055 |
-13.8% |
2-210 |
| ATR |
1-020 |
1-020 |
0-000 |
0.1% |
0-000 |
| Volume |
509,890 |
482,592 |
-27,298 |
-5.4% |
1,933,091 |
|
| Daily Pivots for day following 12-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-065 |
128-270 |
126-295 |
|
| R3 |
128-040 |
127-245 |
126-200 |
|
| R2 |
127-015 |
127-015 |
126-168 |
|
| R1 |
126-220 |
126-220 |
126-137 |
126-278 |
| PP |
125-310 |
125-310 |
125-310 |
126-019 |
| S1 |
125-195 |
125-195 |
126-073 |
125-252 |
| S2 |
124-285 |
124-285 |
126-042 |
|
| S3 |
123-260 |
124-170 |
126-010 |
|
| S4 |
122-235 |
123-145 |
125-235 |
|
|
| 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 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
126-105 |
123-190 |
2-235 |
2.2% |
0-298 |
0.7% |
100% |
True |
False |
441,905 |
| 10 |
128-080 |
123-190 |
4-210 |
3.7% |
1-036 |
0.9% |
59% |
False |
False |
277,906 |
| 20 |
128-210 |
122-280 |
5-250 |
4.6% |
0-315 |
0.8% |
60% |
False |
False |
292,479 |
| 40 |
128-210 |
114-010 |
14-200 |
11.6% |
0-269 |
0.7% |
84% |
False |
False |
289,649 |
| 60 |
128-210 |
110-040 |
18-170 |
14.7% |
0-188 |
0.5% |
87% |
False |
False |
193,641 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-291 |
|
2.618 |
129-048 |
|
1.618 |
128-023 |
|
1.000 |
127-130 |
|
0.618 |
126-318 |
|
HIGH |
126-105 |
|
0.618 |
125-293 |
|
0.500 |
125-252 |
|
0.382 |
125-212 |
|
LOW |
125-080 |
|
0.618 |
124-187 |
|
1.000 |
124-055 |
|
1.618 |
123-162 |
|
2.618 |
122-137 |
|
4.250 |
120-214 |
|
|
| Fisher Pivots for day following 12-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
126-048 |
126-015 |
| PP |
125-310 |
125-245 |
| S1 |
125-252 |
125-155 |
|