CBOT 10-Year T-Note Future March 2009
Trading Metrics calculated at close of trading on 13-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2009 |
13-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
125-080 |
126-065 |
0-305 |
0.8% |
123-295 |
High |
126-105 |
126-085 |
-0-020 |
0.0% |
126-080 |
Low |
125-080 |
125-025 |
-0-055 |
-0.1% |
123-190 |
Close |
126-105 |
126-070 |
-0-035 |
-0.1% |
125-175 |
Range |
1-025 |
1-060 |
0-035 |
10.1% |
2-210 |
ATR |
1-020 |
1-025 |
0-004 |
1.3% |
0-000 |
Volume |
482,592 |
316,431 |
-166,161 |
-34.4% |
1,933,091 |
|
Daily Pivots for day following 13-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
129-133 |
129-002 |
126-279 |
|
R3 |
128-073 |
127-262 |
126-174 |
|
R2 |
127-013 |
127-013 |
126-140 |
|
R1 |
126-202 |
126-202 |
126-105 |
126-268 |
PP |
125-273 |
125-273 |
125-273 |
125-306 |
S1 |
125-142 |
125-142 |
126-035 |
125-208 |
S2 |
124-213 |
124-213 |
126-000 |
|
S3 |
123-153 |
124-082 |
125-286 |
|
S4 |
122-093 |
123-022 |
125-181 |
|
|
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 |
124-040 |
2-065 |
1.7% |
0-314 |
0.8% |
95% |
False |
False |
425,017 |
10 |
127-195 |
123-190 |
4-005 |
3.2% |
1-048 |
0.9% |
65% |
False |
False |
306,265 |
20 |
128-210 |
123-190 |
5-020 |
4.0% |
0-307 |
0.8% |
52% |
False |
False |
281,409 |
40 |
128-210 |
114-190 |
14-020 |
11.1% |
0-275 |
0.7% |
83% |
False |
False |
297,308 |
60 |
128-210 |
110-040 |
18-170 |
14.7% |
0-194 |
0.5% |
87% |
False |
False |
198,914 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
131-100 |
2.618 |
129-120 |
1.618 |
128-060 |
1.000 |
127-145 |
0.618 |
127-000 |
HIGH |
126-085 |
0.618 |
125-260 |
0.500 |
125-215 |
0.382 |
125-170 |
LOW |
125-025 |
0.618 |
124-110 |
1.000 |
123-285 |
1.618 |
123-050 |
2.618 |
121-310 |
4.250 |
120-010 |
|
|
Fisher Pivots for day following 13-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
126-012 |
126-011 |
PP |
125-273 |
125-272 |
S1 |
125-215 |
125-212 |
|