CBOT 10-Year T-Note Future March 2009
Trading Metrics calculated at close of trading on 14-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2009 |
14-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
126-065 |
126-150 |
0-085 |
0.2% |
123-295 |
High |
126-085 |
127-140 |
1-055 |
0.9% |
126-080 |
Low |
125-025 |
126-150 |
1-125 |
1.1% |
123-190 |
Close |
126-070 |
126-310 |
0-240 |
0.6% |
125-175 |
Range |
1-060 |
0-310 |
-0-070 |
-18.4% |
2-210 |
ATR |
1-025 |
1-028 |
0-003 |
0.9% |
0-000 |
Volume |
316,431 |
366,535 |
50,104 |
15.8% |
1,933,091 |
|
Daily Pivots for day following 14-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
129-277 |
129-123 |
127-160 |
|
R3 |
128-287 |
128-133 |
127-075 |
|
R2 |
127-297 |
127-297 |
127-047 |
|
R1 |
127-143 |
127-143 |
127-018 |
127-220 |
PP |
126-307 |
126-307 |
126-307 |
127-025 |
S1 |
126-153 |
126-153 |
126-282 |
126-230 |
S2 |
125-317 |
125-317 |
126-253 |
|
S3 |
125-007 |
125-163 |
126-225 |
|
S4 |
124-017 |
124-173 |
126-140 |
|
|
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 |
127-140 |
124-205 |
2-255 |
2.2% |
1-030 |
0.9% |
83% |
True |
False |
409,495 |
10 |
127-140 |
123-190 |
3-270 |
3.0% |
1-057 |
0.9% |
88% |
True |
False |
333,289 |
20 |
128-210 |
123-190 |
5-020 |
4.0% |
0-314 |
0.8% |
67% |
False |
False |
271,947 |
40 |
128-210 |
115-070 |
13-140 |
10.6% |
0-282 |
0.7% |
87% |
False |
False |
305,919 |
60 |
128-210 |
110-230 |
17-300 |
14.1% |
0-199 |
0.5% |
91% |
False |
False |
205,014 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
131-178 |
2.618 |
129-312 |
1.618 |
129-002 |
1.000 |
128-130 |
0.618 |
128-012 |
HIGH |
127-140 |
0.618 |
127-022 |
0.500 |
126-305 |
0.382 |
126-268 |
LOW |
126-150 |
0.618 |
125-278 |
1.000 |
125-160 |
1.618 |
124-288 |
2.618 |
123-298 |
4.250 |
122-112 |
|
|
Fisher Pivots for day following 14-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
126-308 |
126-234 |
PP |
126-307 |
126-158 |
S1 |
126-305 |
126-082 |
|