CBOT 10-Year T-Note Future March 2009
| Trading Metrics calculated at close of trading on 15-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2009 |
15-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
126-150 |
127-010 |
0-180 |
0.4% |
123-295 |
| High |
127-140 |
127-100 |
-0-040 |
-0.1% |
126-080 |
| Low |
126-150 |
126-240 |
0-090 |
0.2% |
123-190 |
| Close |
126-310 |
127-005 |
0-015 |
0.0% |
125-175 |
| Range |
0-310 |
0-180 |
-0-130 |
-41.9% |
2-210 |
| ATR |
1-028 |
1-016 |
-0-012 |
-3.4% |
0-000 |
| Volume |
366,535 |
508,269 |
141,734 |
38.7% |
1,933,091 |
|
| Daily Pivots for day following 15-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-228 |
128-137 |
127-104 |
|
| R3 |
128-048 |
127-277 |
127-054 |
|
| R2 |
127-188 |
127-188 |
127-038 |
|
| R1 |
127-097 |
127-097 |
127-022 |
127-052 |
| PP |
127-008 |
127-008 |
127-008 |
126-306 |
| S1 |
126-237 |
126-237 |
126-308 |
126-192 |
| S2 |
126-148 |
126-148 |
126-292 |
|
| S3 |
125-288 |
126-057 |
126-276 |
|
| S4 |
125-108 |
125-197 |
126-226 |
|
|
| 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 |
125-000 |
2-140 |
1.9% |
1-003 |
0.8% |
83% |
False |
False |
436,743 |
| 10 |
127-140 |
123-190 |
3-270 |
3.0% |
1-022 |
0.8% |
89% |
False |
False |
372,226 |
| 20 |
128-210 |
123-190 |
5-020 |
4.0% |
0-291 |
0.7% |
68% |
False |
False |
283,495 |
| 40 |
128-210 |
115-240 |
12-290 |
10.2% |
0-286 |
0.7% |
87% |
False |
False |
318,409 |
| 60 |
128-210 |
111-020 |
17-190 |
13.9% |
0-202 |
0.5% |
91% |
False |
False |
213,484 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-225 |
|
2.618 |
128-251 |
|
1.618 |
128-071 |
|
1.000 |
127-280 |
|
0.618 |
127-211 |
|
HIGH |
127-100 |
|
0.618 |
127-031 |
|
0.500 |
127-010 |
|
0.382 |
126-309 |
|
LOW |
126-240 |
|
0.618 |
126-129 |
|
1.000 |
126-060 |
|
1.618 |
125-269 |
|
2.618 |
125-089 |
|
4.250 |
124-115 |
|
|
| Fisher Pivots for day following 15-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
127-010 |
126-244 |
| PP |
127-008 |
126-163 |
| S1 |
127-007 |
126-082 |
|