CBOT 10-Year T-Note Future March 2009
| Trading Metrics calculated at close of trading on 16-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2009 |
16-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
127-010 |
125-210 |
-1-120 |
-1.1% |
125-080 |
| High |
127-100 |
126-240 |
-0-180 |
-0.4% |
127-140 |
| Low |
126-240 |
125-150 |
-1-090 |
-1.0% |
125-025 |
| Close |
127-005 |
126-170 |
-0-155 |
-0.4% |
126-170 |
| Range |
0-180 |
1-090 |
0-230 |
127.8% |
2-115 |
| ATR |
1-016 |
1-027 |
0-011 |
3.4% |
0-000 |
| Volume |
508,269 |
454,527 |
-53,742 |
-10.6% |
2,128,354 |
|
| Daily Pivots for day following 16-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-030 |
129-190 |
127-076 |
|
| R3 |
128-260 |
128-100 |
126-283 |
|
| R2 |
127-170 |
127-170 |
126-245 |
|
| R1 |
127-010 |
127-010 |
126-208 |
127-090 |
| PP |
126-080 |
126-080 |
126-080 |
126-120 |
| S1 |
125-240 |
125-240 |
126-132 |
126-000 |
| S2 |
124-310 |
124-310 |
126-095 |
|
| S3 |
123-220 |
124-150 |
126-057 |
|
| S4 |
122-130 |
123-060 |
125-264 |
|
|
| Weekly Pivots for week ending 16-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-137 |
132-108 |
127-265 |
|
| R3 |
131-022 |
129-313 |
127-058 |
|
| R2 |
128-227 |
128-227 |
126-308 |
|
| R1 |
127-198 |
127-198 |
126-239 |
128-052 |
| PP |
126-112 |
126-112 |
126-112 |
126-199 |
| S1 |
125-083 |
125-083 |
126-101 |
125-258 |
| S2 |
123-317 |
123-317 |
126-032 |
|
| S3 |
121-202 |
122-288 |
125-282 |
|
| S4 |
119-087 |
120-173 |
125-075 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
127-140 |
125-025 |
2-115 |
1.9% |
1-005 |
0.8% |
62% |
False |
False |
425,670 |
| 10 |
127-140 |
123-190 |
3-270 |
3.0% |
0-302 |
0.7% |
76% |
False |
False |
406,144 |
| 20 |
128-210 |
123-190 |
5-020 |
4.0% |
0-296 |
0.7% |
58% |
False |
False |
287,658 |
| 40 |
128-210 |
116-310 |
11-220 |
9.2% |
0-293 |
0.7% |
82% |
False |
False |
329,021 |
| 60 |
128-210 |
111-020 |
17-190 |
13.9% |
0-209 |
0.5% |
88% |
False |
False |
221,059 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132-062 |
|
2.618 |
130-033 |
|
1.618 |
128-263 |
|
1.000 |
128-010 |
|
0.618 |
127-173 |
|
HIGH |
126-240 |
|
0.618 |
126-083 |
|
0.500 |
126-035 |
|
0.382 |
125-307 |
|
LOW |
125-150 |
|
0.618 |
124-217 |
|
1.000 |
124-060 |
|
1.618 |
123-127 |
|
2.618 |
122-037 |
|
4.250 |
120-008 |
|
|
| Fisher Pivots for day following 16-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
126-125 |
126-162 |
| PP |
126-080 |
126-153 |
| S1 |
126-035 |
126-145 |
|