CBOT 10-Year T-Note Future March 2009
| Trading Metrics calculated at close of trading on 20-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2009 |
20-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
125-210 |
124-240 |
-0-290 |
-0.7% |
125-080 |
| High |
126-240 |
126-120 |
-0-120 |
-0.3% |
127-140 |
| Low |
125-150 |
124-240 |
-0-230 |
-0.6% |
125-025 |
| Close |
126-170 |
126-085 |
-0-085 |
-0.2% |
126-170 |
| Range |
1-090 |
1-200 |
0-110 |
26.8% |
2-115 |
| ATR |
1-027 |
1-043 |
0-016 |
4.6% |
0-000 |
| Volume |
454,527 |
513,810 |
59,283 |
13.0% |
2,128,354 |
|
| Daily Pivots for day following 20-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-215 |
130-030 |
127-051 |
|
| R3 |
129-015 |
128-150 |
126-228 |
|
| R2 |
127-135 |
127-135 |
126-180 |
|
| R1 |
126-270 |
126-270 |
126-133 |
127-042 |
| PP |
125-255 |
125-255 |
125-255 |
125-301 |
| S1 |
125-070 |
125-070 |
126-037 |
125-162 |
| S2 |
124-055 |
124-055 |
125-310 |
|
| S3 |
122-175 |
123-190 |
125-262 |
|
| S4 |
120-295 |
121-310 |
125-119 |
|
|
| 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 |
124-240 |
2-220 |
2.1% |
1-040 |
0.9% |
56% |
False |
True |
431,914 |
| 10 |
127-140 |
123-190 |
3-270 |
3.0% |
1-009 |
0.8% |
70% |
False |
False |
436,910 |
| 20 |
128-080 |
123-190 |
4-210 |
3.7% |
0-310 |
0.8% |
57% |
False |
False |
291,962 |
| 40 |
128-210 |
117-080 |
11-130 |
9.0% |
0-306 |
0.8% |
79% |
False |
False |
340,239 |
| 60 |
128-210 |
111-020 |
17-190 |
13.9% |
0-218 |
0.5% |
86% |
False |
False |
229,621 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133-090 |
|
2.618 |
130-201 |
|
1.618 |
129-001 |
|
1.000 |
128-000 |
|
0.618 |
127-121 |
|
HIGH |
126-120 |
|
0.618 |
125-241 |
|
0.500 |
125-180 |
|
0.382 |
125-119 |
|
LOW |
124-240 |
|
0.618 |
123-239 |
|
1.000 |
123-040 |
|
1.618 |
122-039 |
|
2.618 |
120-159 |
|
4.250 |
117-270 |
|
|
| Fisher Pivots for day following 20-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
126-010 |
126-060 |
| PP |
125-255 |
126-035 |
| S1 |
125-180 |
126-010 |
|