CBOT 10-Year T-Note Future March 2009
| Trading Metrics calculated at close of trading on 23-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2009 |
23-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
124-140 |
124-035 |
-0-105 |
-0.3% |
124-240 |
| High |
124-150 |
124-035 |
-0-115 |
-0.3% |
126-120 |
| Low |
123-260 |
123-110 |
-0-150 |
-0.4% |
123-110 |
| Close |
124-045 |
123-290 |
-0-075 |
-0.2% |
123-290 |
| Range |
0-210 |
0-245 |
0-035 |
16.7% |
3-010 |
| ATR |
1-047 |
1-039 |
-0-008 |
-2.2% |
0-000 |
| Volume |
496,284 |
684,783 |
188,499 |
38.0% |
2,387,554 |
|
| Daily Pivots for day following 23-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-027 |
125-243 |
124-105 |
|
| R3 |
125-102 |
124-318 |
124-037 |
|
| R2 |
124-177 |
124-177 |
124-015 |
|
| R1 |
124-073 |
124-073 |
123-312 |
124-002 |
| PP |
123-252 |
123-252 |
123-252 |
123-216 |
| S1 |
123-148 |
123-148 |
123-268 |
123-078 |
| S2 |
123-007 |
123-007 |
123-245 |
|
| S3 |
122-082 |
122-223 |
123-223 |
|
| S4 |
121-157 |
121-298 |
123-155 |
|
|
| Weekly Pivots for week ending 23-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-203 |
131-257 |
125-184 |
|
| R3 |
130-193 |
128-247 |
124-237 |
|
| R2 |
127-183 |
127-183 |
124-148 |
|
| R1 |
125-237 |
125-237 |
124-059 |
125-045 |
| PP |
124-173 |
124-173 |
124-173 |
124-078 |
| S1 |
122-227 |
122-227 |
123-201 |
122-035 |
| S2 |
121-163 |
121-163 |
123-112 |
|
| S3 |
118-153 |
119-217 |
123-023 |
|
| S4 |
115-143 |
116-207 |
122-076 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
126-240 |
123-110 |
3-130 |
2.7% |
1-022 |
0.9% |
17% |
False |
True |
568,416 |
| 10 |
127-140 |
123-110 |
4-030 |
3.3% |
1-012 |
0.8% |
14% |
False |
True |
502,579 |
| 20 |
128-080 |
123-110 |
4-290 |
4.0% |
1-005 |
0.8% |
11% |
False |
True |
349,153 |
| 40 |
128-210 |
118-190 |
10-020 |
8.1% |
1-000 |
0.8% |
53% |
False |
False |
377,531 |
| 60 |
128-210 |
111-020 |
17-190 |
14.2% |
0-231 |
0.6% |
73% |
False |
False |
260,826 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-116 |
|
2.618 |
126-036 |
|
1.618 |
125-111 |
|
1.000 |
124-280 |
|
0.618 |
124-186 |
|
HIGH |
124-035 |
|
0.618 |
123-261 |
|
0.500 |
123-232 |
|
0.382 |
123-204 |
|
LOW |
123-110 |
|
0.618 |
122-279 |
|
1.000 |
122-185 |
|
1.618 |
122-034 |
|
2.618 |
121-109 |
|
4.250 |
120-029 |
|
|
| Fisher Pivots for day following 23-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
123-271 |
124-175 |
| PP |
123-252 |
124-107 |
| S1 |
123-232 |
124-038 |
|