CBOT 10-Year T-Note Future March 2009
Trading Metrics calculated at close of trading on 26-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2009 |
26-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
124-035 |
123-150 |
-0-205 |
-0.5% |
124-240 |
High |
124-035 |
123-300 |
-0-055 |
-0.1% |
126-120 |
Low |
123-110 |
123-070 |
-0-040 |
-0.1% |
123-110 |
Close |
123-290 |
123-210 |
-0-080 |
-0.2% |
123-290 |
Range |
0-245 |
0-230 |
-0-015 |
-6.1% |
3-010 |
ATR |
1-039 |
1-030 |
-0-009 |
-2.6% |
0-000 |
Volume |
684,783 |
598,290 |
-86,493 |
-12.6% |
2,387,554 |
|
Daily Pivots for day following 26-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-243 |
125-137 |
124-016 |
|
R3 |
125-013 |
124-227 |
123-273 |
|
R2 |
124-103 |
124-103 |
123-252 |
|
R1 |
123-317 |
123-317 |
123-231 |
124-050 |
PP |
123-193 |
123-193 |
123-193 |
123-220 |
S1 |
123-087 |
123-087 |
123-189 |
123-140 |
S2 |
122-283 |
122-283 |
123-168 |
|
S3 |
122-053 |
122-177 |
123-147 |
|
S4 |
121-143 |
121-267 |
123-084 |
|
|
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 |
126-120 |
123-070 |
3-050 |
2.6% |
0-306 |
0.8% |
14% |
False |
True |
597,168 |
10 |
127-140 |
123-070 |
4-070 |
3.4% |
0-316 |
0.8% |
10% |
False |
True |
511,419 |
20 |
128-080 |
123-070 |
5-010 |
4.1% |
1-005 |
0.8% |
9% |
False |
True |
372,185 |
40 |
128-210 |
119-160 |
9-050 |
7.4% |
0-317 |
0.8% |
45% |
False |
False |
385,676 |
60 |
128-210 |
111-020 |
17-190 |
14.2% |
0-235 |
0.6% |
72% |
False |
False |
270,796 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
126-318 |
2.618 |
125-262 |
1.618 |
125-032 |
1.000 |
124-210 |
0.618 |
124-122 |
HIGH |
123-300 |
0.618 |
123-212 |
0.500 |
123-185 |
0.382 |
123-158 |
LOW |
123-070 |
0.618 |
122-248 |
1.000 |
122-160 |
1.618 |
122-018 |
2.618 |
121-108 |
4.250 |
120-052 |
|
|
Fisher Pivots for day following 26-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
123-202 |
123-270 |
PP |
123-193 |
123-250 |
S1 |
123-185 |
123-230 |
|