CBOT 10-Year T-Note Future March 2009
Trading Metrics calculated at close of trading on 28-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2009 |
28-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
123-310 |
124-130 |
0-140 |
0.4% |
124-240 |
High |
124-230 |
124-270 |
0-040 |
0.1% |
126-120 |
Low |
123-210 |
123-260 |
0-050 |
0.1% |
123-110 |
Close |
124-230 |
123-270 |
-0-280 |
-0.7% |
123-290 |
Range |
1-020 |
1-010 |
-0-010 |
-2.9% |
3-010 |
ATR |
1-029 |
1-028 |
-0-001 |
-0.4% |
0-000 |
Volume |
490,652 |
461,231 |
-29,421 |
-6.0% |
2,387,554 |
|
Daily Pivots for day following 28-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-083 |
126-187 |
124-132 |
|
R3 |
126-073 |
125-177 |
124-041 |
|
R2 |
125-063 |
125-063 |
124-010 |
|
R1 |
124-167 |
124-167 |
123-300 |
124-110 |
PP |
124-053 |
124-053 |
124-053 |
124-025 |
S1 |
123-157 |
123-157 |
123-240 |
123-100 |
S2 |
123-043 |
123-043 |
123-210 |
|
S3 |
122-033 |
122-147 |
123-179 |
|
S4 |
121-023 |
121-137 |
123-088 |
|
|
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 |
124-270 |
123-070 |
1-200 |
1.3% |
0-271 |
0.7% |
38% |
True |
False |
546,248 |
10 |
127-140 |
123-070 |
4-070 |
3.4% |
0-310 |
0.8% |
15% |
False |
False |
526,705 |
20 |
127-195 |
123-070 |
4-125 |
3.5% |
1-019 |
0.9% |
14% |
False |
False |
416,485 |
40 |
128-210 |
121-160 |
7-050 |
5.8% |
1-003 |
0.8% |
33% |
False |
False |
387,099 |
60 |
128-210 |
111-020 |
17-190 |
14.2% |
0-246 |
0.6% |
73% |
False |
False |
286,655 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
129-072 |
2.618 |
127-174 |
1.618 |
126-164 |
1.000 |
125-280 |
0.618 |
125-154 |
HIGH |
124-270 |
0.618 |
124-144 |
0.500 |
124-105 |
0.382 |
124-066 |
LOW |
123-260 |
0.618 |
123-056 |
1.000 |
122-250 |
1.618 |
122-046 |
2.618 |
121-036 |
4.250 |
119-138 |
|
|
Fisher Pivots for day following 28-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
124-105 |
124-010 |
PP |
124-053 |
123-310 |
S1 |
124-002 |
123-290 |
|