CBOT 10-Year T-Note Future March 2009
Trading Metrics calculated at close of trading on 30-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2009 |
30-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
123-185 |
123-015 |
-0-170 |
-0.4% |
123-150 |
High |
123-290 |
123-015 |
-0-275 |
-0.7% |
124-270 |
Low |
122-255 |
122-210 |
-0-045 |
-0.1% |
122-210 |
Close |
122-265 |
122-215 |
-0-050 |
-0.1% |
122-215 |
Range |
1-035 |
0-125 |
-0-230 |
-64.8% |
2-060 |
ATR |
1-028 |
1-012 |
-0-016 |
-4.6% |
0-000 |
Volume |
575,605 |
587,778 |
12,173 |
2.1% |
2,713,556 |
|
Daily Pivots for day following 30-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123-308 |
123-227 |
122-284 |
|
R3 |
123-183 |
123-102 |
122-249 |
|
R2 |
123-058 |
123-058 |
122-238 |
|
R1 |
122-297 |
122-297 |
122-226 |
122-275 |
PP |
122-253 |
122-253 |
122-253 |
122-242 |
S1 |
122-172 |
122-172 |
122-204 |
122-150 |
S2 |
122-128 |
122-128 |
122-192 |
|
S3 |
122-003 |
122-047 |
122-181 |
|
S4 |
121-198 |
121-242 |
122-146 |
|
|
Weekly Pivots for week ending 30-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
129-305 |
128-160 |
123-280 |
|
R3 |
127-245 |
126-100 |
123-088 |
|
R2 |
125-185 |
125-185 |
123-023 |
|
R1 |
124-040 |
124-040 |
122-279 |
123-242 |
PP |
123-125 |
123-125 |
123-125 |
123-066 |
S1 |
121-300 |
121-300 |
122-151 |
121-182 |
S2 |
121-065 |
121-065 |
122-087 |
|
S3 |
119-005 |
119-240 |
122-022 |
|
S4 |
116-265 |
117-180 |
121-150 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
124-270 |
122-210 |
2-060 |
1.8% |
0-276 |
0.7% |
1% |
False |
True |
542,711 |
10 |
126-240 |
122-210 |
4-030 |
3.3% |
0-309 |
0.8% |
0% |
False |
True |
555,563 |
20 |
127-140 |
122-210 |
4-250 |
3.9% |
1-005 |
0.8% |
0% |
False |
True |
463,895 |
40 |
128-210 |
122-095 |
6-115 |
5.2% |
0-315 |
0.8% |
6% |
False |
False |
396,169 |
60 |
128-210 |
112-220 |
15-310 |
13.0% |
0-254 |
0.6% |
63% |
False |
False |
306,031 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-226 |
2.618 |
124-022 |
1.618 |
123-217 |
1.000 |
123-140 |
0.618 |
123-092 |
HIGH |
123-015 |
0.618 |
122-287 |
0.500 |
122-272 |
0.382 |
122-258 |
LOW |
122-210 |
0.618 |
122-133 |
1.000 |
122-085 |
1.618 |
122-008 |
2.618 |
121-203 |
4.250 |
120-319 |
|
|
Fisher Pivots for day following 30-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
122-272 |
123-240 |
PP |
122-253 |
123-125 |
S1 |
122-234 |
123-010 |
|