CBOT 10-Year T-Note Future March 2009
Trading Metrics calculated at close of trading on 02-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2009 |
02-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
123-015 |
122-290 |
-0-045 |
-0.1% |
123-150 |
High |
123-015 |
123-270 |
0-255 |
0.6% |
124-270 |
Low |
122-210 |
122-280 |
0-070 |
0.2% |
122-210 |
Close |
122-215 |
123-230 |
1-015 |
0.9% |
122-215 |
Range |
0-125 |
0-310 |
0-185 |
148.0% |
2-060 |
ATR |
1-012 |
1-015 |
0-003 |
0.9% |
0-000 |
Volume |
587,778 |
589,440 |
1,662 |
0.3% |
2,713,556 |
|
Daily Pivots for day following 02-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-123 |
126-007 |
124-080 |
|
R3 |
125-133 |
125-017 |
123-315 |
|
R2 |
124-143 |
124-143 |
123-287 |
|
R1 |
124-027 |
124-027 |
123-258 |
124-085 |
PP |
123-153 |
123-153 |
123-153 |
123-182 |
S1 |
123-037 |
123-037 |
123-202 |
123-095 |
S2 |
122-163 |
122-163 |
123-173 |
|
S3 |
121-173 |
122-047 |
123-145 |
|
S4 |
120-183 |
121-057 |
123-060 |
|
|
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% |
0-292 |
0.7% |
49% |
False |
False |
540,941 |
10 |
126-120 |
122-210 |
3-230 |
3.0% |
0-299 |
0.8% |
29% |
False |
False |
569,055 |
20 |
127-140 |
122-210 |
4-250 |
3.9% |
0-300 |
0.8% |
22% |
False |
False |
487,599 |
40 |
128-210 |
122-095 |
6-115 |
5.1% |
0-315 |
0.8% |
22% |
False |
False |
397,890 |
60 |
128-210 |
112-220 |
15-310 |
12.9% |
0-259 |
0.7% |
69% |
False |
False |
315,849 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
127-308 |
2.618 |
126-122 |
1.618 |
125-132 |
1.000 |
124-260 |
0.618 |
124-142 |
HIGH |
123-270 |
0.618 |
123-152 |
0.500 |
123-115 |
0.382 |
123-078 |
LOW |
122-280 |
0.618 |
122-088 |
1.000 |
121-290 |
1.618 |
121-098 |
2.618 |
120-108 |
4.250 |
118-242 |
|
|
Fisher Pivots for day following 02-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
123-192 |
123-183 |
PP |
123-153 |
123-137 |
S1 |
123-115 |
123-090 |
|