CBOT 10-Year T-Note Future March 2009
| Trading Metrics calculated at close of trading on 03-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2009 |
03-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
122-290 |
123-125 |
0-155 |
0.4% |
123-150 |
| High |
123-270 |
123-165 |
-0-105 |
-0.3% |
124-270 |
| Low |
122-280 |
122-175 |
-0-105 |
-0.3% |
122-210 |
| Close |
123-230 |
122-175 |
-1-055 |
-0.9% |
122-215 |
| Range |
0-310 |
0-310 |
0-000 |
0.0% |
2-060 |
| ATR |
1-015 |
1-018 |
0-003 |
0.8% |
0-000 |
| Volume |
589,440 |
389,943 |
-199,497 |
-33.8% |
2,713,556 |
|
| Daily Pivots for day following 03-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-248 |
125-042 |
123-026 |
|
| R3 |
124-258 |
124-052 |
122-260 |
|
| R2 |
123-268 |
123-268 |
122-232 |
|
| R1 |
123-062 |
123-062 |
122-203 |
123-010 |
| PP |
122-278 |
122-278 |
122-278 |
122-252 |
| S1 |
122-072 |
122-072 |
122-147 |
122-020 |
| S2 |
121-288 |
121-288 |
122-118 |
|
| S3 |
120-298 |
121-082 |
122-090 |
|
| S4 |
119-308 |
120-092 |
122-004 |
|
|
| 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 |
122-175 |
2-095 |
1.9% |
0-286 |
0.7% |
0% |
False |
True |
520,799 |
| 10 |
125-240 |
122-175 |
3-065 |
2.6% |
0-278 |
0.7% |
0% |
False |
True |
556,668 |
| 20 |
127-140 |
122-175 |
4-285 |
4.0% |
0-304 |
0.8% |
0% |
False |
True |
496,789 |
| 40 |
128-210 |
122-095 |
6-115 |
5.2% |
0-316 |
0.8% |
4% |
False |
False |
394,838 |
| 60 |
128-210 |
112-220 |
15-310 |
13.0% |
0-262 |
0.7% |
62% |
False |
False |
322,299 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-202 |
|
2.618 |
126-017 |
|
1.618 |
125-027 |
|
1.000 |
124-155 |
|
0.618 |
124-037 |
|
HIGH |
123-165 |
|
0.618 |
123-047 |
|
0.500 |
123-010 |
|
0.382 |
122-293 |
|
LOW |
122-175 |
|
0.618 |
121-303 |
|
1.000 |
121-185 |
|
1.618 |
120-313 |
|
2.618 |
120-003 |
|
4.250 |
118-138 |
|
|
| Fisher Pivots for day following 03-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
123-010 |
123-062 |
| PP |
122-278 |
122-313 |
| S1 |
122-227 |
122-244 |
|