CBOT 10-Year T-Note Future March 2009
| Trading Metrics calculated at close of trading on 04-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2009 |
04-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
123-125 |
122-140 |
-0-305 |
-0.8% |
123-150 |
| High |
123-165 |
122-140 |
-1-025 |
-0.9% |
124-270 |
| Low |
122-175 |
121-200 |
-0-295 |
-0.8% |
122-210 |
| Close |
122-175 |
122-035 |
-0-140 |
-0.4% |
122-215 |
| Range |
0-310 |
0-260 |
-0-050 |
-16.1% |
2-060 |
| ATR |
1-018 |
1-015 |
-0-003 |
-0.9% |
0-000 |
| Volume |
389,943 |
493,337 |
103,394 |
26.5% |
2,713,556 |
|
| Daily Pivots for day following 04-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-158 |
124-037 |
122-178 |
|
| R3 |
123-218 |
123-097 |
122-106 |
|
| R2 |
122-278 |
122-278 |
122-083 |
|
| R1 |
122-157 |
122-157 |
122-059 |
122-088 |
| PP |
122-018 |
122-018 |
122-018 |
121-304 |
| S1 |
121-217 |
121-217 |
122-011 |
121-148 |
| S2 |
121-078 |
121-078 |
121-307 |
|
| S3 |
120-138 |
120-277 |
121-284 |
|
| S4 |
119-198 |
120-017 |
121-212 |
|
|
| 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 |
123-290 |
121-200 |
2-090 |
1.9% |
0-272 |
0.7% |
21% |
False |
True |
527,220 |
| 10 |
124-270 |
121-200 |
3-070 |
2.6% |
0-272 |
0.7% |
15% |
False |
True |
536,734 |
| 20 |
127-140 |
121-200 |
5-260 |
4.8% |
0-302 |
0.8% |
8% |
False |
True |
501,412 |
| 40 |
128-210 |
121-200 |
7-010 |
5.8% |
0-310 |
0.8% |
7% |
False |
True |
395,010 |
| 60 |
128-210 |
112-220 |
15-310 |
13.1% |
0-267 |
0.7% |
59% |
False |
False |
330,454 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-285 |
|
2.618 |
124-181 |
|
1.618 |
123-241 |
|
1.000 |
123-080 |
|
0.618 |
122-301 |
|
HIGH |
122-140 |
|
0.618 |
122-041 |
|
0.500 |
122-010 |
|
0.382 |
121-299 |
|
LOW |
121-200 |
|
0.618 |
121-039 |
|
1.000 |
120-260 |
|
1.618 |
120-099 |
|
2.618 |
119-159 |
|
4.250 |
118-055 |
|
|
| Fisher Pivots for day following 04-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
122-027 |
122-235 |
| PP |
122-018 |
122-168 |
| S1 |
122-010 |
122-102 |
|