CBOT 10-Year T-Note Future March 2009
Trading Metrics calculated at close of trading on 05-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2009 |
05-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
122-140 |
122-065 |
-0-075 |
-0.2% |
123-150 |
High |
122-140 |
122-230 |
0-090 |
0.2% |
124-270 |
Low |
121-200 |
122-005 |
0-125 |
0.3% |
122-210 |
Close |
122-035 |
122-120 |
0-085 |
0.2% |
122-215 |
Range |
0-260 |
0-225 |
-0-035 |
-13.5% |
2-060 |
ATR |
1-015 |
1-007 |
-0-008 |
-2.3% |
0-000 |
Volume |
493,337 |
627,179 |
133,842 |
27.1% |
2,713,556 |
|
Daily Pivots for day following 05-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-153 |
124-042 |
122-244 |
|
R3 |
123-248 |
123-137 |
122-182 |
|
R2 |
123-023 |
123-023 |
122-161 |
|
R1 |
122-232 |
122-232 |
122-141 |
122-288 |
PP |
122-118 |
122-118 |
122-118 |
122-146 |
S1 |
122-007 |
122-007 |
122-099 |
122-062 |
S2 |
121-213 |
121-213 |
122-079 |
|
S3 |
120-308 |
121-102 |
122-058 |
|
S4 |
120-083 |
120-197 |
121-316 |
|
|
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 |
123-270 |
121-200 |
2-070 |
1.8% |
0-246 |
0.6% |
34% |
False |
False |
537,535 |
10 |
124-270 |
121-200 |
3-070 |
2.6% |
0-273 |
0.7% |
23% |
False |
False |
549,823 |
20 |
127-140 |
121-200 |
5-260 |
4.7% |
0-306 |
0.8% |
13% |
False |
False |
510,564 |
40 |
128-210 |
121-200 |
7-010 |
5.7% |
0-310 |
0.8% |
11% |
False |
False |
396,397 |
60 |
128-210 |
112-220 |
15-310 |
13.0% |
0-267 |
0.7% |
61% |
False |
False |
340,880 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-226 |
2.618 |
124-179 |
1.618 |
123-274 |
1.000 |
123-135 |
0.618 |
123-049 |
HIGH |
122-230 |
0.618 |
122-144 |
0.500 |
122-118 |
0.382 |
122-091 |
LOW |
122-005 |
0.618 |
121-186 |
1.000 |
121-100 |
1.618 |
120-281 |
2.618 |
120-056 |
4.250 |
119-009 |
|
|
Fisher Pivots for day following 05-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
122-119 |
122-182 |
PP |
122-118 |
122-162 |
S1 |
122-118 |
122-141 |
|