CBOT 10-Year T-Note Future March 2009
Trading Metrics calculated at close of trading on 09-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2009 |
09-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
122-120 |
121-225 |
-0-215 |
-0.5% |
122-290 |
High |
122-125 |
121-225 |
-0-220 |
-0.6% |
123-270 |
Low |
121-185 |
121-105 |
-0-080 |
-0.2% |
121-185 |
Close |
121-265 |
121-180 |
-0-085 |
-0.2% |
121-265 |
Range |
0-260 |
0-120 |
-0-140 |
-53.8% |
2-085 |
ATR |
1-002 |
0-311 |
-0-012 |
-3.6% |
0-000 |
Volume |
490,156 |
515,504 |
25,348 |
5.2% |
2,590,055 |
|
Daily Pivots for day following 09-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-210 |
122-155 |
121-246 |
|
R3 |
122-090 |
122-035 |
121-213 |
|
R2 |
121-290 |
121-290 |
121-202 |
|
R1 |
121-235 |
121-235 |
121-191 |
121-202 |
PP |
121-170 |
121-170 |
121-170 |
121-154 |
S1 |
121-115 |
121-115 |
121-169 |
121-082 |
S2 |
121-050 |
121-050 |
121-158 |
|
S3 |
120-250 |
120-315 |
121-147 |
|
S4 |
120-130 |
120-195 |
121-114 |
|
|
Weekly Pivots for week ending 06-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
129-068 |
127-252 |
123-024 |
|
R3 |
126-303 |
125-167 |
122-144 |
|
R2 |
124-218 |
124-218 |
122-078 |
|
R1 |
123-082 |
123-082 |
122-011 |
122-268 |
PP |
122-133 |
122-133 |
122-133 |
122-066 |
S1 |
120-317 |
120-317 |
121-199 |
120-182 |
S2 |
120-048 |
120-048 |
121-132 |
|
S3 |
117-283 |
118-232 |
121-066 |
|
S4 |
115-198 |
116-147 |
120-186 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
123-165 |
121-105 |
2-060 |
1.8% |
0-235 |
0.6% |
11% |
False |
True |
503,223 |
10 |
124-270 |
121-105 |
3-165 |
2.9% |
0-264 |
0.7% |
7% |
False |
True |
522,082 |
20 |
127-140 |
121-105 |
6-035 |
5.0% |
0-290 |
0.7% |
4% |
False |
True |
516,751 |
40 |
128-210 |
121-105 |
7-105 |
6.0% |
0-300 |
0.8% |
3% |
False |
True |
403,443 |
60 |
128-210 |
114-010 |
14-200 |
12.0% |
0-270 |
0.7% |
51% |
False |
False |
357,318 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
123-095 |
2.618 |
122-219 |
1.618 |
122-099 |
1.000 |
122-025 |
0.618 |
121-299 |
HIGH |
121-225 |
0.618 |
121-179 |
0.500 |
121-165 |
0.382 |
121-151 |
LOW |
121-105 |
0.618 |
121-031 |
1.000 |
120-305 |
1.618 |
120-231 |
2.618 |
120-111 |
4.250 |
119-235 |
|
|
Fisher Pivots for day following 09-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
121-175 |
122-008 |
PP |
121-170 |
121-278 |
S1 |
121-165 |
121-229 |
|