CBOT 10-Year T-Note Future March 2009
Trading Metrics calculated at close of trading on 10-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2009 |
10-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
121-225 |
122-020 |
0-115 |
0.3% |
122-290 |
High |
121-225 |
123-080 |
1-175 |
1.3% |
123-270 |
Low |
121-105 |
122-020 |
0-235 |
0.6% |
121-185 |
Close |
121-180 |
123-030 |
1-170 |
1.3% |
121-265 |
Range |
0-120 |
1-060 |
0-260 |
216.7% |
2-085 |
ATR |
0-311 |
1-007 |
0-016 |
5.3% |
0-000 |
Volume |
515,504 |
364,737 |
-150,767 |
-29.2% |
2,590,055 |
|
Daily Pivots for day following 10-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-117 |
125-293 |
123-239 |
|
R3 |
125-057 |
124-233 |
123-134 |
|
R2 |
123-317 |
123-317 |
123-100 |
|
R1 |
123-173 |
123-173 |
123-065 |
123-245 |
PP |
122-257 |
122-257 |
122-257 |
122-292 |
S1 |
122-113 |
122-113 |
122-315 |
122-185 |
S2 |
121-197 |
121-197 |
122-280 |
|
S3 |
120-137 |
121-053 |
122-246 |
|
S4 |
119-077 |
119-313 |
122-141 |
|
|
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 |
123-080 |
121-105 |
1-295 |
1.6% |
0-249 |
0.6% |
92% |
True |
False |
498,182 |
10 |
124-270 |
121-105 |
3-165 |
2.9% |
0-268 |
0.7% |
50% |
False |
False |
509,491 |
20 |
127-140 |
121-105 |
6-035 |
5.0% |
0-291 |
0.7% |
29% |
False |
False |
510,858 |
40 |
128-210 |
121-105 |
7-105 |
6.0% |
0-303 |
0.8% |
24% |
False |
False |
401,669 |
60 |
128-210 |
114-010 |
14-200 |
11.9% |
0-276 |
0.7% |
62% |
False |
False |
363,385 |
80 |
128-210 |
110-040 |
18-170 |
15.1% |
0-214 |
0.5% |
70% |
False |
False |
272,946 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
128-095 |
2.618 |
126-115 |
1.618 |
125-055 |
1.000 |
124-140 |
0.618 |
123-315 |
HIGH |
123-080 |
0.618 |
122-255 |
0.500 |
122-210 |
0.382 |
122-165 |
LOW |
122-020 |
0.618 |
121-105 |
1.000 |
120-280 |
1.618 |
120-045 |
2.618 |
118-305 |
4.250 |
117-005 |
|
|
Fisher Pivots for day following 10-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
122-303 |
122-264 |
PP |
122-257 |
122-178 |
S1 |
122-210 |
122-092 |
|