CBOT 10-Year T-Note Future March 2009
Trading Metrics calculated at close of trading on 11-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2009 |
11-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
122-020 |
123-055 |
1-035 |
0.9% |
122-290 |
High |
123-080 |
123-290 |
0-210 |
0.5% |
123-270 |
Low |
122-020 |
123-055 |
1-035 |
0.9% |
121-185 |
Close |
123-030 |
123-215 |
0-185 |
0.5% |
121-265 |
Range |
1-060 |
0-235 |
-0-145 |
-38.2% |
2-085 |
ATR |
1-007 |
1-002 |
-0-005 |
-1.5% |
0-000 |
Volume |
364,737 |
740,724 |
375,987 |
103.1% |
2,590,055 |
|
Daily Pivots for day following 11-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-252 |
125-148 |
124-024 |
|
R3 |
125-017 |
124-233 |
123-280 |
|
R2 |
124-102 |
124-102 |
123-258 |
|
R1 |
123-318 |
123-318 |
123-237 |
124-050 |
PP |
123-187 |
123-187 |
123-187 |
123-212 |
S1 |
123-083 |
123-083 |
123-193 |
123-135 |
S2 |
122-272 |
122-272 |
123-172 |
|
S3 |
122-037 |
122-168 |
123-150 |
|
S4 |
121-122 |
121-253 |
123-086 |
|
|
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 |
123-290 |
121-105 |
2-185 |
2.1% |
0-244 |
0.6% |
91% |
True |
False |
547,660 |
10 |
123-290 |
121-105 |
2-185 |
2.1% |
0-258 |
0.7% |
91% |
True |
False |
537,440 |
20 |
127-140 |
121-105 |
6-035 |
4.9% |
0-284 |
0.7% |
38% |
False |
False |
532,073 |
40 |
128-210 |
121-105 |
7-105 |
5.9% |
0-296 |
0.7% |
32% |
False |
False |
406,741 |
60 |
128-210 |
114-190 |
14-020 |
11.4% |
0-278 |
0.7% |
65% |
False |
False |
375,563 |
80 |
128-210 |
110-040 |
18-170 |
15.0% |
0-217 |
0.5% |
73% |
False |
False |
282,203 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
127-009 |
2.618 |
125-265 |
1.618 |
125-030 |
1.000 |
124-205 |
0.618 |
124-115 |
HIGH |
123-290 |
0.618 |
123-200 |
0.500 |
123-172 |
0.382 |
123-145 |
LOW |
123-055 |
0.618 |
122-230 |
1.000 |
122-140 |
1.618 |
121-315 |
2.618 |
121-080 |
4.250 |
120-016 |
|
|
Fisher Pivots for day following 11-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
123-201 |
123-102 |
PP |
123-187 |
122-310 |
S1 |
123-172 |
122-198 |
|