CBOT 10-Year T-Note Future March 2009
Trading Metrics calculated at close of trading on 12-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2009 |
12-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
123-055 |
123-270 |
0-215 |
0.5% |
122-290 |
High |
123-290 |
124-090 |
0-120 |
0.3% |
123-270 |
Low |
123-055 |
123-200 |
0-145 |
0.4% |
121-185 |
Close |
123-215 |
124-050 |
0-155 |
0.4% |
121-265 |
Range |
0-235 |
0-210 |
-0-025 |
-10.6% |
2-085 |
ATR |
1-002 |
0-314 |
-0-008 |
-2.5% |
0-000 |
Volume |
740,724 |
574,587 |
-166,137 |
-22.4% |
2,590,055 |
|
Daily Pivots for day following 12-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-317 |
125-233 |
124-166 |
|
R3 |
125-107 |
125-023 |
124-108 |
|
R2 |
124-217 |
124-217 |
124-088 |
|
R1 |
124-133 |
124-133 |
124-069 |
124-175 |
PP |
124-007 |
124-007 |
124-007 |
124-028 |
S1 |
123-243 |
123-243 |
124-031 |
123-285 |
S2 |
123-117 |
123-117 |
124-012 |
|
S3 |
122-227 |
123-033 |
123-312 |
|
S4 |
122-017 |
122-143 |
123-254 |
|
|
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 |
124-090 |
121-105 |
2-305 |
2.4% |
0-241 |
0.6% |
96% |
True |
False |
537,141 |
10 |
124-090 |
121-105 |
2-305 |
2.4% |
0-244 |
0.6% |
96% |
True |
False |
537,338 |
20 |
127-100 |
121-105 |
5-315 |
4.8% |
0-279 |
0.7% |
47% |
False |
False |
542,475 |
40 |
128-210 |
121-105 |
7-105 |
5.9% |
0-296 |
0.7% |
39% |
False |
False |
407,211 |
60 |
128-210 |
115-070 |
13-140 |
10.8% |
0-281 |
0.7% |
67% |
False |
False |
384,771 |
80 |
128-210 |
110-230 |
17-300 |
14.4% |
0-219 |
0.6% |
75% |
False |
False |
289,379 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
127-022 |
2.618 |
126-000 |
1.618 |
125-110 |
1.000 |
124-300 |
0.618 |
124-220 |
HIGH |
124-090 |
0.618 |
124-010 |
0.500 |
123-305 |
0.382 |
123-280 |
LOW |
123-200 |
0.618 |
123-070 |
1.000 |
122-310 |
1.618 |
122-180 |
2.618 |
121-290 |
4.250 |
120-268 |
|
|
Fisher Pivots for day following 12-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
124-028 |
123-265 |
PP |
124-007 |
123-160 |
S1 |
123-305 |
123-055 |
|