CBOT 10-Year T-Note Future March 2009
| Trading Metrics calculated at close of trading on 17-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2009 |
17-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
123-170 |
124-020 |
0-170 |
0.4% |
121-225 |
| High |
123-170 |
124-140 |
0-290 |
0.7% |
124-090 |
| Low |
122-215 |
124-015 |
1-120 |
1.1% |
121-105 |
| Close |
122-225 |
124-140 |
1-235 |
1.4% |
122-225 |
| Range |
0-275 |
0-125 |
-0-150 |
-54.5% |
2-305 |
| ATR |
1-006 |
1-022 |
0-016 |
5.0% |
0-000 |
| Volume |
654,431 |
514,292 |
-140,139 |
-21.4% |
2,849,983 |
|
| Daily Pivots for day following 17-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-153 |
125-112 |
124-209 |
|
| R3 |
125-028 |
124-307 |
124-174 |
|
| R2 |
124-223 |
124-223 |
124-163 |
|
| R1 |
124-182 |
124-182 |
124-151 |
124-202 |
| PP |
124-098 |
124-098 |
124-098 |
124-109 |
| S1 |
124-057 |
124-057 |
124-129 |
124-078 |
| S2 |
123-293 |
123-293 |
124-117 |
|
| S3 |
123-168 |
123-252 |
124-106 |
|
| S4 |
123-043 |
123-127 |
124-071 |
|
|
| Weekly Pivots for week ending 13-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-202 |
130-038 |
124-105 |
|
| R3 |
128-217 |
127-053 |
123-165 |
|
| R2 |
125-232 |
125-232 |
123-078 |
|
| R1 |
124-068 |
124-068 |
122-312 |
124-310 |
| PP |
122-247 |
122-247 |
122-247 |
123-048 |
| S1 |
121-083 |
121-083 |
122-138 |
122-005 |
| S2 |
119-262 |
119-262 |
122-052 |
|
| S3 |
116-277 |
118-098 |
121-285 |
|
| S4 |
113-292 |
115-113 |
121-025 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124-140 |
122-020 |
2-120 |
1.9% |
0-245 |
0.6% |
100% |
True |
False |
569,754 |
| 10 |
124-140 |
121-105 |
3-035 |
2.5% |
0-240 |
0.6% |
100% |
True |
False |
536,489 |
| 20 |
126-120 |
121-105 |
5-015 |
4.1% |
0-270 |
0.7% |
62% |
False |
False |
552,772 |
| 40 |
128-210 |
121-105 |
7-105 |
5.9% |
0-282 |
0.7% |
42% |
False |
False |
420,215 |
| 60 |
128-210 |
116-310 |
11-220 |
9.4% |
0-285 |
0.7% |
64% |
False |
False |
403,605 |
| 80 |
128-210 |
111-020 |
17-190 |
14.1% |
0-224 |
0.6% |
76% |
False |
False |
303,987 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-031 |
|
2.618 |
125-147 |
|
1.618 |
125-022 |
|
1.000 |
124-265 |
|
0.618 |
124-217 |
|
HIGH |
124-140 |
|
0.618 |
124-092 |
|
0.500 |
124-078 |
|
0.382 |
124-063 |
|
LOW |
124-015 |
|
0.618 |
123-258 |
|
1.000 |
123-210 |
|
1.618 |
123-133 |
|
2.618 |
123-008 |
|
4.250 |
122-124 |
|
|
| Fisher Pivots for day following 17-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
124-119 |
124-046 |
| PP |
124-098 |
123-272 |
| S1 |
124-078 |
123-178 |
|