CBOT 10-Year T-Note Future March 2009
Trading Metrics calculated at close of trading on 18-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2009 |
18-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
124-020 |
124-140 |
0-120 |
0.3% |
121-225 |
High |
124-140 |
124-145 |
0-005 |
0.0% |
124-090 |
Low |
124-015 |
123-140 |
-0-195 |
-0.5% |
121-105 |
Close |
124-140 |
123-215 |
-0-245 |
-0.6% |
122-225 |
Range |
0-125 |
1-005 |
0-200 |
160.0% |
2-305 |
ATR |
1-022 |
1-021 |
-0-001 |
-0.4% |
0-000 |
Volume |
514,292 |
688,889 |
174,597 |
33.9% |
2,849,983 |
|
Daily Pivots for day following 18-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-288 |
126-097 |
124-074 |
|
R3 |
125-283 |
125-092 |
123-304 |
|
R2 |
124-278 |
124-278 |
123-275 |
|
R1 |
124-087 |
124-087 |
123-245 |
124-020 |
PP |
123-273 |
123-273 |
123-273 |
123-240 |
S1 |
123-082 |
123-082 |
123-185 |
123-015 |
S2 |
122-268 |
122-268 |
123-155 |
|
S3 |
121-263 |
122-077 |
123-126 |
|
S4 |
120-258 |
121-072 |
123-036 |
|
|
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 |
124-145 |
122-215 |
1-250 |
1.4% |
0-234 |
0.6% |
56% |
True |
False |
634,584 |
10 |
124-145 |
121-105 |
3-040 |
2.5% |
0-242 |
0.6% |
75% |
True |
False |
566,383 |
20 |
125-240 |
121-105 |
4-135 |
3.6% |
0-260 |
0.7% |
53% |
False |
False |
561,525 |
40 |
128-080 |
121-105 |
6-295 |
5.6% |
0-285 |
0.7% |
34% |
False |
False |
426,744 |
60 |
128-210 |
117-080 |
11-130 |
9.2% |
0-290 |
0.7% |
56% |
False |
False |
414,001 |
80 |
128-210 |
111-020 |
17-190 |
14.2% |
0-228 |
0.6% |
72% |
False |
False |
312,597 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
128-246 |
2.618 |
127-036 |
1.618 |
126-031 |
1.000 |
125-150 |
0.618 |
125-026 |
HIGH |
124-145 |
0.618 |
124-021 |
0.500 |
123-302 |
0.382 |
123-264 |
LOW |
123-140 |
0.618 |
122-259 |
1.000 |
122-135 |
1.618 |
121-254 |
2.618 |
120-249 |
4.250 |
119-039 |
|
|
Fisher Pivots for day following 18-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
123-302 |
123-203 |
PP |
123-273 |
123-192 |
S1 |
123-244 |
123-180 |
|