CBOT 10-Year T-Note Future March 2009
| Trading Metrics calculated at close of trading on 19-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2009 |
19-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
124-140 |
122-285 |
-1-175 |
-1.2% |
121-225 |
| High |
124-145 |
123-030 |
-1-115 |
-1.1% |
124-090 |
| Low |
123-140 |
122-080 |
-1-060 |
-1.0% |
121-105 |
| Close |
123-215 |
122-170 |
-1-045 |
-0.9% |
122-225 |
| Range |
1-005 |
0-270 |
-0-055 |
-16.9% |
2-305 |
| ATR |
1-021 |
1-029 |
0-008 |
2.4% |
0-000 |
| Volume |
688,889 |
806,978 |
118,089 |
17.1% |
2,849,983 |
|
| Daily Pivots for day following 19-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-050 |
124-220 |
122-318 |
|
| R3 |
124-100 |
123-270 |
122-244 |
|
| R2 |
123-150 |
123-150 |
122-220 |
|
| R1 |
123-000 |
123-000 |
122-195 |
122-260 |
| PP |
122-200 |
122-200 |
122-200 |
122-170 |
| S1 |
122-050 |
122-050 |
122-145 |
121-310 |
| S2 |
121-250 |
121-250 |
122-120 |
|
| S3 |
120-300 |
121-100 |
122-096 |
|
| S4 |
120-030 |
120-150 |
122-022 |
|
|
| 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 |
122-080 |
2-065 |
1.8% |
0-241 |
0.6% |
13% |
False |
True |
647,835 |
| 10 |
124-145 |
121-105 |
3-040 |
2.6% |
0-242 |
0.6% |
39% |
False |
False |
597,747 |
| 20 |
124-270 |
121-105 |
3-165 |
2.9% |
0-257 |
0.7% |
34% |
False |
False |
567,241 |
| 40 |
128-080 |
121-105 |
6-295 |
5.6% |
0-286 |
0.7% |
17% |
False |
False |
438,885 |
| 60 |
128-210 |
117-080 |
11-130 |
9.3% |
0-295 |
0.8% |
46% |
False |
False |
426,174 |
| 80 |
128-210 |
111-020 |
17-190 |
14.4% |
0-232 |
0.6% |
65% |
False |
False |
322,684 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-218 |
|
2.618 |
125-097 |
|
1.618 |
124-147 |
|
1.000 |
123-300 |
|
0.618 |
123-197 |
|
HIGH |
123-030 |
|
0.618 |
122-247 |
|
0.500 |
122-215 |
|
0.382 |
122-183 |
|
LOW |
122-080 |
|
0.618 |
121-233 |
|
1.000 |
121-130 |
|
1.618 |
120-283 |
|
2.618 |
120-013 |
|
4.250 |
118-212 |
|
|
| Fisher Pivots for day following 19-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
122-215 |
123-112 |
| PP |
122-200 |
123-025 |
| S1 |
122-185 |
122-258 |
|