CBOT 10-Year T-Note Future March 2009
Trading Metrics calculated at close of trading on 20-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2009 |
20-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
122-285 |
123-070 |
0-105 |
0.3% |
124-020 |
High |
123-030 |
124-020 |
0-310 |
0.8% |
124-145 |
Low |
122-080 |
123-025 |
0-265 |
0.7% |
122-080 |
Close |
122-170 |
123-100 |
0-250 |
0.6% |
123-100 |
Range |
0-270 |
0-315 |
0-045 |
16.7% |
2-065 |
ATR |
1-029 |
1-039 |
0-010 |
2.9% |
0-000 |
Volume |
806,978 |
798,006 |
-8,972 |
-1.1% |
2,808,165 |
|
Daily Pivots for day following 20-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-140 |
125-275 |
123-273 |
|
R3 |
125-145 |
124-280 |
123-187 |
|
R2 |
124-150 |
124-150 |
123-158 |
|
R1 |
123-285 |
123-285 |
123-129 |
124-058 |
PP |
123-155 |
123-155 |
123-155 |
123-201 |
S1 |
122-290 |
122-290 |
123-071 |
123-062 |
S2 |
122-160 |
122-160 |
123-042 |
|
S3 |
121-165 |
121-295 |
123-013 |
|
S4 |
120-170 |
120-300 |
122-247 |
|
|
Weekly Pivots for week ending 20-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
129-303 |
128-267 |
124-168 |
|
R3 |
127-238 |
126-202 |
123-294 |
|
R2 |
125-173 |
125-173 |
123-229 |
|
R1 |
124-137 |
124-137 |
123-165 |
123-282 |
PP |
123-108 |
123-108 |
123-108 |
123-021 |
S1 |
122-072 |
122-072 |
123-035 |
121-218 |
S2 |
121-043 |
121-043 |
122-291 |
|
S3 |
118-298 |
120-007 |
122-226 |
|
S4 |
116-233 |
117-262 |
122-032 |
|
|
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% |
0-262 |
0.7% |
48% |
False |
False |
692,519 |
10 |
124-145 |
121-105 |
3-040 |
2.5% |
0-252 |
0.6% |
64% |
False |
False |
614,830 |
20 |
124-270 |
121-105 |
3-165 |
2.9% |
0-262 |
0.7% |
56% |
False |
False |
582,327 |
40 |
128-080 |
121-105 |
6-295 |
5.6% |
0-291 |
0.7% |
29% |
False |
False |
452,487 |
60 |
128-210 |
117-080 |
11-130 |
9.2% |
0-299 |
0.8% |
53% |
False |
False |
436,566 |
80 |
128-210 |
111-020 |
17-190 |
14.3% |
0-236 |
0.6% |
70% |
False |
False |
332,643 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
128-079 |
2.618 |
126-205 |
1.618 |
125-210 |
1.000 |
125-015 |
0.618 |
124-215 |
HIGH |
124-020 |
0.618 |
123-220 |
0.500 |
123-182 |
0.382 |
123-145 |
LOW |
123-025 |
0.618 |
122-150 |
1.000 |
122-030 |
1.618 |
121-155 |
2.618 |
120-160 |
4.250 |
118-286 |
|
|
Fisher Pivots for day following 20-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
123-182 |
123-112 |
PP |
123-155 |
123-108 |
S1 |
123-128 |
123-104 |
|