CBOT 10-Year T-Note Future March 2009
Trading Metrics calculated at close of trading on 23-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2009 |
23-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
123-070 |
122-120 |
-0-270 |
-0.7% |
124-020 |
High |
124-020 |
123-075 |
-0-265 |
-0.7% |
124-145 |
Low |
123-025 |
122-120 |
-0-225 |
-0.6% |
122-080 |
Close |
123-100 |
123-055 |
-0-045 |
-0.1% |
123-100 |
Range |
0-315 |
0-275 |
-0-040 |
-12.7% |
2-065 |
ATR |
1-039 |
1-035 |
-0-004 |
-1.2% |
0-000 |
Volume |
798,006 |
823,669 |
25,663 |
3.2% |
2,808,165 |
|
Daily Pivots for day following 23-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-162 |
125-063 |
123-206 |
|
R3 |
124-207 |
124-108 |
123-131 |
|
R2 |
123-252 |
123-252 |
123-105 |
|
R1 |
123-153 |
123-153 |
123-080 |
123-202 |
PP |
122-297 |
122-297 |
122-297 |
123-001 |
S1 |
122-198 |
122-198 |
123-030 |
122-248 |
S2 |
122-022 |
122-022 |
123-005 |
|
S3 |
121-067 |
121-243 |
122-299 |
|
S4 |
120-112 |
120-288 |
122-224 |
|
|
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% |
42% |
False |
False |
726,366 |
10 |
124-145 |
121-105 |
3-040 |
2.5% |
0-253 |
0.6% |
59% |
False |
False |
648,181 |
20 |
124-270 |
121-105 |
3-165 |
2.9% |
0-264 |
0.7% |
52% |
False |
False |
589,271 |
40 |
128-080 |
121-105 |
6-295 |
5.6% |
0-294 |
0.7% |
27% |
False |
False |
469,212 |
60 |
128-210 |
118-190 |
10-020 |
8.2% |
0-302 |
0.8% |
45% |
False |
False |
448,111 |
80 |
128-210 |
111-020 |
17-190 |
14.3% |
0-239 |
0.6% |
69% |
False |
False |
342,938 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
126-284 |
2.618 |
125-155 |
1.618 |
124-200 |
1.000 |
124-030 |
0.618 |
123-245 |
HIGH |
123-075 |
0.618 |
122-290 |
0.500 |
122-258 |
0.382 |
122-225 |
LOW |
122-120 |
0.618 |
121-270 |
1.000 |
121-165 |
1.618 |
120-315 |
2.618 |
120-040 |
4.250 |
118-231 |
|
|
Fisher Pivots for day following 23-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
123-016 |
123-053 |
PP |
122-297 |
123-052 |
S1 |
122-258 |
123-050 |
|