CBOT 10-Year T-Note Future March 2009
Trading Metrics calculated at close of trading on 25-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2009 |
25-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
123-125 |
122-245 |
-0-200 |
-0.5% |
124-020 |
High |
123-185 |
122-290 |
-0-215 |
-0.5% |
124-145 |
Low |
122-270 |
121-200 |
-1-070 |
-1.0% |
122-080 |
Close |
122-275 |
121-200 |
-1-075 |
-1.0% |
123-100 |
Range |
0-235 |
1-090 |
0-175 |
74.5% |
2-065 |
ATR |
1-026 |
1-031 |
0-005 |
1.3% |
0-000 |
Volume |
710,141 |
778,143 |
68,002 |
9.6% |
2,808,165 |
|
Daily Pivots for day following 25-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-287 |
125-013 |
122-106 |
|
R3 |
124-197 |
123-243 |
121-313 |
|
R2 |
123-107 |
123-107 |
121-275 |
|
R1 |
122-153 |
122-153 |
121-238 |
122-085 |
PP |
122-017 |
122-017 |
122-017 |
121-302 |
S1 |
121-063 |
121-063 |
121-162 |
120-315 |
S2 |
120-247 |
120-247 |
121-125 |
|
S3 |
119-157 |
119-293 |
121-087 |
|
S4 |
118-067 |
118-203 |
120-294 |
|
|
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 |
124-020 |
121-200 |
2-140 |
2.0% |
0-301 |
0.8% |
0% |
False |
True |
783,387 |
10 |
124-145 |
121-200 |
2-265 |
2.3% |
0-268 |
0.7% |
0% |
False |
True |
708,986 |
20 |
124-270 |
121-105 |
3-165 |
2.9% |
0-268 |
0.7% |
8% |
False |
False |
609,238 |
40 |
128-080 |
121-105 |
6-295 |
5.7% |
0-301 |
0.8% |
4% |
False |
False |
502,152 |
60 |
128-210 |
120-220 |
7-310 |
6.6% |
0-301 |
0.8% |
12% |
False |
False |
459,554 |
80 |
128-210 |
111-020 |
17-190 |
14.5% |
0-247 |
0.6% |
60% |
False |
False |
361,537 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
128-112 |
2.618 |
126-083 |
1.618 |
124-313 |
1.000 |
124-060 |
0.618 |
123-223 |
HIGH |
122-290 |
0.618 |
122-133 |
0.500 |
122-085 |
0.382 |
122-037 |
LOW |
121-200 |
0.618 |
120-267 |
1.000 |
120-110 |
1.618 |
119-177 |
2.618 |
118-087 |
4.250 |
116-058 |
|
|
Fisher Pivots for day following 25-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
122-085 |
122-192 |
PP |
122-017 |
122-088 |
S1 |
121-268 |
121-304 |
|