CBOT 10-Year T-Note Future March 2009
| Trading Metrics calculated at close of trading on 26-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2009 |
26-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
122-245 |
121-105 |
-1-140 |
-1.2% |
124-020 |
| High |
122-290 |
121-260 |
-1-030 |
-0.9% |
124-145 |
| Low |
121-200 |
121-105 |
-0-095 |
-0.2% |
122-080 |
| Close |
121-200 |
121-230 |
0-030 |
0.1% |
123-100 |
| Range |
1-090 |
0-155 |
-0-255 |
-62.2% |
2-065 |
| ATR |
1-031 |
1-017 |
-0-014 |
-4.0% |
0-000 |
| Volume |
778,143 |
1,000,549 |
222,406 |
28.6% |
2,808,165 |
|
| Daily Pivots for day following 26-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-023 |
122-282 |
121-315 |
|
| R3 |
122-188 |
122-127 |
121-273 |
|
| R2 |
122-033 |
122-033 |
121-258 |
|
| R1 |
121-292 |
121-292 |
121-244 |
122-002 |
| PP |
121-198 |
121-198 |
121-198 |
121-214 |
| S1 |
121-137 |
121-137 |
121-216 |
121-168 |
| S2 |
121-043 |
121-043 |
121-202 |
|
| S3 |
120-208 |
120-302 |
121-187 |
|
| S4 |
120-053 |
120-147 |
121-145 |
|
|
| 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 |
121-105 |
2-235 |
2.2% |
0-278 |
0.7% |
14% |
False |
True |
822,101 |
| 10 |
124-145 |
121-105 |
3-040 |
2.6% |
0-260 |
0.7% |
13% |
False |
True |
734,968 |
| 20 |
124-145 |
121-105 |
3-040 |
2.6% |
0-259 |
0.7% |
13% |
False |
True |
636,204 |
| 40 |
127-195 |
121-105 |
6-090 |
5.2% |
0-299 |
0.8% |
6% |
False |
True |
526,345 |
| 60 |
128-210 |
121-105 |
7-105 |
6.0% |
0-302 |
0.8% |
5% |
False |
True |
470,134 |
| 80 |
128-210 |
111-020 |
17-190 |
14.5% |
0-249 |
0.6% |
61% |
False |
False |
374,042 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-279 |
|
2.618 |
123-026 |
|
1.618 |
122-191 |
|
1.000 |
122-095 |
|
0.618 |
122-036 |
|
HIGH |
121-260 |
|
0.618 |
121-201 |
|
0.500 |
121-182 |
|
0.382 |
121-164 |
|
LOW |
121-105 |
|
0.618 |
121-009 |
|
1.000 |
120-270 |
|
1.618 |
120-174 |
|
2.618 |
120-019 |
|
4.250 |
119-086 |
|
|
| Fisher Pivots for day following 26-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
121-214 |
122-145 |
| PP |
121-198 |
122-067 |
| S1 |
121-182 |
121-308 |
|