CBOT 10-Year T-Note Future March 2009
| Trading Metrics calculated at close of trading on 27-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2009 |
27-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
121-105 |
121-180 |
0-075 |
0.2% |
122-120 |
| High |
121-260 |
121-270 |
0-010 |
0.0% |
123-185 |
| Low |
121-105 |
121-180 |
0-075 |
0.2% |
121-105 |
| Close |
121-230 |
121-225 |
-0-005 |
0.0% |
121-225 |
| Range |
0-155 |
0-090 |
-0-065 |
-41.9% |
2-080 |
| ATR |
1-017 |
0-319 |
-0-018 |
-5.2% |
0-000 |
| Volume |
1,000,549 |
991,138 |
-9,411 |
-0.9% |
4,303,640 |
|
| Daily Pivots for day following 27-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-175 |
122-130 |
121-274 |
|
| R3 |
122-085 |
122-040 |
121-250 |
|
| R2 |
121-315 |
121-315 |
121-242 |
|
| R1 |
121-270 |
121-270 |
121-233 |
121-292 |
| PP |
121-225 |
121-225 |
121-225 |
121-236 |
| S1 |
121-180 |
121-180 |
121-217 |
121-202 |
| S2 |
121-135 |
121-135 |
121-208 |
|
| S3 |
121-045 |
121-090 |
121-200 |
|
| S4 |
120-275 |
121-000 |
121-176 |
|
|
| Weekly Pivots for week ending 27-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-305 |
127-185 |
122-301 |
|
| R3 |
126-225 |
125-105 |
122-103 |
|
| R2 |
124-145 |
124-145 |
122-037 |
|
| R1 |
123-025 |
123-025 |
121-291 |
122-205 |
| PP |
122-065 |
122-065 |
122-065 |
121-315 |
| S1 |
120-265 |
120-265 |
121-159 |
120-125 |
| S2 |
119-305 |
119-305 |
121-093 |
|
| S3 |
117-225 |
118-185 |
121-027 |
|
| S4 |
115-145 |
116-105 |
120-149 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
123-185 |
121-105 |
2-080 |
1.8% |
0-233 |
0.6% |
17% |
False |
False |
860,728 |
| 10 |
124-145 |
121-105 |
3-040 |
2.6% |
0-248 |
0.6% |
12% |
False |
False |
776,623 |
| 20 |
124-145 |
121-105 |
3-040 |
2.6% |
0-246 |
0.6% |
12% |
False |
False |
656,981 |
| 40 |
127-140 |
121-105 |
6-035 |
5.0% |
0-296 |
0.8% |
6% |
False |
False |
548,716 |
| 60 |
128-210 |
121-105 |
7-105 |
6.0% |
0-295 |
0.8% |
5% |
False |
False |
483,766 |
| 80 |
128-210 |
111-200 |
17-010 |
14.0% |
0-250 |
0.6% |
59% |
False |
False |
386,429 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-012 |
|
2.618 |
122-186 |
|
1.618 |
122-096 |
|
1.000 |
122-040 |
|
0.618 |
122-006 |
|
HIGH |
121-270 |
|
0.618 |
121-236 |
|
0.500 |
121-225 |
|
0.382 |
121-214 |
|
LOW |
121-180 |
|
0.618 |
121-124 |
|
1.000 |
121-090 |
|
1.618 |
121-034 |
|
2.618 |
120-264 |
|
4.250 |
120-118 |
|
|
| Fisher Pivots for day following 27-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
121-225 |
122-038 |
| PP |
121-225 |
121-313 |
| S1 |
121-225 |
121-269 |
|