CBOT 10-Year T-Note Future March 2009
Trading Metrics calculated at close of trading on 02-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2009 |
02-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
121-180 |
121-230 |
0-050 |
0.1% |
122-120 |
High |
121-270 |
123-010 |
1-060 |
1.0% |
123-185 |
Low |
121-180 |
121-225 |
0-045 |
0.1% |
121-105 |
Close |
121-225 |
123-010 |
1-105 |
1.1% |
121-225 |
Range |
0-090 |
1-105 |
1-015 |
372.2% |
2-080 |
ATR |
0-319 |
1-007 |
0-008 |
2.4% |
0-000 |
Volume |
991,138 |
286,061 |
-705,077 |
-71.1% |
4,303,640 |
|
Daily Pivots for day following 02-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-183 |
126-042 |
123-244 |
|
R3 |
125-078 |
124-257 |
123-127 |
|
R2 |
123-293 |
123-293 |
123-088 |
|
R1 |
123-152 |
123-152 |
123-049 |
123-222 |
PP |
122-188 |
122-188 |
122-188 |
122-224 |
S1 |
122-047 |
122-047 |
122-291 |
122-118 |
S2 |
121-083 |
121-083 |
122-252 |
|
S3 |
119-298 |
120-262 |
122-213 |
|
S4 |
118-193 |
119-157 |
122-096 |
|
|
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% |
0-263 |
0.7% |
76% |
False |
False |
753,206 |
10 |
124-145 |
121-105 |
3-040 |
2.5% |
0-262 |
0.7% |
55% |
False |
False |
739,786 |
20 |
124-145 |
121-105 |
3-040 |
2.5% |
0-260 |
0.7% |
55% |
False |
False |
641,895 |
40 |
127-140 |
121-105 |
6-035 |
5.0% |
0-293 |
0.7% |
28% |
False |
False |
552,895 |
60 |
128-210 |
121-105 |
7-105 |
6.0% |
0-297 |
0.8% |
23% |
False |
False |
478,078 |
80 |
128-210 |
112-220 |
15-310 |
13.0% |
0-256 |
0.6% |
65% |
False |
False |
389,997 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
128-216 |
2.618 |
126-163 |
1.618 |
125-058 |
1.000 |
124-115 |
0.618 |
123-273 |
HIGH |
123-010 |
0.618 |
122-168 |
0.500 |
122-118 |
0.382 |
122-067 |
LOW |
121-225 |
0.618 |
120-282 |
1.000 |
120-120 |
1.618 |
119-177 |
2.618 |
118-072 |
4.250 |
116-019 |
|
|
Fisher Pivots for day following 02-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
122-259 |
122-239 |
PP |
122-188 |
122-148 |
S1 |
122-118 |
122-058 |
|