CBOT 10-Year T-Note Future March 2009
Trading Metrics calculated at close of trading on 03-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2009 |
03-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
121-230 |
122-200 |
0-290 |
0.7% |
122-120 |
High |
123-010 |
122-220 |
-0-110 |
-0.3% |
123-185 |
Low |
121-225 |
122-200 |
0-295 |
0.8% |
121-105 |
Close |
123-010 |
122-220 |
-0-110 |
-0.3% |
121-225 |
Range |
1-105 |
0-020 |
-1-085 |
-95.3% |
2-080 |
ATR |
1-007 |
0-313 |
-0-014 |
-4.3% |
0-000 |
Volume |
286,061 |
99,794 |
-186,267 |
-65.1% |
4,303,640 |
|
Daily Pivots for day following 03-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-273 |
122-267 |
122-231 |
|
R3 |
122-253 |
122-247 |
122-226 |
|
R2 |
122-233 |
122-233 |
122-224 |
|
R1 |
122-227 |
122-227 |
122-222 |
122-230 |
PP |
122-213 |
122-213 |
122-213 |
122-215 |
S1 |
122-207 |
122-207 |
122-218 |
122-210 |
S2 |
122-193 |
122-193 |
122-216 |
|
S3 |
122-173 |
122-187 |
122-214 |
|
S4 |
122-153 |
122-167 |
122-209 |
|
|
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 |
123-010 |
121-105 |
1-225 |
1.4% |
0-220 |
0.6% |
80% |
False |
False |
631,137 |
10 |
124-145 |
121-105 |
3-040 |
2.5% |
0-252 |
0.6% |
44% |
False |
False |
698,336 |
20 |
124-145 |
121-105 |
3-040 |
2.5% |
0-246 |
0.6% |
44% |
False |
False |
617,412 |
40 |
127-140 |
121-105 |
6-035 |
5.0% |
0-273 |
0.7% |
22% |
False |
False |
552,506 |
60 |
128-210 |
121-105 |
7-105 |
6.0% |
0-292 |
0.7% |
19% |
False |
False |
471,064 |
80 |
128-210 |
112-220 |
15-310 |
13.0% |
0-256 |
0.7% |
63% |
False |
False |
391,240 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
122-305 |
2.618 |
122-272 |
1.618 |
122-252 |
1.000 |
122-240 |
0.618 |
122-232 |
HIGH |
122-220 |
0.618 |
122-212 |
0.500 |
122-210 |
0.382 |
122-208 |
LOW |
122-200 |
0.618 |
122-188 |
1.000 |
122-180 |
1.618 |
122-168 |
2.618 |
122-148 |
4.250 |
122-115 |
|
|
Fisher Pivots for day following 03-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
122-217 |
122-178 |
PP |
122-213 |
122-137 |
S1 |
122-210 |
122-095 |
|