CBOT 10-Year T-Note Future June 2009
Trading Metrics calculated at close of trading on 28-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2009 |
28-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
122-240 |
121-280 |
-0-280 |
-0.7% |
124-000 |
High |
122-240 |
121-280 |
-0-280 |
-0.7% |
124-000 |
Low |
122-240 |
121-280 |
-0-280 |
-0.7% |
121-230 |
Close |
122-240 |
121-280 |
-0-280 |
-0.7% |
121-230 |
Range |
|
|
|
|
|
ATR |
|
|
|
|
|
Volume |
2,279 |
5,133 |
2,854 |
125.2% |
6,421 |
|
Daily Pivots for day following 28-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-280 |
121-280 |
121-280 |
|
R3 |
121-280 |
121-280 |
121-280 |
|
R2 |
121-280 |
121-280 |
121-280 |
|
R1 |
121-280 |
121-280 |
121-280 |
121-280 |
PP |
121-280 |
121-280 |
121-280 |
121-280 |
S1 |
121-280 |
121-280 |
121-280 |
121-280 |
S2 |
121-280 |
121-280 |
121-280 |
|
S3 |
121-280 |
121-280 |
121-280 |
|
S4 |
121-280 |
121-280 |
121-280 |
|
|
Weekly Pivots for week ending 23-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
129-103 |
127-257 |
122-312 |
|
R3 |
127-013 |
125-167 |
122-111 |
|
R2 |
124-243 |
124-243 |
122-044 |
|
R1 |
123-077 |
123-077 |
121-297 |
122-275 |
PP |
122-153 |
122-153 |
122-153 |
122-092 |
S1 |
120-307 |
120-307 |
121-163 |
120-185 |
S2 |
120-063 |
120-063 |
121-096 |
|
S3 |
117-293 |
118-217 |
121-029 |
|
S4 |
115-203 |
116-127 |
120-148 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
121-280 |
2.618 |
121-280 |
1.618 |
121-280 |
1.000 |
121-280 |
0.618 |
121-280 |
HIGH |
121-280 |
0.618 |
121-280 |
0.500 |
121-280 |
0.382 |
121-280 |
LOW |
121-280 |
0.618 |
121-280 |
1.000 |
121-280 |
1.618 |
121-280 |
2.618 |
121-280 |
4.250 |
121-280 |
|
|
Fisher Pivots for day following 28-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
121-280 |
122-070 |
PP |
121-280 |
122-033 |
S1 |
121-280 |
121-317 |
|