CBOT 10-Year T-Note Future June 2009
Trading Metrics calculated at close of trading on 05-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2009 |
05-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
120-020 |
120-100 |
0-080 |
0.2% |
121-220 |
High |
120-020 |
120-100 |
0-080 |
0.2% |
122-240 |
Low |
120-020 |
120-100 |
0-080 |
0.2% |
120-230 |
Close |
120-020 |
120-100 |
0-080 |
0.2% |
120-230 |
Range |
|
|
|
|
|
ATR |
0-193 |
0-185 |
-0-008 |
-4.2% |
0-000 |
Volume |
5,182 |
7,395 |
2,213 |
42.7% |
15,874 |
|
Daily Pivots for day following 05-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-100 |
120-100 |
120-100 |
|
R3 |
120-100 |
120-100 |
120-100 |
|
R2 |
120-100 |
120-100 |
120-100 |
|
R1 |
120-100 |
120-100 |
120-100 |
120-100 |
PP |
120-100 |
120-100 |
120-100 |
120-100 |
S1 |
120-100 |
120-100 |
120-100 |
120-100 |
S2 |
120-100 |
120-100 |
120-100 |
|
S3 |
120-100 |
120-100 |
120-100 |
|
S4 |
120-100 |
120-100 |
120-100 |
|
|
Weekly Pivots for week ending 30-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-157 |
126-043 |
121-268 |
|
R3 |
125-147 |
124-033 |
121-089 |
|
R2 |
123-137 |
123-137 |
121-029 |
|
R1 |
122-023 |
122-023 |
120-290 |
121-235 |
PP |
121-127 |
121-127 |
121-127 |
121-072 |
S1 |
120-013 |
120-013 |
120-170 |
119-225 |
S2 |
119-117 |
119-117 |
120-111 |
|
S3 |
117-107 |
118-003 |
120-051 |
|
S4 |
115-097 |
115-313 |
119-192 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
120-100 |
2.618 |
120-100 |
1.618 |
120-100 |
1.000 |
120-100 |
0.618 |
120-100 |
HIGH |
120-100 |
0.618 |
120-100 |
0.500 |
120-100 |
0.382 |
120-100 |
LOW |
120-100 |
0.618 |
120-100 |
1.000 |
120-100 |
1.618 |
120-100 |
2.618 |
120-100 |
4.250 |
120-100 |
|
|
Fisher Pivots for day following 05-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
120-100 |
120-105 |
PP |
120-100 |
120-103 |
S1 |
120-100 |
120-102 |
|