CBOT 10-Year T-Note Future June 2009
Trading Metrics calculated at close of trading on 10-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2009 |
10-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
119-140 |
121-000 |
1-180 |
1.3% |
121-240 |
High |
119-140 |
121-000 |
1-180 |
1.3% |
121-240 |
Low |
119-140 |
121-000 |
1-180 |
1.3% |
119-230 |
Close |
119-140 |
121-000 |
1-180 |
1.3% |
119-230 |
Range |
|
|
|
|
|
ATR |
0-179 |
0-202 |
0-023 |
12.9% |
0-000 |
Volume |
3,787 |
6,609 |
2,822 |
74.5% |
26,711 |
|
Daily Pivots for day following 10-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-000 |
121-000 |
121-000 |
|
R3 |
121-000 |
121-000 |
121-000 |
|
R2 |
121-000 |
121-000 |
121-000 |
|
R1 |
121-000 |
121-000 |
121-000 |
121-000 |
PP |
121-000 |
121-000 |
121-000 |
121-000 |
S1 |
121-000 |
121-000 |
121-000 |
121-000 |
S2 |
121-000 |
121-000 |
121-000 |
|
S3 |
121-000 |
121-000 |
121-000 |
|
S4 |
121-000 |
121-000 |
121-000 |
|
|
Weekly Pivots for week ending 06-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-157 |
125-043 |
120-268 |
|
R3 |
124-147 |
123-033 |
120-089 |
|
R2 |
122-137 |
122-137 |
120-029 |
|
R1 |
121-023 |
121-023 |
119-290 |
120-235 |
PP |
120-127 |
120-127 |
120-127 |
120-072 |
S1 |
119-013 |
119-013 |
119-170 |
118-225 |
S2 |
118-117 |
118-117 |
119-111 |
|
S3 |
116-107 |
117-003 |
119-051 |
|
S4 |
114-097 |
114-313 |
118-192 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
121-000 |
2.618 |
121-000 |
1.618 |
121-000 |
1.000 |
121-000 |
0.618 |
121-000 |
HIGH |
121-000 |
0.618 |
121-000 |
0.500 |
121-000 |
0.382 |
121-000 |
LOW |
121-000 |
0.618 |
121-000 |
1.000 |
121-000 |
1.618 |
121-000 |
2.618 |
121-000 |
4.250 |
121-000 |
|
|
Fisher Pivots for day following 10-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
121-000 |
120-237 |
PP |
121-000 |
120-153 |
S1 |
121-000 |
120-070 |
|