CBOT 10-Year T-Note Future June 2009
Trading Metrics calculated at close of trading on 11-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2009 |
11-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
121-000 |
121-210 |
0-210 |
0.5% |
121-240 |
High |
121-000 |
121-230 |
0-230 |
0.6% |
121-240 |
Low |
121-000 |
121-210 |
0-210 |
0.5% |
119-230 |
Close |
121-000 |
121-220 |
0-220 |
0.6% |
119-230 |
Range |
0-000 |
0-020 |
0-020 |
|
2-010 |
ATR |
0-202 |
0-204 |
0-002 |
1.0% |
0-000 |
Volume |
6,609 |
6,860 |
251 |
3.8% |
26,711 |
|
Daily Pivots for day following 11-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-280 |
121-270 |
121-231 |
|
R3 |
121-260 |
121-250 |
121-226 |
|
R2 |
121-240 |
121-240 |
121-224 |
|
R1 |
121-230 |
121-230 |
121-222 |
121-235 |
PP |
121-220 |
121-220 |
121-220 |
121-222 |
S1 |
121-210 |
121-210 |
121-218 |
121-215 |
S2 |
121-200 |
121-200 |
121-216 |
|
S3 |
121-180 |
121-190 |
121-214 |
|
S4 |
121-160 |
121-170 |
121-209 |
|
|
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 |
121-315 |
2.618 |
121-282 |
1.618 |
121-262 |
1.000 |
121-250 |
0.618 |
121-242 |
HIGH |
121-230 |
0.618 |
121-222 |
0.500 |
121-220 |
0.382 |
121-218 |
LOW |
121-210 |
0.618 |
121-198 |
1.000 |
121-190 |
1.618 |
121-178 |
2.618 |
121-158 |
4.250 |
121-125 |
|
|
Fisher Pivots for day following 11-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
121-220 |
121-102 |
PP |
121-220 |
120-303 |
S1 |
121-220 |
120-185 |
|