CBOT 10-Year T-Note Future June 2009
Trading Metrics calculated at close of trading on 17-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2009 |
17-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
120-300 |
122-180 |
1-200 |
1.3% |
119-140 |
High |
120-300 |
122-180 |
1-200 |
1.3% |
122-050 |
Low |
120-300 |
122-180 |
1-200 |
1.3% |
119-140 |
Close |
120-240 |
122-180 |
1-260 |
1.5% |
120-240 |
Range |
|
|
|
|
|
ATR |
0-213 |
0-240 |
0-026 |
12.3% |
0-000 |
Volume |
9,193 |
4,759 |
-4,434 |
-48.2% |
44,906 |
|
Daily Pivots for day following 17-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-180 |
122-180 |
122-180 |
|
R3 |
122-180 |
122-180 |
122-180 |
|
R2 |
122-180 |
122-180 |
122-180 |
|
R1 |
122-180 |
122-180 |
122-180 |
122-180 |
PP |
122-180 |
122-180 |
122-180 |
122-180 |
S1 |
122-180 |
122-180 |
122-180 |
122-180 |
S2 |
122-180 |
122-180 |
122-180 |
|
S3 |
122-180 |
122-180 |
122-180 |
|
S4 |
122-180 |
122-180 |
122-180 |
|
|
Weekly Pivots for week ending 13-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128-300 |
127-180 |
122-078 |
|
R3 |
126-070 |
124-270 |
121-159 |
|
R2 |
123-160 |
123-160 |
121-080 |
|
R1 |
122-040 |
122-040 |
121-000 |
122-260 |
PP |
120-250 |
120-250 |
120-250 |
121-040 |
S1 |
119-130 |
119-130 |
120-160 |
120-030 |
S2 |
118-020 |
118-020 |
120-080 |
|
S3 |
115-110 |
116-220 |
120-001 |
|
S4 |
112-200 |
113-310 |
119-082 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
122-180 |
2.618 |
122-180 |
1.618 |
122-180 |
1.000 |
122-180 |
0.618 |
122-180 |
HIGH |
122-180 |
0.618 |
122-180 |
0.500 |
122-180 |
0.382 |
122-180 |
LOW |
122-180 |
0.618 |
122-180 |
1.000 |
122-180 |
1.618 |
122-180 |
2.618 |
122-180 |
4.250 |
122-180 |
|
|
Fisher Pivots for day following 17-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
122-180 |
122-093 |
PP |
122-180 |
122-007 |
S1 |
122-180 |
121-240 |
|