CBOT 10-Year T-Note Future June 2009
Trading Metrics calculated at close of trading on 19-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2009 |
19-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
122-130 |
121-020 |
-1-110 |
-1.1% |
119-140 |
High |
122-130 |
121-020 |
-1-110 |
-1.1% |
122-050 |
Low |
121-240 |
121-020 |
-0-220 |
-0.6% |
119-140 |
Close |
121-250 |
120-200 |
-1-050 |
-0.9% |
120-240 |
Range |
0-210 |
0-000 |
-0-210 |
-100.0% |
2-230 |
ATR |
0-241 |
0-240 |
-0-001 |
-0.3% |
0-000 |
Volume |
21,321 |
69,494 |
48,173 |
225.9% |
44,906 |
|
Daily Pivots for day following 19-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-293 |
120-247 |
120-200 |
|
R3 |
120-293 |
120-247 |
120-200 |
|
R2 |
120-293 |
120-293 |
120-200 |
|
R1 |
120-247 |
120-247 |
120-200 |
120-270 |
PP |
120-293 |
120-293 |
120-293 |
120-305 |
S1 |
120-247 |
120-247 |
120-200 |
120-270 |
S2 |
120-293 |
120-293 |
120-200 |
|
S3 |
120-293 |
120-247 |
120-200 |
|
S4 |
120-293 |
120-247 |
120-200 |
|
|
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 |
121-020 |
2.618 |
121-020 |
1.618 |
121-020 |
1.000 |
121-020 |
0.618 |
121-020 |
HIGH |
121-020 |
0.618 |
121-020 |
0.500 |
121-020 |
0.382 |
121-020 |
LOW |
121-020 |
0.618 |
121-020 |
1.000 |
121-020 |
1.618 |
121-020 |
2.618 |
121-020 |
4.250 |
121-020 |
|
|
Fisher Pivots for day following 19-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
121-020 |
121-260 |
PP |
120-293 |
121-133 |
S1 |
120-247 |
121-007 |
|