CBOT 10-Year T-Note Future June 2009
Trading Metrics calculated at close of trading on 20-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2009 |
20-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
121-020 |
121-250 |
0-230 |
0.6% |
122-180 |
High |
121-020 |
121-290 |
0-270 |
0.7% |
122-180 |
Low |
121-020 |
121-250 |
0-230 |
0.6% |
121-020 |
Close |
120-200 |
121-180 |
0-300 |
0.8% |
121-180 |
Range |
0-000 |
0-040 |
0-040 |
|
1-160 |
ATR |
0-240 |
0-252 |
0-012 |
5.0% |
0-000 |
Volume |
69,494 |
35,454 |
-34,040 |
-49.0% |
131,028 |
|
Daily Pivots for day following 20-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-040 |
121-310 |
121-202 |
|
R3 |
122-000 |
121-270 |
121-191 |
|
R2 |
121-280 |
121-280 |
121-187 |
|
R1 |
121-230 |
121-230 |
121-184 |
121-235 |
PP |
121-240 |
121-240 |
121-240 |
121-242 |
S1 |
121-190 |
121-190 |
121-176 |
121-195 |
S2 |
121-200 |
121-200 |
121-173 |
|
S3 |
121-160 |
121-150 |
121-169 |
|
S4 |
121-120 |
121-110 |
121-158 |
|
|
Weekly Pivots for week ending 20-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-073 |
125-127 |
122-124 |
|
R3 |
124-233 |
123-287 |
121-312 |
|
R2 |
123-073 |
123-073 |
121-268 |
|
R1 |
122-127 |
122-127 |
121-224 |
122-020 |
PP |
121-233 |
121-233 |
121-233 |
121-180 |
S1 |
120-287 |
120-287 |
121-136 |
120-180 |
S2 |
120-073 |
120-073 |
121-092 |
|
S3 |
118-233 |
119-127 |
121-048 |
|
S4 |
117-073 |
117-287 |
120-236 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
122-140 |
2.618 |
122-075 |
1.618 |
122-035 |
1.000 |
122-010 |
0.618 |
121-315 |
HIGH |
121-290 |
0.618 |
121-275 |
0.500 |
121-270 |
0.382 |
121-265 |
LOW |
121-250 |
0.618 |
121-225 |
1.000 |
121-210 |
1.618 |
121-185 |
2.618 |
121-145 |
4.250 |
121-080 |
|
|
Fisher Pivots for day following 20-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
121-270 |
121-235 |
PP |
121-240 |
121-217 |
S1 |
121-210 |
121-198 |
|