CBOT 10-Year T-Note Future June 2009
Trading Metrics calculated at close of trading on 23-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2009 |
23-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
121-250 |
121-010 |
-0-240 |
-0.6% |
122-180 |
High |
121-290 |
121-140 |
-0-150 |
-0.4% |
122-180 |
Low |
121-250 |
121-010 |
-0-240 |
-0.6% |
121-020 |
Close |
121-180 |
121-140 |
-0-040 |
-0.1% |
121-180 |
Range |
0-040 |
0-130 |
0-090 |
225.0% |
1-160 |
ATR |
0-252 |
0-246 |
-0-006 |
-2.3% |
0-000 |
Volume |
35,454 |
88,635 |
53,181 |
150.0% |
131,028 |
|
Daily Pivots for day following 23-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-167 |
122-123 |
121-212 |
|
R3 |
122-037 |
121-313 |
121-176 |
|
R2 |
121-227 |
121-227 |
121-164 |
|
R1 |
121-183 |
121-183 |
121-152 |
121-205 |
PP |
121-097 |
121-097 |
121-097 |
121-108 |
S1 |
121-053 |
121-053 |
121-128 |
121-075 |
S2 |
120-287 |
120-287 |
121-116 |
|
S3 |
120-157 |
120-243 |
121-104 |
|
S4 |
120-027 |
120-113 |
121-068 |
|
|
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 |
123-052 |
2.618 |
122-160 |
1.618 |
122-030 |
1.000 |
121-270 |
0.618 |
121-220 |
HIGH |
121-140 |
0.618 |
121-090 |
0.500 |
121-075 |
0.382 |
121-060 |
LOW |
121-010 |
0.618 |
120-250 |
1.000 |
120-200 |
1.618 |
120-120 |
2.618 |
119-310 |
4.250 |
119-098 |
|
|
Fisher Pivots for day following 23-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
121-118 |
121-150 |
PP |
121-097 |
121-147 |
S1 |
121-075 |
121-143 |
|