CBOT 10-Year T-Note Future June 2009
Trading Metrics calculated at close of trading on 24-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2009 |
24-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
121-010 |
121-230 |
0-220 |
0.6% |
122-180 |
High |
121-140 |
121-230 |
0-090 |
0.2% |
122-180 |
Low |
121-010 |
121-010 |
0-000 |
0.0% |
121-020 |
Close |
121-140 |
121-020 |
-0-120 |
-0.3% |
121-180 |
Range |
0-130 |
0-220 |
0-090 |
69.2% |
1-160 |
ATR |
0-246 |
0-245 |
-0-002 |
-0.8% |
0-000 |
Volume |
88,635 |
166,707 |
78,072 |
88.1% |
131,028 |
|
Daily Pivots for day following 24-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123-107 |
122-283 |
121-141 |
|
R3 |
122-207 |
122-063 |
121-080 |
|
R2 |
121-307 |
121-307 |
121-060 |
|
R1 |
121-163 |
121-163 |
121-040 |
121-125 |
PP |
121-087 |
121-087 |
121-087 |
121-068 |
S1 |
120-263 |
120-263 |
121-000 |
120-225 |
S2 |
120-187 |
120-187 |
120-300 |
|
S3 |
119-287 |
120-043 |
120-280 |
|
S4 |
119-067 |
119-143 |
120-219 |
|
|
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 |
124-205 |
2.618 |
123-166 |
1.618 |
122-266 |
1.000 |
122-130 |
0.618 |
122-046 |
HIGH |
121-230 |
0.618 |
121-146 |
0.500 |
121-120 |
0.382 |
121-094 |
LOW |
121-010 |
0.618 |
120-194 |
1.000 |
120-110 |
1.618 |
119-294 |
2.618 |
119-074 |
4.250 |
118-035 |
|
|
Fisher Pivots for day following 24-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
121-120 |
121-150 |
PP |
121-087 |
121-107 |
S1 |
121-053 |
121-063 |
|