CBOT 10-Year T-Note Future June 2009
Trading Metrics calculated at close of trading on 26-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2009 |
26-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
120-290 |
119-190 |
-1-100 |
-1.1% |
122-180 |
High |
120-290 |
120-050 |
-0-240 |
-0.6% |
122-180 |
Low |
119-260 |
119-190 |
-0-070 |
-0.2% |
121-020 |
Close |
119-260 |
120-030 |
0-090 |
0.2% |
121-180 |
Range |
1-030 |
0-180 |
-0-170 |
-48.6% |
1-160 |
ATR |
0-256 |
0-250 |
-0-005 |
-2.1% |
0-000 |
Volume |
246,611 |
434,021 |
187,410 |
76.0% |
131,028 |
|
Daily Pivots for day following 26-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-203 |
121-137 |
120-129 |
|
R3 |
121-023 |
120-277 |
120-080 |
|
R2 |
120-163 |
120-163 |
120-063 |
|
R1 |
120-097 |
120-097 |
120-046 |
120-130 |
PP |
119-303 |
119-303 |
119-303 |
120-000 |
S1 |
119-237 |
119-237 |
120-014 |
119-270 |
S2 |
119-123 |
119-123 |
119-317 |
|
S3 |
118-263 |
119-057 |
119-300 |
|
S4 |
118-083 |
118-197 |
119-251 |
|
|
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 |
122-175 |
2.618 |
121-201 |
1.618 |
121-021 |
1.000 |
120-230 |
0.618 |
120-161 |
HIGH |
120-050 |
0.618 |
119-301 |
0.500 |
119-280 |
0.382 |
119-259 |
LOW |
119-190 |
0.618 |
119-079 |
1.000 |
119-010 |
1.618 |
118-219 |
2.618 |
118-039 |
4.250 |
117-065 |
|
|
Fisher Pivots for day following 26-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
120-007 |
120-210 |
PP |
119-303 |
120-150 |
S1 |
119-280 |
120-090 |
|