CBOT 10-Year T-Note Future June 2009
Trading Metrics calculated at close of trading on 27-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2009 |
27-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
119-190 |
120-210 |
1-020 |
0.9% |
121-010 |
High |
120-050 |
120-220 |
0-170 |
0.4% |
121-230 |
Low |
119-190 |
119-240 |
0-050 |
0.1% |
119-190 |
Close |
120-030 |
120-010 |
-0-020 |
-0.1% |
120-010 |
Range |
0-180 |
0-300 |
0-120 |
66.7% |
2-040 |
ATR |
0-250 |
0-254 |
0-004 |
1.4% |
0-000 |
Volume |
434,021 |
552,026 |
118,005 |
27.2% |
1,488,000 |
|
Daily Pivots for day following 27-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-310 |
122-140 |
120-175 |
|
R3 |
122-010 |
121-160 |
120-092 |
|
R2 |
121-030 |
121-030 |
120-065 |
|
R1 |
120-180 |
120-180 |
120-038 |
120-115 |
PP |
120-050 |
120-050 |
120-050 |
120-018 |
S1 |
119-200 |
119-200 |
119-302 |
119-135 |
S2 |
119-070 |
119-070 |
119-275 |
|
S3 |
118-090 |
118-220 |
119-248 |
|
S4 |
117-110 |
117-240 |
119-165 |
|
|
Weekly Pivots for week ending 27-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-263 |
125-177 |
121-064 |
|
R3 |
124-223 |
123-137 |
120-197 |
|
R2 |
122-183 |
122-183 |
120-135 |
|
R1 |
121-097 |
121-097 |
120-072 |
120-280 |
PP |
120-143 |
120-143 |
120-143 |
120-075 |
S1 |
119-057 |
119-057 |
119-268 |
118-240 |
S2 |
118-103 |
118-103 |
119-205 |
|
S3 |
116-063 |
117-017 |
119-143 |
|
S4 |
114-023 |
114-297 |
118-276 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-215 |
2.618 |
123-045 |
1.618 |
122-065 |
1.000 |
121-200 |
0.618 |
121-085 |
HIGH |
120-220 |
0.618 |
120-105 |
0.500 |
120-070 |
0.382 |
120-035 |
LOW |
119-240 |
0.618 |
119-055 |
1.000 |
118-260 |
1.618 |
118-075 |
2.618 |
117-095 |
4.250 |
115-245 |
|
|
Fisher Pivots for day following 27-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
120-070 |
120-080 |
PP |
120-050 |
120-057 |
S1 |
120-030 |
120-033 |
|