CBOT 10-Year T-Note Future June 2009
Trading Metrics calculated at close of trading on 02-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2009 |
02-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
120-210 |
121-040 |
0-150 |
0.4% |
121-010 |
High |
120-220 |
121-210 |
0-310 |
0.8% |
121-230 |
Low |
119-240 |
121-040 |
1-120 |
1.1% |
119-190 |
Close |
120-010 |
121-120 |
1-110 |
1.1% |
120-010 |
Range |
0-300 |
0-170 |
-0-130 |
-43.3% |
2-040 |
ATR |
0-254 |
0-273 |
0-019 |
7.5% |
0-000 |
Volume |
552,026 |
609,950 |
57,924 |
10.5% |
1,488,000 |
|
Daily Pivots for day following 02-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-313 |
122-227 |
121-214 |
|
R3 |
122-143 |
122-057 |
121-167 |
|
R2 |
121-293 |
121-293 |
121-151 |
|
R1 |
121-207 |
121-207 |
121-136 |
121-250 |
PP |
121-123 |
121-123 |
121-123 |
121-145 |
S1 |
121-037 |
121-037 |
121-104 |
121-080 |
S2 |
120-273 |
120-273 |
121-089 |
|
S3 |
120-103 |
120-187 |
121-073 |
|
S4 |
119-253 |
120-017 |
121-026 |
|
|
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 |
123-292 |
2.618 |
123-015 |
1.618 |
122-165 |
1.000 |
122-060 |
0.618 |
121-315 |
HIGH |
121-210 |
0.618 |
121-145 |
0.500 |
121-125 |
0.382 |
121-105 |
LOW |
121-040 |
0.618 |
120-255 |
1.000 |
120-190 |
1.618 |
120-085 |
2.618 |
119-235 |
4.250 |
118-278 |
|
|
Fisher Pivots for day following 02-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
121-125 |
121-040 |
PP |
121-123 |
120-280 |
S1 |
121-122 |
120-200 |
|