CBOT 10-Year T-Note Future June 2009
| Trading Metrics calculated at close of trading on 03-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2009 |
03-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
121-040 |
121-050 |
0-010 |
0.0% |
121-010 |
| High |
121-210 |
121-180 |
-0-030 |
-0.1% |
121-230 |
| Low |
121-040 |
121-000 |
-0-040 |
-0.1% |
119-190 |
| Close |
121-120 |
121-010 |
-0-110 |
-0.3% |
120-010 |
| Range |
0-170 |
0-180 |
0-010 |
5.9% |
2-040 |
| ATR |
0-273 |
0-266 |
-0-007 |
-2.4% |
0-000 |
| Volume |
609,950 |
655,046 |
45,096 |
7.4% |
1,488,000 |
|
| Daily Pivots for day following 03-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-283 |
122-167 |
121-109 |
|
| R3 |
122-103 |
121-307 |
121-060 |
|
| R2 |
121-243 |
121-243 |
121-043 |
|
| R1 |
121-127 |
121-127 |
121-026 |
121-095 |
| PP |
121-063 |
121-063 |
121-063 |
121-048 |
| S1 |
120-267 |
120-267 |
120-314 |
120-235 |
| S2 |
120-203 |
120-203 |
120-297 |
|
| S3 |
120-023 |
120-087 |
120-280 |
|
| S4 |
119-163 |
119-227 |
120-231 |
|
|
| 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 |
123-305 |
|
2.618 |
123-011 |
|
1.618 |
122-151 |
|
1.000 |
122-040 |
|
0.618 |
121-291 |
|
HIGH |
121-180 |
|
0.618 |
121-111 |
|
0.500 |
121-090 |
|
0.382 |
121-069 |
|
LOW |
121-000 |
|
0.618 |
120-209 |
|
1.000 |
120-140 |
|
1.618 |
120-029 |
|
2.618 |
119-169 |
|
4.250 |
118-195 |
|
|
| Fisher Pivots for day following 03-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
121-090 |
120-295 |
| PP |
121-063 |
120-260 |
| S1 |
121-037 |
120-225 |
|