CBOT 10-Year T-Note Future June 2009
Trading Metrics calculated at close of trading on 04-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2009 |
04-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
121-050 |
120-120 |
-0-250 |
-0.6% |
121-010 |
High |
121-180 |
120-200 |
-0-300 |
-0.8% |
121-230 |
Low |
121-000 |
120-030 |
-0-290 |
-0.7% |
119-190 |
Close |
121-010 |
120-090 |
-0-240 |
-0.6% |
120-010 |
Range |
0-180 |
0-170 |
-0-010 |
-5.6% |
2-040 |
ATR |
0-266 |
0-269 |
0-002 |
0.9% |
0-000 |
Volume |
655,046 |
665,923 |
10,877 |
1.7% |
1,488,000 |
|
Daily Pivots for day following 04-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-297 |
121-203 |
120-184 |
|
R3 |
121-127 |
121-033 |
120-137 |
|
R2 |
120-277 |
120-277 |
120-121 |
|
R1 |
120-183 |
120-183 |
120-106 |
120-145 |
PP |
120-107 |
120-107 |
120-107 |
120-088 |
S1 |
120-013 |
120-013 |
120-074 |
119-295 |
S2 |
119-257 |
119-257 |
120-059 |
|
S3 |
119-087 |
119-163 |
120-043 |
|
S4 |
118-237 |
118-313 |
119-316 |
|
|
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 |
122-282 |
2.618 |
122-005 |
1.618 |
121-155 |
1.000 |
121-050 |
0.618 |
120-305 |
HIGH |
120-200 |
0.618 |
120-135 |
0.500 |
120-115 |
0.382 |
120-095 |
LOW |
120-030 |
0.618 |
119-245 |
1.000 |
119-180 |
1.618 |
119-075 |
2.618 |
118-225 |
4.250 |
117-268 |
|
|
Fisher Pivots for day following 04-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
120-115 |
120-280 |
PP |
120-107 |
120-217 |
S1 |
120-098 |
120-153 |
|