CBOT 10-Year T-Note Future June 2009
Trading Metrics calculated at close of trading on 06-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2009 |
06-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
121-150 |
122-020 |
0-190 |
0.5% |
121-040 |
High |
121-310 |
122-110 |
0-120 |
0.3% |
122-110 |
Low |
121-065 |
121-155 |
0-090 |
0.2% |
120-030 |
Close |
121-275 |
121-285 |
0-010 |
0.0% |
121-285 |
Range |
0-245 |
0-275 |
0-030 |
12.2% |
2-080 |
ATR |
0-288 |
0-287 |
-0-001 |
-0.3% |
0-000 |
Volume |
694,831 |
791,340 |
96,509 |
13.9% |
3,417,090 |
|
Daily Pivots for day following 06-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-155 |
124-015 |
122-116 |
|
R3 |
123-200 |
123-060 |
122-041 |
|
R2 |
122-245 |
122-245 |
122-015 |
|
R1 |
122-105 |
122-105 |
121-310 |
122-038 |
PP |
121-290 |
121-290 |
121-290 |
121-256 |
S1 |
121-150 |
121-150 |
121-260 |
121-082 |
S2 |
121-015 |
121-015 |
121-235 |
|
S3 |
120-060 |
120-195 |
121-209 |
|
S4 |
119-105 |
119-240 |
121-134 |
|
|
Weekly Pivots for week ending 06-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128-062 |
127-093 |
123-041 |
|
R3 |
125-302 |
125-013 |
122-163 |
|
R2 |
123-222 |
123-222 |
122-097 |
|
R1 |
122-253 |
122-253 |
122-031 |
123-078 |
PP |
121-142 |
121-142 |
121-142 |
121-214 |
S1 |
120-173 |
120-173 |
121-219 |
120-318 |
S2 |
119-062 |
119-062 |
121-153 |
|
S3 |
116-302 |
118-093 |
121-087 |
|
S4 |
114-222 |
116-013 |
120-209 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-319 |
2.618 |
124-190 |
1.618 |
123-235 |
1.000 |
123-065 |
0.618 |
122-280 |
HIGH |
122-110 |
0.618 |
122-005 |
0.500 |
121-292 |
0.382 |
121-260 |
LOW |
121-155 |
0.618 |
120-305 |
1.000 |
120-200 |
1.618 |
120-030 |
2.618 |
119-075 |
4.250 |
117-266 |
|
|
Fisher Pivots for day following 06-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
121-292 |
121-213 |
PP |
121-290 |
121-142 |
S1 |
121-288 |
121-070 |
|