CBOT 10-Year T-Note Future June 2009
Trading Metrics calculated at close of trading on 09-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2009 |
09-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
122-020 |
121-230 |
-0-110 |
-0.3% |
121-040 |
High |
122-110 |
121-280 |
-0-150 |
-0.4% |
122-110 |
Low |
121-155 |
121-020 |
-0-135 |
-0.3% |
120-030 |
Close |
121-285 |
121-205 |
-0-080 |
-0.2% |
121-285 |
Range |
0-275 |
0-260 |
-0-015 |
-5.5% |
2-080 |
ATR |
0-287 |
0-285 |
-0-002 |
-0.5% |
0-000 |
Volume |
791,340 |
830,263 |
38,923 |
4.9% |
3,417,090 |
|
Daily Pivots for day following 09-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123-308 |
123-197 |
122-028 |
|
R3 |
123-048 |
122-257 |
121-276 |
|
R2 |
122-108 |
122-108 |
121-253 |
|
R1 |
121-317 |
121-317 |
121-229 |
121-242 |
PP |
121-168 |
121-168 |
121-168 |
121-131 |
S1 |
121-057 |
121-057 |
121-181 |
120-302 |
S2 |
120-228 |
120-228 |
121-157 |
|
S3 |
119-288 |
120-117 |
121-134 |
|
S4 |
119-028 |
119-177 |
121-062 |
|
|
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 |
125-105 |
2.618 |
124-001 |
1.618 |
123-061 |
1.000 |
122-220 |
0.618 |
122-121 |
HIGH |
121-280 |
0.618 |
121-181 |
0.500 |
121-150 |
0.382 |
121-119 |
LOW |
121-020 |
0.618 |
120-179 |
1.000 |
120-080 |
1.618 |
119-239 |
2.618 |
118-299 |
4.250 |
117-195 |
|
|
Fisher Pivots for day following 09-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
121-187 |
121-225 |
PP |
121-168 |
121-218 |
S1 |
121-150 |
121-212 |
|