CBOT 10-Year T-Note Future June 2009
| Trading Metrics calculated at close of trading on 12-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2009 |
12-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
121-015 |
121-230 |
0-215 |
0.6% |
121-040 |
| High |
121-075 |
122-120 |
1-045 |
0.9% |
122-110 |
| Low |
120-240 |
121-190 |
0-270 |
0.7% |
120-030 |
| Close |
120-265 |
121-265 |
1-000 |
0.8% |
121-285 |
| Range |
0-155 |
0-250 |
0-095 |
61.3% |
2-080 |
| ATR |
0-285 |
0-300 |
0-015 |
5.2% |
0-000 |
| Volume |
578,376 |
755,301 |
176,925 |
30.6% |
3,417,090 |
|
| Daily Pivots for day following 12-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-088 |
123-267 |
122-082 |
|
| R3 |
123-158 |
123-017 |
122-014 |
|
| R2 |
122-228 |
122-228 |
121-311 |
|
| R1 |
122-087 |
122-087 |
121-288 |
122-158 |
| PP |
121-298 |
121-298 |
121-298 |
122-014 |
| S1 |
121-157 |
121-157 |
121-242 |
121-228 |
| S2 |
121-048 |
121-048 |
121-219 |
|
| S3 |
120-118 |
120-227 |
121-196 |
|
| S4 |
119-188 |
119-297 |
121-128 |
|
|
| 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 |
125-222 |
|
2.618 |
124-134 |
|
1.618 |
123-204 |
|
1.000 |
123-050 |
|
0.618 |
122-274 |
|
HIGH |
122-120 |
|
0.618 |
122-024 |
|
0.500 |
121-315 |
|
0.382 |
121-286 |
|
LOW |
121-190 |
|
0.618 |
121-036 |
|
1.000 |
120-260 |
|
1.618 |
120-106 |
|
2.618 |
119-176 |
|
4.250 |
118-088 |
|
|
| Fisher Pivots for day following 12-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
121-315 |
121-237 |
| PP |
121-298 |
121-208 |
| S1 |
121-282 |
121-180 |
|