CBOT 10-Year T-Note Future June 2009
Trading Metrics calculated at close of trading on 13-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2009 |
13-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
121-230 |
121-155 |
-0-075 |
-0.2% |
121-230 |
High |
122-120 |
122-105 |
-0-015 |
0.0% |
122-120 |
Low |
121-190 |
121-055 |
-0-135 |
-0.3% |
120-240 |
Close |
121-265 |
121-315 |
0-050 |
0.1% |
121-315 |
Range |
0-250 |
1-050 |
0-120 |
48.0% |
1-200 |
ATR |
0-300 |
0-305 |
0-005 |
1.7% |
0-000 |
Volume |
755,301 |
777,363 |
22,062 |
2.9% |
2,941,303 |
|
Daily Pivots for day following 13-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-095 |
124-255 |
122-198 |
|
R3 |
124-045 |
123-205 |
122-097 |
|
R2 |
122-315 |
122-315 |
122-063 |
|
R1 |
122-155 |
122-155 |
122-029 |
122-235 |
PP |
121-265 |
121-265 |
121-265 |
121-305 |
S1 |
121-105 |
121-105 |
121-281 |
121-185 |
S2 |
120-215 |
120-215 |
121-247 |
|
S3 |
119-165 |
120-055 |
121-213 |
|
S4 |
118-115 |
119-005 |
121-112 |
|
|
Weekly Pivots for week ending 13-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-185 |
125-290 |
122-281 |
|
R3 |
124-305 |
124-090 |
122-138 |
|
R2 |
123-105 |
123-105 |
122-090 |
|
R1 |
122-210 |
122-210 |
122-043 |
122-318 |
PP |
121-225 |
121-225 |
121-225 |
121-279 |
S1 |
121-010 |
121-010 |
121-267 |
121-118 |
S2 |
120-025 |
120-025 |
121-220 |
|
S3 |
118-145 |
119-130 |
121-172 |
|
S4 |
116-265 |
117-250 |
121-029 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
127-078 |
2.618 |
125-114 |
1.618 |
124-064 |
1.000 |
123-155 |
0.618 |
123-014 |
HIGH |
122-105 |
0.618 |
121-284 |
0.500 |
121-240 |
0.382 |
121-196 |
LOW |
121-055 |
0.618 |
120-146 |
1.000 |
120-005 |
1.618 |
119-096 |
2.618 |
118-046 |
4.250 |
116-082 |
|
|
Fisher Pivots for day following 13-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
121-290 |
121-270 |
PP |
121-265 |
121-225 |
S1 |
121-240 |
121-180 |
|