CBOT 10-Year T-Note Future June 2009
Trading Metrics calculated at close of trading on 16-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2009 |
16-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
121-155 |
121-115 |
-0-040 |
-0.1% |
121-230 |
High |
122-105 |
121-225 |
-0-200 |
-0.5% |
122-120 |
Low |
121-055 |
121-090 |
0-035 |
0.1% |
120-240 |
Close |
121-315 |
121-170 |
-0-145 |
-0.4% |
121-315 |
Range |
1-050 |
0-135 |
-0-235 |
-63.5% |
1-200 |
ATR |
0-305 |
0-300 |
-0-006 |
-1.9% |
0-000 |
Volume |
777,363 |
698,533 |
-78,830 |
-10.1% |
2,941,303 |
|
Daily Pivots for day following 16-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-247 |
122-183 |
121-244 |
|
R3 |
122-112 |
122-048 |
121-207 |
|
R2 |
121-297 |
121-297 |
121-195 |
|
R1 |
121-233 |
121-233 |
121-182 |
121-265 |
PP |
121-162 |
121-162 |
121-162 |
121-178 |
S1 |
121-098 |
121-098 |
121-158 |
121-130 |
S2 |
121-027 |
121-027 |
121-145 |
|
S3 |
120-212 |
120-283 |
121-133 |
|
S4 |
120-077 |
120-148 |
121-096 |
|
|
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 |
123-159 |
2.618 |
122-258 |
1.618 |
122-123 |
1.000 |
122-040 |
0.618 |
121-308 |
HIGH |
121-225 |
0.618 |
121-173 |
0.500 |
121-158 |
0.382 |
121-142 |
LOW |
121-090 |
0.618 |
121-007 |
1.000 |
120-275 |
1.618 |
120-192 |
2.618 |
120-057 |
4.250 |
119-156 |
|
|
Fisher Pivots for day following 16-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
121-166 |
121-248 |
PP |
121-162 |
121-222 |
S1 |
121-158 |
121-196 |
|