CBOT 10-Year T-Note Future June 2009
Trading Metrics calculated at close of trading on 17-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2009 |
17-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
121-115 |
121-155 |
0-040 |
0.1% |
121-230 |
High |
121-225 |
121-270 |
0-045 |
0.1% |
122-120 |
Low |
121-090 |
120-300 |
-0-110 |
-0.3% |
120-240 |
Close |
121-170 |
120-300 |
-0-190 |
-0.5% |
121-315 |
Range |
0-135 |
0-290 |
0-155 |
114.8% |
1-200 |
ATR |
0-300 |
0-299 |
-0-001 |
-0.2% |
0-000 |
Volume |
698,533 |
572,546 |
-125,987 |
-18.0% |
2,941,303 |
|
Daily Pivots for day following 17-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123-307 |
123-113 |
121-140 |
|
R3 |
123-017 |
122-143 |
121-060 |
|
R2 |
122-047 |
122-047 |
121-033 |
|
R1 |
121-173 |
121-173 |
121-007 |
121-125 |
PP |
121-077 |
121-077 |
121-077 |
121-052 |
S1 |
120-203 |
120-203 |
120-273 |
120-155 |
S2 |
120-107 |
120-107 |
120-247 |
|
S3 |
119-137 |
119-233 |
120-220 |
|
S4 |
118-167 |
118-263 |
120-140 |
|
|
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 |
125-222 |
2.618 |
124-069 |
1.618 |
123-099 |
1.000 |
122-240 |
0.618 |
122-129 |
HIGH |
121-270 |
0.618 |
121-159 |
0.500 |
121-125 |
0.382 |
121-091 |
LOW |
120-300 |
0.618 |
120-121 |
1.000 |
120-010 |
1.618 |
119-151 |
2.618 |
118-181 |
4.250 |
117-028 |
|
|
Fisher Pivots for day following 17-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
121-125 |
121-202 |
PP |
121-077 |
121-128 |
S1 |
121-028 |
121-054 |
|