CBOT 10-Year T-Note Future June 2009
Trading Metrics calculated at close of trading on 18-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2009 |
18-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
121-155 |
120-310 |
-0-165 |
-0.4% |
121-230 |
High |
121-270 |
125-105 |
3-155 |
2.9% |
122-120 |
Low |
120-300 |
120-310 |
0-010 |
0.0% |
120-240 |
Close |
120-300 |
125-105 |
4-125 |
3.6% |
121-315 |
Range |
0-290 |
4-115 |
3-145 |
381.0% |
1-200 |
ATR |
0-299 |
1-058 |
0-079 |
26.4% |
0-000 |
Volume |
572,546 |
656,028 |
83,482 |
14.6% |
2,941,303 |
|
Daily Pivots for day following 18-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
136-305 |
135-160 |
127-232 |
|
R3 |
132-190 |
131-045 |
126-169 |
|
R2 |
128-075 |
128-075 |
126-041 |
|
R1 |
126-250 |
126-250 |
125-233 |
127-162 |
PP |
123-280 |
123-280 |
123-280 |
124-076 |
S1 |
122-135 |
122-135 |
124-297 |
123-048 |
S2 |
119-165 |
119-165 |
124-169 |
|
S3 |
115-050 |
118-020 |
124-041 |
|
S4 |
110-255 |
113-225 |
122-298 |
|
|
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 |
143-274 |
2.618 |
136-237 |
1.618 |
132-122 |
1.000 |
129-220 |
0.618 |
128-007 |
HIGH |
125-105 |
0.618 |
123-212 |
0.500 |
123-048 |
0.382 |
122-203 |
LOW |
120-310 |
0.618 |
118-088 |
1.000 |
116-195 |
1.618 |
113-293 |
2.618 |
109-178 |
4.250 |
102-141 |
|
|
Fisher Pivots for day following 18-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
124-192 |
124-191 |
PP |
123-280 |
123-277 |
S1 |
123-048 |
123-042 |
|