CBOT 10-Year T-Note Future June 2009
Trading Metrics calculated at close of trading on 19-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2009 |
19-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
120-310 |
125-085 |
4-095 |
3.6% |
121-230 |
High |
125-105 |
126-010 |
0-225 |
0.6% |
122-120 |
Low |
120-310 |
124-170 |
3-180 |
2.9% |
120-240 |
Close |
125-105 |
124-170 |
-0-255 |
-0.6% |
121-315 |
Range |
4-115 |
1-160 |
-2-275 |
-65.6% |
1-200 |
ATR |
1-058 |
1-065 |
0-007 |
1.9% |
0-000 |
Volume |
656,028 |
1,030,466 |
374,438 |
57.1% |
2,941,303 |
|
Daily Pivots for day following 19-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
129-170 |
128-170 |
125-114 |
|
R3 |
128-010 |
127-010 |
124-302 |
|
R2 |
126-170 |
126-170 |
124-258 |
|
R1 |
125-170 |
125-170 |
124-214 |
125-090 |
PP |
125-010 |
125-010 |
125-010 |
124-290 |
S1 |
124-010 |
124-010 |
124-126 |
123-250 |
S2 |
123-170 |
123-170 |
124-082 |
|
S3 |
122-010 |
122-170 |
124-038 |
|
S4 |
120-170 |
121-010 |
123-226 |
|
|
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 |
132-130 |
2.618 |
129-307 |
1.618 |
128-147 |
1.000 |
127-170 |
0.618 |
126-307 |
HIGH |
126-010 |
0.618 |
125-147 |
0.500 |
125-090 |
0.382 |
125-033 |
LOW |
124-170 |
0.618 |
123-193 |
1.000 |
123-010 |
1.618 |
122-033 |
2.618 |
120-193 |
4.250 |
118-050 |
|
|
Fisher Pivots for day following 19-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
125-090 |
124-058 |
PP |
125-010 |
123-267 |
S1 |
124-250 |
123-155 |
|