CBOT 10-Year T-Note Future June 2009
Trading Metrics calculated at close of trading on 23-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2009 |
23-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
124-200 |
124-195 |
-0-005 |
0.0% |
121-115 |
High |
124-290 |
124-195 |
-0-095 |
-0.2% |
126-010 |
Low |
124-150 |
124-090 |
-0-060 |
-0.2% |
120-300 |
Close |
124-185 |
124-090 |
-0-095 |
-0.2% |
124-185 |
Range |
0-140 |
0-105 |
-0-035 |
-25.0% |
5-030 |
ATR |
1-048 |
1-029 |
-0-019 |
-5.1% |
0-000 |
Volume |
891,011 |
520,145 |
-370,866 |
-41.6% |
3,848,584 |
|
Daily Pivots for day following 23-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-120 |
125-050 |
124-148 |
|
R3 |
125-015 |
124-265 |
124-119 |
|
R2 |
124-230 |
124-230 |
124-109 |
|
R1 |
124-160 |
124-160 |
124-100 |
124-142 |
PP |
124-125 |
124-125 |
124-125 |
124-116 |
S1 |
124-055 |
124-055 |
124-080 |
124-038 |
S2 |
124-020 |
124-020 |
124-071 |
|
S3 |
123-235 |
123-270 |
124-061 |
|
S4 |
123-130 |
123-165 |
124-032 |
|
|
Weekly Pivots for week ending 20-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
139-042 |
136-303 |
127-122 |
|
R3 |
134-012 |
131-273 |
125-313 |
|
R2 |
128-302 |
128-302 |
125-164 |
|
R1 |
126-243 |
126-243 |
125-014 |
127-272 |
PP |
123-272 |
123-272 |
123-272 |
124-126 |
S1 |
121-213 |
121-213 |
124-036 |
122-242 |
S2 |
118-242 |
118-242 |
123-206 |
|
S3 |
113-212 |
116-183 |
123-057 |
|
S4 |
108-182 |
111-153 |
121-248 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
126-001 |
2.618 |
125-150 |
1.618 |
125-045 |
1.000 |
124-300 |
0.618 |
124-260 |
HIGH |
124-195 |
0.618 |
124-155 |
0.500 |
124-142 |
0.382 |
124-130 |
LOW |
124-090 |
0.618 |
124-025 |
1.000 |
123-305 |
1.618 |
123-240 |
2.618 |
123-135 |
4.250 |
122-284 |
|
|
Fisher Pivots for day following 23-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
124-142 |
125-050 |
PP |
124-125 |
124-277 |
S1 |
124-108 |
124-183 |
|