CBOT 10-Year T-Note Future June 2009
Trading Metrics calculated at close of trading on 24-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2009 |
24-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
124-195 |
123-305 |
-0-210 |
-0.5% |
121-115 |
High |
124-195 |
124-060 |
-0-135 |
-0.3% |
126-010 |
Low |
124-090 |
123-160 |
-0-250 |
-0.6% |
120-300 |
Close |
124-090 |
124-060 |
-0-030 |
-0.1% |
124-185 |
Range |
0-105 |
0-220 |
0-115 |
109.5% |
5-030 |
ATR |
1-029 |
1-022 |
-0-007 |
-2.0% |
0-000 |
Volume |
520,145 |
418,131 |
-102,014 |
-19.6% |
3,848,584 |
|
Daily Pivots for day following 24-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-007 |
125-253 |
124-181 |
|
R3 |
125-107 |
125-033 |
124-120 |
|
R2 |
124-207 |
124-207 |
124-100 |
|
R1 |
124-133 |
124-133 |
124-080 |
124-170 |
PP |
123-307 |
123-307 |
123-307 |
124-005 |
S1 |
123-233 |
123-233 |
124-040 |
123-270 |
S2 |
123-087 |
123-087 |
124-020 |
|
S3 |
122-187 |
123-013 |
124-000 |
|
S4 |
121-287 |
122-113 |
123-259 |
|
|
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 |
127-035 |
2.618 |
125-316 |
1.618 |
125-096 |
1.000 |
124-280 |
0.618 |
124-196 |
HIGH |
124-060 |
0.618 |
123-296 |
0.500 |
123-270 |
0.382 |
123-244 |
LOW |
123-160 |
0.618 |
123-024 |
1.000 |
122-260 |
1.618 |
122-124 |
2.618 |
121-224 |
4.250 |
120-185 |
|
|
Fisher Pivots for day following 24-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
124-023 |
124-065 |
PP |
123-307 |
124-063 |
S1 |
123-270 |
124-062 |
|