CBOT 10-Year T-Note Future June 2009
Trading Metrics calculated at close of trading on 25-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2009 |
25-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
123-305 |
123-160 |
-0-145 |
-0.4% |
121-115 |
High |
124-060 |
123-195 |
-0-185 |
-0.5% |
126-010 |
Low |
123-160 |
122-300 |
-0-180 |
-0.5% |
120-300 |
Close |
124-060 |
123-055 |
-1-005 |
-0.8% |
124-185 |
Range |
0-220 |
0-215 |
-0-005 |
-2.3% |
5-030 |
ATR |
1-022 |
1-026 |
0-004 |
1.2% |
0-000 |
Volume |
418,131 |
717,232 |
299,101 |
71.5% |
3,848,584 |
|
Daily Pivots for day following 25-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-082 |
124-283 |
123-173 |
|
R3 |
124-187 |
124-068 |
123-114 |
|
R2 |
123-292 |
123-292 |
123-094 |
|
R1 |
123-173 |
123-173 |
123-075 |
123-125 |
PP |
123-077 |
123-077 |
123-077 |
123-052 |
S1 |
122-278 |
122-278 |
123-035 |
122-230 |
S2 |
122-182 |
122-182 |
123-016 |
|
S3 |
121-287 |
122-063 |
122-316 |
|
S4 |
121-072 |
121-168 |
122-257 |
|
|
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 |
126-149 |
2.618 |
125-118 |
1.618 |
124-223 |
1.000 |
124-090 |
0.618 |
124-008 |
HIGH |
123-195 |
0.618 |
123-113 |
0.500 |
123-088 |
0.382 |
123-062 |
LOW |
122-300 |
0.618 |
122-167 |
1.000 |
122-085 |
1.618 |
121-272 |
2.618 |
121-057 |
4.250 |
120-026 |
|
|
Fisher Pivots for day following 25-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
123-088 |
123-248 |
PP |
123-077 |
123-183 |
S1 |
123-066 |
123-119 |
|