CBOT 10-Year T-Note Future June 2009
Trading Metrics calculated at close of trading on 26-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2009 |
26-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
123-160 |
123-030 |
-0-130 |
-0.3% |
121-115 |
High |
123-195 |
123-245 |
0-050 |
0.1% |
126-010 |
Low |
122-300 |
122-285 |
-0-015 |
0.0% |
120-300 |
Close |
123-055 |
123-210 |
0-155 |
0.4% |
124-185 |
Range |
0-215 |
0-280 |
0-065 |
30.2% |
5-030 |
ATR |
1-026 |
1-021 |
-0-005 |
-1.4% |
0-000 |
Volume |
717,232 |
722,581 |
5,349 |
0.7% |
3,848,584 |
|
Daily Pivots for day following 26-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-020 |
125-235 |
124-044 |
|
R3 |
125-060 |
124-275 |
123-287 |
|
R2 |
124-100 |
124-100 |
123-261 |
|
R1 |
123-315 |
123-315 |
123-236 |
124-048 |
PP |
123-140 |
123-140 |
123-140 |
123-166 |
S1 |
123-035 |
123-035 |
123-184 |
123-088 |
S2 |
122-180 |
122-180 |
123-159 |
|
S3 |
121-220 |
122-075 |
123-133 |
|
S4 |
120-260 |
121-115 |
123-056 |
|
|
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 |
127-155 |
2.618 |
126-018 |
1.618 |
125-058 |
1.000 |
124-205 |
0.618 |
124-098 |
HIGH |
123-245 |
0.618 |
123-138 |
0.500 |
123-105 |
0.382 |
123-072 |
LOW |
122-285 |
0.618 |
122-112 |
1.000 |
122-005 |
1.618 |
121-152 |
2.618 |
120-192 |
4.250 |
119-055 |
|
|
Fisher Pivots for day following 26-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
123-175 |
123-198 |
PP |
123-140 |
123-185 |
S1 |
123-105 |
123-172 |
|