CBOT 10-Year T-Note Future June 2009
Trading Metrics calculated at close of trading on 27-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2009 |
27-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
123-030 |
123-250 |
0-220 |
0.6% |
124-195 |
High |
123-245 |
123-280 |
0-035 |
0.1% |
124-195 |
Low |
122-285 |
123-070 |
0-105 |
0.3% |
122-285 |
Close |
123-210 |
123-105 |
-0-105 |
-0.3% |
123-105 |
Range |
0-280 |
0-210 |
-0-070 |
-25.0% |
1-230 |
ATR |
1-021 |
1-012 |
-0-009 |
-2.7% |
0-000 |
Volume |
722,581 |
667,485 |
-55,096 |
-7.6% |
3,045,574 |
|
Daily Pivots for day following 27-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-142 |
125-013 |
123-220 |
|
R3 |
124-252 |
124-123 |
123-163 |
|
R2 |
124-042 |
124-042 |
123-144 |
|
R1 |
123-233 |
123-233 |
123-124 |
123-192 |
PP |
123-152 |
123-152 |
123-152 |
123-131 |
S1 |
123-023 |
123-023 |
123-086 |
122-302 |
S2 |
122-262 |
122-262 |
123-066 |
|
S3 |
122-052 |
122-133 |
123-047 |
|
S4 |
121-162 |
121-243 |
122-310 |
|
|
Weekly Pivots for week ending 27-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128-245 |
127-245 |
124-088 |
|
R3 |
127-015 |
126-015 |
123-256 |
|
R2 |
125-105 |
125-105 |
123-206 |
|
R1 |
124-105 |
124-105 |
123-155 |
123-310 |
PP |
123-195 |
123-195 |
123-195 |
123-138 |
S1 |
122-195 |
122-195 |
123-055 |
122-080 |
S2 |
121-285 |
121-285 |
123-004 |
|
S3 |
120-055 |
120-285 |
122-274 |
|
S4 |
118-145 |
119-055 |
122-122 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
126-212 |
2.618 |
125-190 |
1.618 |
124-300 |
1.000 |
124-170 |
0.618 |
124-090 |
HIGH |
123-280 |
0.618 |
123-200 |
0.500 |
123-175 |
0.382 |
123-150 |
LOW |
123-070 |
0.618 |
122-260 |
1.000 |
122-180 |
1.618 |
122-050 |
2.618 |
121-160 |
4.250 |
120-138 |
|
|
Fisher Pivots for day following 27-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
123-175 |
123-122 |
PP |
123-152 |
123-117 |
S1 |
123-128 |
123-111 |
|