CBOT 10-Year T-Note Future June 2009
Trading Metrics calculated at close of trading on 30-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2009 |
30-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
123-250 |
124-000 |
0-070 |
0.2% |
124-195 |
High |
123-280 |
124-050 |
0-090 |
0.2% |
124-195 |
Low |
123-070 |
123-185 |
0-115 |
0.3% |
122-285 |
Close |
123-105 |
123-245 |
0-140 |
0.4% |
123-105 |
Range |
0-210 |
0-185 |
-0-025 |
-11.9% |
1-230 |
ATR |
1-012 |
1-007 |
-0-005 |
-1.4% |
0-000 |
Volume |
667,485 |
433,433 |
-234,052 |
-35.1% |
3,045,574 |
|
Daily Pivots for day following 30-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-182 |
125-078 |
124-027 |
|
R3 |
124-317 |
124-213 |
123-296 |
|
R2 |
124-132 |
124-132 |
123-279 |
|
R1 |
124-028 |
124-028 |
123-262 |
123-308 |
PP |
123-267 |
123-267 |
123-267 |
123-246 |
S1 |
123-163 |
123-163 |
123-228 |
123-122 |
S2 |
123-082 |
123-082 |
123-211 |
|
S3 |
122-217 |
122-298 |
123-194 |
|
S4 |
122-032 |
122-113 |
123-143 |
|
|
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 |
126-196 |
2.618 |
125-214 |
1.618 |
125-029 |
1.000 |
124-235 |
0.618 |
124-164 |
HIGH |
124-050 |
0.618 |
123-299 |
0.500 |
123-278 |
0.382 |
123-256 |
LOW |
123-185 |
0.618 |
123-071 |
1.000 |
123-000 |
1.618 |
122-206 |
2.618 |
122-021 |
4.250 |
121-039 |
|
|
Fisher Pivots for day following 30-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
123-278 |
123-219 |
PP |
123-267 |
123-193 |
S1 |
123-256 |
123-168 |
|