CBOT 10-Year T-Note Future June 2009
Trading Metrics calculated at close of trading on 31-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2009 |
31-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
124-000 |
123-290 |
-0-030 |
-0.1% |
124-195 |
High |
124-050 |
124-025 |
-0-025 |
-0.1% |
124-195 |
Low |
123-185 |
123-285 |
0-100 |
0.3% |
122-285 |
Close |
123-245 |
124-025 |
0-100 |
0.3% |
123-105 |
Range |
0-185 |
0-060 |
-0-125 |
-67.6% |
1-230 |
ATR |
1-007 |
0-311 |
-0-016 |
-5.0% |
0-000 |
Volume |
433,433 |
510,346 |
76,913 |
17.7% |
3,045,574 |
|
Daily Pivots for day following 31-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-185 |
124-165 |
124-058 |
|
R3 |
124-125 |
124-105 |
124-042 |
|
R2 |
124-065 |
124-065 |
124-036 |
|
R1 |
124-045 |
124-045 |
124-030 |
124-055 |
PP |
124-005 |
124-005 |
124-005 |
124-010 |
S1 |
123-305 |
123-305 |
124-020 |
123-315 |
S2 |
123-265 |
123-265 |
124-014 |
|
S3 |
123-205 |
123-245 |
124-008 |
|
S4 |
123-145 |
123-185 |
123-312 |
|
|
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 |
124-280 |
2.618 |
124-182 |
1.618 |
124-122 |
1.000 |
124-085 |
0.618 |
124-062 |
HIGH |
124-025 |
0.618 |
124-002 |
0.500 |
123-315 |
0.382 |
123-308 |
LOW |
123-285 |
0.618 |
123-248 |
1.000 |
123-225 |
1.618 |
123-188 |
2.618 |
123-128 |
4.250 |
123-030 |
|
|
Fisher Pivots for day following 31-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
124-015 |
123-303 |
PP |
124-005 |
123-262 |
S1 |
123-315 |
123-220 |
|