CBOT 10-Year T-Note Future June 2009
Trading Metrics calculated at close of trading on 01-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2009 |
01-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
123-290 |
124-075 |
0-105 |
0.3% |
124-195 |
High |
124-025 |
124-090 |
0-065 |
0.2% |
124-195 |
Low |
123-285 |
124-000 |
0-035 |
0.1% |
122-285 |
Close |
124-025 |
124-090 |
0-065 |
0.2% |
123-105 |
Range |
0-060 |
0-090 |
0-030 |
50.0% |
1-230 |
ATR |
0-311 |
0-295 |
-0-016 |
-5.1% |
0-000 |
Volume |
510,346 |
437,242 |
-73,104 |
-14.3% |
3,045,574 |
|
Daily Pivots for day following 01-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-010 |
124-300 |
124-140 |
|
R3 |
124-240 |
124-210 |
124-115 |
|
R2 |
124-150 |
124-150 |
124-106 |
|
R1 |
124-120 |
124-120 |
124-098 |
124-135 |
PP |
124-060 |
124-060 |
124-060 |
124-068 |
S1 |
124-030 |
124-030 |
124-082 |
124-045 |
S2 |
123-290 |
123-290 |
124-074 |
|
S3 |
123-200 |
123-260 |
124-065 |
|
S4 |
123-110 |
123-170 |
124-040 |
|
|
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 |
125-152 |
2.618 |
125-006 |
1.618 |
124-236 |
1.000 |
124-180 |
0.618 |
124-146 |
HIGH |
124-090 |
0.618 |
124-056 |
0.500 |
124-045 |
0.382 |
124-034 |
LOW |
124-000 |
0.618 |
123-264 |
1.000 |
123-230 |
1.618 |
123-174 |
2.618 |
123-084 |
4.250 |
122-258 |
|
|
Fisher Pivots for day following 01-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
124-075 |
124-052 |
PP |
124-060 |
124-015 |
S1 |
124-045 |
123-298 |
|