CBOT 10-Year T-Note Future June 2009
Trading Metrics calculated at close of trading on 02-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2009 |
02-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
124-075 |
123-195 |
-0-200 |
-0.5% |
124-195 |
High |
124-090 |
123-270 |
-0-140 |
-0.4% |
124-195 |
Low |
124-000 |
123-075 |
-0-245 |
-0.6% |
122-285 |
Close |
124-090 |
123-120 |
-0-290 |
-0.7% |
123-105 |
Range |
0-090 |
0-195 |
0-105 |
116.7% |
1-230 |
ATR |
0-295 |
0-298 |
0-003 |
1.0% |
0-000 |
Volume |
437,242 |
485,860 |
48,618 |
11.1% |
3,045,574 |
|
Daily Pivots for day following 02-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-100 |
124-305 |
123-227 |
|
R3 |
124-225 |
124-110 |
123-174 |
|
R2 |
124-030 |
124-030 |
123-156 |
|
R1 |
123-235 |
123-235 |
123-138 |
123-195 |
PP |
123-155 |
123-155 |
123-155 |
123-135 |
S1 |
123-040 |
123-040 |
123-102 |
123-000 |
S2 |
122-280 |
122-280 |
123-084 |
|
S3 |
122-085 |
122-165 |
123-066 |
|
S4 |
121-210 |
121-290 |
123-013 |
|
|
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 |
126-139 |
2.618 |
125-141 |
1.618 |
124-266 |
1.000 |
124-145 |
0.618 |
124-071 |
HIGH |
123-270 |
0.618 |
123-196 |
0.500 |
123-172 |
0.382 |
123-149 |
LOW |
123-075 |
0.618 |
122-274 |
1.000 |
122-200 |
1.618 |
122-079 |
2.618 |
121-204 |
4.250 |
120-206 |
|
|
Fisher Pivots for day following 02-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
123-172 |
123-242 |
PP |
123-155 |
123-202 |
S1 |
123-138 |
123-161 |
|