CBOT 10-Year T-Note Future June 2009
Trading Metrics calculated at close of trading on 06-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2009 |
06-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
122-240 |
122-070 |
-0-170 |
-0.4% |
124-000 |
High |
123-055 |
122-120 |
-0-255 |
-0.6% |
124-090 |
Low |
121-310 |
121-265 |
-0-045 |
-0.1% |
121-310 |
Close |
121-310 |
121-270 |
-0-040 |
-0.1% |
121-310 |
Range |
1-065 |
0-175 |
-0-210 |
-54.5% |
2-100 |
ATR |
0-309 |
0-299 |
-0-010 |
-3.1% |
0-000 |
Volume |
605,812 |
753,270 |
147,458 |
24.3% |
2,472,693 |
|
Daily Pivots for day following 06-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123-210 |
123-095 |
122-046 |
|
R3 |
123-035 |
122-240 |
121-318 |
|
R2 |
122-180 |
122-180 |
121-302 |
|
R1 |
122-065 |
122-065 |
121-286 |
122-035 |
PP |
122-005 |
122-005 |
122-005 |
121-310 |
S1 |
121-210 |
121-210 |
121-254 |
121-180 |
S2 |
121-150 |
121-150 |
121-238 |
|
S3 |
120-295 |
121-035 |
121-222 |
|
S4 |
120-120 |
120-180 |
121-174 |
|
|
Weekly Pivots for week ending 03-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
129-217 |
128-043 |
123-077 |
|
R3 |
127-117 |
125-263 |
122-194 |
|
R2 |
125-017 |
125-017 |
122-126 |
|
R1 |
123-163 |
123-163 |
122-058 |
123-040 |
PP |
122-237 |
122-237 |
122-237 |
122-175 |
S1 |
121-063 |
121-063 |
121-242 |
120-260 |
S2 |
120-137 |
120-137 |
121-174 |
|
S3 |
118-037 |
118-283 |
121-106 |
|
S4 |
115-257 |
116-183 |
120-223 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-224 |
2.618 |
123-258 |
1.618 |
123-083 |
1.000 |
122-295 |
0.618 |
122-228 |
HIGH |
122-120 |
0.618 |
122-053 |
0.500 |
122-032 |
0.382 |
122-012 |
LOW |
121-265 |
0.618 |
121-157 |
1.000 |
121-090 |
1.618 |
120-302 |
2.618 |
120-127 |
4.250 |
119-161 |
|
|
Fisher Pivots for day following 06-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
122-032 |
122-268 |
PP |
122-005 |
122-162 |
S1 |
121-298 |
122-056 |
|