CBOT 10-Year T-Note Future June 2009
Trading Metrics calculated at close of trading on 07-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2009 |
07-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
122-070 |
122-090 |
0-020 |
0.1% |
124-000 |
High |
122-120 |
122-115 |
-0-005 |
0.0% |
124-090 |
Low |
121-265 |
122-030 |
0-085 |
0.2% |
121-310 |
Close |
121-270 |
122-060 |
0-110 |
0.3% |
121-310 |
Range |
0-175 |
0-085 |
-0-090 |
-51.4% |
2-100 |
ATR |
0-299 |
0-290 |
-0-010 |
-3.2% |
0-000 |
Volume |
753,270 |
474,417 |
-278,853 |
-37.0% |
2,472,693 |
|
Daily Pivots for day following 07-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123-003 |
122-277 |
122-107 |
|
R3 |
122-238 |
122-192 |
122-083 |
|
R2 |
122-153 |
122-153 |
122-076 |
|
R1 |
122-107 |
122-107 |
122-068 |
122-088 |
PP |
122-068 |
122-068 |
122-068 |
122-059 |
S1 |
122-022 |
122-022 |
122-052 |
122-002 |
S2 |
121-303 |
121-303 |
122-044 |
|
S3 |
121-218 |
121-257 |
122-037 |
|
S4 |
121-133 |
121-172 |
122-013 |
|
|
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 |
123-156 |
2.618 |
123-018 |
1.618 |
122-253 |
1.000 |
122-200 |
0.618 |
122-168 |
HIGH |
122-115 |
0.618 |
122-083 |
0.500 |
122-072 |
0.382 |
122-062 |
LOW |
122-030 |
0.618 |
121-297 |
1.000 |
121-265 |
1.618 |
121-212 |
2.618 |
121-127 |
4.250 |
120-309 |
|
|
Fisher Pivots for day following 07-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
122-072 |
122-160 |
PP |
122-068 |
122-127 |
S1 |
122-064 |
122-093 |
|