CBOT 10-Year T-Note Future September 2009
Trading Metrics calculated at close of trading on 26-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2008 |
26-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
124-150 |
125-020 |
0-190 |
0.5% |
124-220 |
High |
124-150 |
125-020 |
0-190 |
0.5% |
125-020 |
Low |
124-150 |
125-020 |
0-190 |
0.5% |
124-150 |
Close |
124-150 |
125-020 |
0-190 |
0.5% |
125-020 |
Range |
|
|
|
|
|
ATR |
0-205 |
0-204 |
-0-001 |
-0.5% |
0-000 |
Volume |
2 |
2 |
0 |
0.0% |
8 |
|
Daily Pivots for day following 26-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-020 |
125-020 |
125-020 |
|
R3 |
125-020 |
125-020 |
125-020 |
|
R2 |
125-020 |
125-020 |
125-020 |
|
R1 |
125-020 |
125-020 |
125-020 |
125-020 |
PP |
125-020 |
125-020 |
125-020 |
125-020 |
S1 |
125-020 |
125-020 |
125-020 |
125-020 |
S2 |
125-020 |
125-020 |
125-020 |
|
S3 |
125-020 |
125-020 |
125-020 |
|
S4 |
125-020 |
125-020 |
125-020 |
|
|
Weekly Pivots for week ending 26-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-207 |
126-143 |
125-124 |
|
R3 |
126-017 |
125-273 |
125-072 |
|
R2 |
125-147 |
125-147 |
125-055 |
|
R1 |
125-083 |
125-083 |
125-037 |
125-115 |
PP |
124-277 |
124-277 |
124-277 |
124-292 |
S1 |
124-213 |
124-213 |
125-003 |
124-245 |
S2 |
124-087 |
124-087 |
124-305 |
|
S3 |
123-217 |
124-023 |
124-288 |
|
S4 |
123-027 |
123-153 |
124-236 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-020 |
2.618 |
125-020 |
1.618 |
125-020 |
1.000 |
125-020 |
0.618 |
125-020 |
HIGH |
125-020 |
0.618 |
125-020 |
0.500 |
125-020 |
0.382 |
125-020 |
LOW |
125-020 |
0.618 |
125-020 |
1.000 |
125-020 |
1.618 |
125-020 |
2.618 |
125-020 |
4.250 |
125-020 |
|
|
Fisher Pivots for day following 26-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
125-020 |
124-308 |
PP |
125-020 |
124-277 |
S1 |
125-020 |
124-245 |
|