CBOT 10-Year T-Note Future September 2009
Trading Metrics calculated at close of trading on 02-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2008 |
02-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
123-090 |
121-180 |
-1-230 |
-1.4% |
125-140 |
High |
123-090 |
121-180 |
-1-230 |
-1.4% |
125-140 |
Low |
123-090 |
121-180 |
-1-230 |
-1.4% |
121-180 |
Close |
123-090 |
121-180 |
-1-230 |
-1.4% |
121-180 |
Range |
|
|
|
|
|
ATR |
0-219 |
0-243 |
0-024 |
10.8% |
0-000 |
Volume |
2 |
2 |
0 |
0.0% |
8 |
|
Daily Pivots for day following 02-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-180 |
121-180 |
121-180 |
|
R3 |
121-180 |
121-180 |
121-180 |
|
R2 |
121-180 |
121-180 |
121-180 |
|
R1 |
121-180 |
121-180 |
121-180 |
121-180 |
PP |
121-180 |
121-180 |
121-180 |
121-180 |
S1 |
121-180 |
121-180 |
121-180 |
121-180 |
S2 |
121-180 |
121-180 |
121-180 |
|
S3 |
121-180 |
121-180 |
121-180 |
|
S4 |
121-180 |
121-180 |
121-180 |
|
|
Weekly Pivots for week ending 02-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-153 |
131-287 |
123-222 |
|
R3 |
130-193 |
128-007 |
122-201 |
|
R2 |
126-233 |
126-233 |
122-087 |
|
R1 |
124-047 |
124-047 |
121-294 |
123-160 |
PP |
122-273 |
122-273 |
122-273 |
122-170 |
S1 |
120-087 |
120-087 |
121-066 |
119-200 |
S2 |
118-313 |
118-313 |
120-273 |
|
S3 |
115-033 |
116-127 |
120-159 |
|
S4 |
111-073 |
112-167 |
119-138 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
121-180 |
2.618 |
121-180 |
1.618 |
121-180 |
1.000 |
121-180 |
0.618 |
121-180 |
HIGH |
121-180 |
0.618 |
121-180 |
0.500 |
121-180 |
0.382 |
121-180 |
LOW |
121-180 |
0.618 |
121-180 |
1.000 |
121-180 |
1.618 |
121-180 |
2.618 |
121-180 |
4.250 |
121-180 |
|
|
Fisher Pivots for day following 02-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
121-180 |
123-075 |
PP |
121-180 |
122-217 |
S1 |
121-180 |
122-038 |
|