CBOT 10-Year T-Note Future September 2009
Trading Metrics calculated at close of trading on 14-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2009 |
14-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
123-000 |
123-230 |
0-230 |
0.6% |
121-080 |
High |
123-000 |
123-230 |
0-230 |
0.6% |
122-130 |
Low |
123-000 |
123-230 |
0-230 |
0.6% |
121-080 |
Close |
123-000 |
123-230 |
0-230 |
0.6% |
122-130 |
Range |
|
|
|
|
|
ATR |
0-192 |
0-195 |
0-003 |
1.4% |
0-000 |
Volume |
2 |
2 |
0 |
0.0% |
10 |
|
Daily Pivots for day following 14-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123-230 |
123-230 |
123-230 |
|
R3 |
123-230 |
123-230 |
123-230 |
|
R2 |
123-230 |
123-230 |
123-230 |
|
R1 |
123-230 |
123-230 |
123-230 |
123-230 |
PP |
123-230 |
123-230 |
123-230 |
123-230 |
S1 |
123-230 |
123-230 |
123-230 |
123-230 |
S2 |
123-230 |
123-230 |
123-230 |
|
S3 |
123-230 |
123-230 |
123-230 |
|
S4 |
123-230 |
123-230 |
123-230 |
|
|
Weekly Pivots for week ending 09-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-157 |
125-033 |
123-014 |
|
R3 |
124-107 |
123-303 |
122-232 |
|
R2 |
123-057 |
123-057 |
122-198 |
|
R1 |
122-253 |
122-253 |
122-164 |
122-315 |
PP |
122-007 |
122-007 |
122-007 |
122-038 |
S1 |
121-203 |
121-203 |
122-096 |
121-265 |
S2 |
120-277 |
120-277 |
122-062 |
|
S3 |
119-227 |
120-153 |
122-028 |
|
S4 |
118-177 |
119-103 |
121-246 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
123-230 |
2.618 |
123-230 |
1.618 |
123-230 |
1.000 |
123-230 |
0.618 |
123-230 |
HIGH |
123-230 |
0.618 |
123-230 |
0.500 |
123-230 |
0.382 |
123-230 |
LOW |
123-230 |
0.618 |
123-230 |
1.000 |
123-230 |
1.618 |
123-230 |
2.618 |
123-230 |
4.250 |
123-230 |
|
|
Fisher Pivots for day following 14-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
123-230 |
123-192 |
PP |
123-230 |
123-153 |
S1 |
123-230 |
123-115 |
|