CBOT 10-Year T-Note Future September 2009
Trading Metrics calculated at close of trading on 16-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2009 |
16-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
123-240 |
123-090 |
-0-150 |
-0.4% |
123-070 |
High |
123-240 |
123-090 |
-0-150 |
-0.4% |
123-240 |
Low |
123-240 |
123-090 |
-0-150 |
-0.4% |
123-000 |
Close |
123-240 |
123-090 |
-0-150 |
-0.4% |
123-090 |
Range |
|
|
|
|
|
ATR |
0-182 |
0-180 |
-0-002 |
-1.2% |
0-000 |
Volume |
2 |
2 |
0 |
0.0% |
10 |
|
Daily Pivots for day following 16-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123-090 |
123-090 |
123-090 |
|
R3 |
123-090 |
123-090 |
123-090 |
|
R2 |
123-090 |
123-090 |
123-090 |
|
R1 |
123-090 |
123-090 |
123-090 |
123-090 |
PP |
123-090 |
123-090 |
123-090 |
123-090 |
S1 |
123-090 |
123-090 |
123-090 |
123-090 |
S2 |
123-090 |
123-090 |
123-090 |
|
S3 |
123-090 |
123-090 |
123-090 |
|
S4 |
123-090 |
123-090 |
123-090 |
|
|
Weekly Pivots for week ending 16-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-190 |
125-060 |
123-222 |
|
R3 |
124-270 |
124-140 |
123-156 |
|
R2 |
124-030 |
124-030 |
123-134 |
|
R1 |
123-220 |
123-220 |
123-112 |
123-285 |
PP |
123-110 |
123-110 |
123-110 |
123-142 |
S1 |
122-300 |
122-300 |
123-068 |
123-045 |
S2 |
122-190 |
122-190 |
123-046 |
|
S3 |
121-270 |
122-060 |
123-024 |
|
S4 |
121-030 |
121-140 |
122-278 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
123-090 |
2.618 |
123-090 |
1.618 |
123-090 |
1.000 |
123-090 |
0.618 |
123-090 |
HIGH |
123-090 |
0.618 |
123-090 |
0.500 |
123-090 |
0.382 |
123-090 |
LOW |
123-090 |
0.618 |
123-090 |
1.000 |
123-090 |
1.618 |
123-090 |
2.618 |
123-090 |
4.250 |
123-090 |
|
|
Fisher Pivots for day following 16-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
123-090 |
123-165 |
PP |
123-090 |
123-140 |
S1 |
123-090 |
123-115 |
|