CBOT 10-Year T-Note Future September 2009
Trading Metrics calculated at close of trading on 27-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2009 |
27-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
120-220 |
121-240 |
1-020 |
0.9% |
123-000 |
High |
120-220 |
121-240 |
1-020 |
0.9% |
123-000 |
Low |
120-220 |
121-240 |
1-020 |
0.9% |
120-230 |
Close |
120-220 |
121-240 |
1-020 |
0.9% |
120-230 |
Range |
|
|
|
|
|
ATR |
0-173 |
0-185 |
0-012 |
6.9% |
0-000 |
Volume |
2 |
2 |
0 |
0.0% |
8 |
|
Daily Pivots for day following 27-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-240 |
121-240 |
121-240 |
|
R3 |
121-240 |
121-240 |
121-240 |
|
R2 |
121-240 |
121-240 |
121-240 |
|
R1 |
121-240 |
121-240 |
121-240 |
121-240 |
PP |
121-240 |
121-240 |
121-240 |
121-240 |
S1 |
121-240 |
121-240 |
121-240 |
121-240 |
S2 |
121-240 |
121-240 |
121-240 |
|
S3 |
121-240 |
121-240 |
121-240 |
|
S4 |
121-240 |
121-240 |
121-240 |
|
|
Weekly Pivots for week ending 23-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128-103 |
126-257 |
121-312 |
|
R3 |
126-013 |
124-167 |
121-111 |
|
R2 |
123-243 |
123-243 |
121-044 |
|
R1 |
122-077 |
122-077 |
120-297 |
121-275 |
PP |
121-153 |
121-153 |
121-153 |
121-092 |
S1 |
119-307 |
119-307 |
120-163 |
119-185 |
S2 |
119-063 |
119-063 |
120-096 |
|
S3 |
116-293 |
117-217 |
120-029 |
|
S4 |
114-203 |
115-127 |
119-148 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
121-240 |
2.618 |
121-240 |
1.618 |
121-240 |
1.000 |
121-240 |
0.618 |
121-240 |
HIGH |
121-240 |
0.618 |
121-240 |
0.500 |
121-240 |
0.382 |
121-240 |
LOW |
121-240 |
0.618 |
121-240 |
1.000 |
121-240 |
1.618 |
121-240 |
2.618 |
121-240 |
4.250 |
121-240 |
|
|
Fisher Pivots for day following 27-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
121-240 |
121-183 |
PP |
121-240 |
121-127 |
S1 |
121-240 |
121-070 |
|