CBOT 10-Year T-Note Future September 2009
Trading Metrics calculated at close of trading on 11-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2009 |
11-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
120-000 |
120-220 |
0-220 |
0.6% |
120-240 |
High |
120-000 |
120-220 |
0-220 |
0.6% |
120-240 |
Low |
120-000 |
120-220 |
0-220 |
0.6% |
118-230 |
Close |
120-000 |
120-220 |
0-220 |
0.6% |
118-230 |
Range |
|
|
|
|
|
ATR |
0-213 |
0-214 |
0-000 |
0.2% |
0-000 |
Volume |
2 |
2 |
0 |
0.0% |
10 |
|
Daily Pivots for day following 11-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-220 |
120-220 |
120-220 |
|
R3 |
120-220 |
120-220 |
120-220 |
|
R2 |
120-220 |
120-220 |
120-220 |
|
R1 |
120-220 |
120-220 |
120-220 |
120-220 |
PP |
120-220 |
120-220 |
120-220 |
120-220 |
S1 |
120-220 |
120-220 |
120-220 |
120-220 |
S2 |
120-220 |
120-220 |
120-220 |
|
S3 |
120-220 |
120-220 |
120-220 |
|
S4 |
120-220 |
120-220 |
120-220 |
|
|
Weekly Pivots for week ending 06-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-157 |
124-043 |
119-268 |
|
R3 |
123-147 |
122-033 |
119-089 |
|
R2 |
121-137 |
121-137 |
119-029 |
|
R1 |
120-023 |
120-023 |
118-290 |
119-235 |
PP |
119-127 |
119-127 |
119-127 |
119-072 |
S1 |
118-013 |
118-013 |
118-170 |
117-225 |
S2 |
117-117 |
117-117 |
118-111 |
|
S3 |
115-107 |
116-003 |
118-051 |
|
S4 |
113-097 |
113-313 |
117-192 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
120-220 |
2.618 |
120-220 |
1.618 |
120-220 |
1.000 |
120-220 |
0.618 |
120-220 |
HIGH |
120-220 |
0.618 |
120-220 |
0.500 |
120-220 |
0.382 |
120-220 |
LOW |
120-220 |
0.618 |
120-220 |
1.000 |
120-220 |
1.618 |
120-220 |
2.618 |
120-220 |
4.250 |
120-220 |
|
|
Fisher Pivots for day following 11-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
120-220 |
120-100 |
PP |
120-220 |
119-300 |
S1 |
120-220 |
119-180 |
|