CBOT 10-Year T-Note Future September 2009
Trading Metrics calculated at close of trading on 20-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2009 |
20-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
119-210 |
120-180 |
0-290 |
0.8% |
121-180 |
High |
119-210 |
120-180 |
0-290 |
0.8% |
121-180 |
Low |
119-210 |
120-180 |
0-290 |
0.8% |
119-210 |
Close |
119-200 |
120-180 |
0-300 |
0.8% |
120-180 |
Range |
|
|
|
|
|
ATR |
0-259 |
0-262 |
0-003 |
1.1% |
0-000 |
Volume |
2 |
2 |
0 |
0.0% |
8 |
|
Daily Pivots for day following 20-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-180 |
120-180 |
120-180 |
|
R3 |
120-180 |
120-180 |
120-180 |
|
R2 |
120-180 |
120-180 |
120-180 |
|
R1 |
120-180 |
120-180 |
120-180 |
120-180 |
PP |
120-180 |
120-180 |
120-180 |
120-180 |
S1 |
120-180 |
120-180 |
120-180 |
120-180 |
S2 |
120-180 |
120-180 |
120-180 |
|
S3 |
120-180 |
120-180 |
120-180 |
|
S4 |
120-180 |
120-180 |
120-180 |
|
|
Weekly Pivots for week ending 20-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-100 |
125-110 |
121-196 |
|
R3 |
124-130 |
123-140 |
121-028 |
|
R2 |
122-160 |
122-160 |
120-292 |
|
R1 |
121-170 |
121-170 |
120-236 |
121-020 |
PP |
120-190 |
120-190 |
120-190 |
120-115 |
S1 |
119-200 |
119-200 |
120-124 |
119-050 |
S2 |
118-220 |
118-220 |
120-068 |
|
S3 |
116-250 |
117-230 |
120-012 |
|
S4 |
114-280 |
115-260 |
119-164 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
120-180 |
2.618 |
120-180 |
1.618 |
120-180 |
1.000 |
120-180 |
0.618 |
120-180 |
HIGH |
120-180 |
0.618 |
120-180 |
0.500 |
120-180 |
0.382 |
120-180 |
LOW |
120-180 |
0.618 |
120-180 |
1.000 |
120-180 |
1.618 |
120-180 |
2.618 |
120-180 |
4.250 |
120-180 |
|
|
Fisher Pivots for day following 20-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
120-180 |
120-143 |
PP |
120-180 |
120-107 |
S1 |
120-180 |
120-070 |
|