CBOT 10-Year T-Note Future September 2009
Trading Metrics calculated at close of trading on 27-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2009 |
27-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
119-030 |
119-010 |
-0-020 |
-0.1% |
120-140 |
High |
119-030 |
119-010 |
-0-020 |
-0.1% |
120-140 |
Low |
119-030 |
119-010 |
-0-020 |
-0.1% |
118-260 |
Close |
119-030 |
119-010 |
-0-020 |
-0.1% |
119-010 |
Range |
|
|
|
|
|
ATR |
0-238 |
0-222 |
-0-016 |
-6.5% |
0-000 |
Volume |
2 |
2 |
0 |
0.0% |
10 |
|
Daily Pivots for day following 27-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-010 |
119-010 |
119-010 |
|
R3 |
119-010 |
119-010 |
119-010 |
|
R2 |
119-010 |
119-010 |
119-010 |
|
R1 |
119-010 |
119-010 |
119-010 |
119-010 |
PP |
119-010 |
119-010 |
119-010 |
119-010 |
S1 |
119-010 |
119-010 |
119-010 |
119-010 |
S2 |
119-010 |
119-010 |
119-010 |
|
S3 |
119-010 |
119-010 |
119-010 |
|
S4 |
119-010 |
119-010 |
119-010 |
|
|
Weekly Pivots for week ending 27-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-097 |
123-093 |
119-296 |
|
R3 |
122-217 |
121-213 |
119-153 |
|
R2 |
121-017 |
121-017 |
119-105 |
|
R1 |
120-013 |
120-013 |
119-058 |
119-235 |
PP |
119-137 |
119-137 |
119-137 |
119-088 |
S1 |
118-133 |
118-133 |
118-282 |
118-035 |
S2 |
117-257 |
117-257 |
118-235 |
|
S3 |
116-057 |
116-253 |
118-187 |
|
S4 |
114-177 |
115-053 |
118-044 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
119-010 |
2.618 |
119-010 |
1.618 |
119-010 |
1.000 |
119-010 |
0.618 |
119-010 |
HIGH |
119-010 |
0.618 |
119-010 |
0.500 |
119-010 |
0.382 |
119-010 |
LOW |
119-010 |
0.618 |
119-010 |
1.000 |
119-010 |
1.618 |
119-010 |
2.618 |
119-010 |
4.250 |
119-010 |
|
|
Fisher Pivots for day following 27-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
119-010 |
119-002 |
PP |
119-010 |
118-313 |
S1 |
119-010 |
118-305 |
|