CBOT 10-Year T-Note Future September 2009
Trading Metrics calculated at close of trading on 05-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2009 |
05-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
119-090 |
120-280 |
1-190 |
1.3% |
120-140 |
High |
119-090 |
120-280 |
1-190 |
1.3% |
120-140 |
Low |
119-090 |
120-280 |
1-190 |
1.3% |
118-260 |
Close |
119-090 |
120-280 |
1-190 |
1.3% |
119-010 |
Range |
|
|
|
|
|
ATR |
0-229 |
0-249 |
0-020 |
8.8% |
0-000 |
Volume |
2 |
2 |
0 |
0.0% |
10 |
|
Daily Pivots for day following 05-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-280 |
120-280 |
120-280 |
|
R3 |
120-280 |
120-280 |
120-280 |
|
R2 |
120-280 |
120-280 |
120-280 |
|
R1 |
120-280 |
120-280 |
120-280 |
120-280 |
PP |
120-280 |
120-280 |
120-280 |
120-280 |
S1 |
120-280 |
120-280 |
120-280 |
120-280 |
S2 |
120-280 |
120-280 |
120-280 |
|
S3 |
120-280 |
120-280 |
120-280 |
|
S4 |
120-280 |
120-280 |
120-280 |
|
|
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 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
120-280 |
119-010 |
1-270 |
1.5% |
0-000 |
0.0% |
100% |
True |
False |
2 |
10 |
120-280 |
118-260 |
2-020 |
1.7% |
0-000 |
0.0% |
100% |
True |
False |
2 |
20 |
121-180 |
118-140 |
3-040 |
2.6% |
0-000 |
0.0% |
78% |
False |
False |
2 |
40 |
123-240 |
118-140 |
5-100 |
4.4% |
0-000 |
0.0% |
46% |
False |
False |
2 |
60 |
125-240 |
118-140 |
7-100 |
6.0% |
0-000 |
0.0% |
33% |
False |
False |
2 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
120-280 |
2.618 |
120-280 |
1.618 |
120-280 |
1.000 |
120-280 |
0.618 |
120-280 |
HIGH |
120-280 |
0.618 |
120-280 |
0.500 |
120-280 |
0.382 |
120-280 |
LOW |
120-280 |
0.618 |
120-280 |
1.000 |
120-280 |
1.618 |
120-280 |
2.618 |
120-280 |
4.250 |
120-280 |
|
|
Fisher Pivots for day following 05-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
120-280 |
120-195 |
PP |
120-280 |
120-110 |
S1 |
120-280 |
120-025 |
|