CBOT 10-Year T-Note Future September 2009
Trading Metrics calculated at close of trading on 12-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2009 |
12-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
120-140 |
120-270 |
0-130 |
0.3% |
120-120 |
High |
120-140 |
120-270 |
0-130 |
0.3% |
120-290 |
Low |
120-140 |
120-270 |
0-130 |
0.3% |
119-090 |
Close |
120-140 |
120-270 |
0-130 |
0.3% |
120-290 |
Range |
|
|
|
|
|
ATR |
0-221 |
0-215 |
-0-007 |
-2.9% |
0-000 |
Volume |
2 |
2 |
0 |
0.0% |
10 |
|
Daily Pivots for day following 12-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-270 |
120-270 |
120-270 |
|
R3 |
120-270 |
120-270 |
120-270 |
|
R2 |
120-270 |
120-270 |
120-270 |
|
R1 |
120-270 |
120-270 |
120-270 |
120-270 |
PP |
120-270 |
120-270 |
120-270 |
120-270 |
S1 |
120-270 |
120-270 |
120-270 |
120-270 |
S2 |
120-270 |
120-270 |
120-270 |
|
S3 |
120-270 |
120-270 |
120-270 |
|
S4 |
120-270 |
120-270 |
120-270 |
|
|
Weekly Pivots for week ending 06-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-077 |
124-223 |
121-256 |
|
R3 |
123-197 |
123-023 |
121-113 |
|
R2 |
121-317 |
121-317 |
121-065 |
|
R1 |
121-143 |
121-143 |
121-018 |
121-230 |
PP |
120-117 |
120-117 |
120-117 |
120-160 |
S1 |
119-263 |
119-263 |
120-242 |
120-030 |
S2 |
118-237 |
118-237 |
120-195 |
|
S3 |
117-037 |
118-063 |
120-147 |
|
S4 |
115-157 |
116-183 |
120-004 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
120-290 |
119-270 |
1-020 |
0.9% |
0-000 |
0.0% |
94% |
False |
False |
2 |
10 |
120-290 |
119-010 |
1-280 |
1.6% |
0-000 |
0.0% |
97% |
False |
False |
2 |
20 |
121-180 |
118-260 |
2-240 |
2.3% |
0-000 |
0.0% |
74% |
False |
False |
2 |
40 |
123-240 |
118-140 |
5-100 |
4.4% |
0-000 |
0.0% |
45% |
False |
False |
2 |
60 |
125-240 |
118-140 |
7-100 |
6.1% |
0-000 |
0.0% |
33% |
False |
False |
2 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
120-270 |
2.618 |
120-270 |
1.618 |
120-270 |
1.000 |
120-270 |
0.618 |
120-270 |
HIGH |
120-270 |
0.618 |
120-270 |
0.500 |
120-270 |
0.382 |
120-270 |
LOW |
120-270 |
0.618 |
120-270 |
1.000 |
120-270 |
1.618 |
120-270 |
2.618 |
120-270 |
4.250 |
120-270 |
|
|
Fisher Pivots for day following 12-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
120-270 |
120-217 |
PP |
120-270 |
120-163 |
S1 |
120-270 |
120-110 |
|