CBOT 10-Year T-Note Future September 2009
Trading Metrics calculated at close of trading on 18-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2009 |
18-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
119-300 |
124-110 |
4-130 |
3.7% |
120-210 |
High |
119-300 |
124-110 |
4-130 |
3.7% |
121-000 |
Low |
119-300 |
124-110 |
4-130 |
3.7% |
119-270 |
Close |
119-300 |
124-110 |
4-130 |
3.7% |
121-000 |
Range |
|
|
|
|
|
ATR |
0-199 |
0-285 |
0-087 |
43.6% |
0-000 |
Volume |
2 |
2 |
0 |
0.0% |
10 |
|
Daily Pivots for day following 18-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-110 |
124-110 |
124-110 |
|
R3 |
124-110 |
124-110 |
124-110 |
|
R2 |
124-110 |
124-110 |
124-110 |
|
R1 |
124-110 |
124-110 |
124-110 |
124-110 |
PP |
124-110 |
124-110 |
124-110 |
124-110 |
S1 |
124-110 |
124-110 |
124-110 |
124-110 |
S2 |
124-110 |
124-110 |
124-110 |
|
S3 |
124-110 |
124-110 |
124-110 |
|
S4 |
124-110 |
124-110 |
124-110 |
|
|
Weekly Pivots for week ending 13-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-027 |
123-223 |
121-204 |
|
R3 |
122-297 |
122-173 |
121-102 |
|
R2 |
121-247 |
121-247 |
121-068 |
|
R1 |
121-123 |
121-123 |
121-034 |
121-185 |
PP |
120-197 |
120-197 |
120-197 |
120-228 |
S1 |
120-073 |
120-073 |
120-286 |
120-135 |
S2 |
119-147 |
119-147 |
120-252 |
|
S3 |
118-097 |
119-023 |
120-218 |
|
S4 |
117-047 |
117-293 |
120-116 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
124-110 |
119-300 |
4-130 |
3.5% |
0-000 |
0.0% |
100% |
True |
False |
2 |
10 |
124-110 |
119-270 |
4-160 |
3.6% |
0-000 |
0.0% |
100% |
True |
False |
2 |
20 |
124-110 |
118-260 |
5-170 |
4.4% |
0-000 |
0.0% |
100% |
True |
False |
2 |
40 |
124-110 |
118-140 |
5-290 |
4.7% |
0-000 |
0.0% |
100% |
True |
False |
2 |
60 |
125-140 |
118-140 |
7-000 |
5.6% |
0-000 |
0.0% |
84% |
False |
False |
2 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-110 |
2.618 |
124-110 |
1.618 |
124-110 |
1.000 |
124-110 |
0.618 |
124-110 |
HIGH |
124-110 |
0.618 |
124-110 |
0.500 |
124-110 |
0.382 |
124-110 |
LOW |
124-110 |
0.618 |
124-110 |
1.000 |
124-110 |
1.618 |
124-110 |
2.618 |
124-110 |
4.250 |
124-110 |
|
|
Fisher Pivots for day following 18-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
124-110 |
123-195 |
PP |
124-110 |
122-280 |
S1 |
124-110 |
122-045 |
|