CBOT 10-Year T-Note Future September 2009
Trading Metrics calculated at close of trading on 25-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2009 |
25-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
122-280 |
121-280 |
-1-000 |
-0.8% |
120-170 |
High |
122-280 |
121-280 |
-1-000 |
-0.8% |
124-110 |
Low |
122-280 |
121-280 |
-1-000 |
-0.8% |
119-300 |
Close |
122-280 |
121-280 |
-1-000 |
-0.8% |
123-190 |
Range |
|
|
|
|
|
ATR |
0-244 |
0-249 |
0-005 |
2.2% |
0-000 |
Volume |
2 |
2 |
0 |
0.0% |
10 |
|
Daily Pivots for day following 25-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-280 |
121-280 |
121-280 |
|
R3 |
121-280 |
121-280 |
121-280 |
|
R2 |
121-280 |
121-280 |
121-280 |
|
R1 |
121-280 |
121-280 |
121-280 |
121-280 |
PP |
121-280 |
121-280 |
121-280 |
121-280 |
S1 |
121-280 |
121-280 |
121-280 |
121-280 |
S2 |
121-280 |
121-280 |
121-280 |
|
S3 |
121-280 |
121-280 |
121-280 |
|
S4 |
121-280 |
121-280 |
121-280 |
|
|
Weekly Pivots for week ending 20-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135-270 |
134-040 |
126-006 |
|
R3 |
131-140 |
129-230 |
124-258 |
|
R2 |
127-010 |
127-010 |
124-128 |
|
R1 |
125-100 |
125-100 |
123-319 |
126-055 |
PP |
122-200 |
122-200 |
122-200 |
123-018 |
S1 |
120-290 |
120-290 |
123-061 |
121-245 |
S2 |
118-070 |
118-070 |
122-252 |
|
S3 |
113-260 |
116-160 |
122-122 |
|
S4 |
109-130 |
112-030 |
121-054 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
123-190 |
121-280 |
1-230 |
1.4% |
0-000 |
0.0% |
0% |
False |
True |
2 |
10 |
124-110 |
119-300 |
4-130 |
3.6% |
0-000 |
0.0% |
44% |
False |
False |
2 |
20 |
124-110 |
119-010 |
5-100 |
4.4% |
0-000 |
0.0% |
54% |
False |
False |
2 |
40 |
124-110 |
118-140 |
5-290 |
4.8% |
0-000 |
0.0% |
58% |
False |
False |
2 |
60 |
125-140 |
118-140 |
7-000 |
5.7% |
0-000 |
0.0% |
49% |
False |
False |
2 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
121-280 |
2.618 |
121-280 |
1.618 |
121-280 |
1.000 |
121-280 |
0.618 |
121-280 |
HIGH |
121-280 |
0.618 |
121-280 |
0.500 |
121-280 |
0.382 |
121-280 |
LOW |
121-280 |
0.618 |
121-280 |
1.000 |
121-280 |
1.618 |
121-280 |
2.618 |
121-280 |
4.250 |
121-280 |
|
|
Fisher Pivots for day following 25-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
121-280 |
122-150 |
PP |
121-280 |
122-087 |
S1 |
121-280 |
122-023 |
|