CBOT 10-Year T-Note Future September 2009
Trading Metrics calculated at close of trading on 31-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2009 |
31-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
122-050 |
122-150 |
0-100 |
0.3% |
123-020 |
High |
122-050 |
122-150 |
0-100 |
0.3% |
123-020 |
Low |
122-050 |
122-150 |
0-100 |
0.3% |
121-230 |
Close |
122-050 |
122-150 |
0-100 |
0.3% |
121-230 |
Range |
|
|
|
|
|
ATR |
0-224 |
0-215 |
-0-009 |
-4.0% |
0-000 |
Volume |
2 |
9 |
7 |
350.0% |
11 |
|
Daily Pivots for day following 31-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-150 |
122-150 |
122-150 |
|
R3 |
122-150 |
122-150 |
122-150 |
|
R2 |
122-150 |
122-150 |
122-150 |
|
R1 |
122-150 |
122-150 |
122-150 |
122-150 |
PP |
122-150 |
122-150 |
122-150 |
122-150 |
S1 |
122-150 |
122-150 |
122-150 |
122-150 |
S2 |
122-150 |
122-150 |
122-150 |
|
S3 |
122-150 |
122-150 |
122-150 |
|
S4 |
122-150 |
122-150 |
122-150 |
|
|
Weekly Pivots for week ending 27-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-063 |
125-097 |
122-146 |
|
R3 |
124-273 |
123-307 |
122-028 |
|
R2 |
123-163 |
123-163 |
121-309 |
|
R1 |
122-197 |
122-197 |
121-269 |
122-125 |
PP |
122-053 |
122-053 |
122-053 |
122-018 |
S1 |
121-087 |
121-087 |
121-191 |
121-015 |
S2 |
120-263 |
120-263 |
121-151 |
|
S3 |
119-153 |
119-297 |
121-112 |
|
S4 |
118-043 |
118-187 |
120-314 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
122-150 |
121-230 |
0-240 |
0.6% |
0-000 |
0.0% |
100% |
True |
False |
3 |
10 |
124-110 |
121-230 |
2-200 |
2.1% |
0-000 |
0.0% |
29% |
False |
False |
2 |
20 |
124-110 |
119-090 |
5-020 |
4.1% |
0-000 |
0.0% |
63% |
False |
False |
2 |
40 |
124-110 |
118-140 |
5-290 |
4.8% |
0-000 |
0.0% |
68% |
False |
False |
2 |
60 |
124-110 |
118-140 |
5-290 |
4.8% |
0-000 |
0.0% |
68% |
False |
False |
2 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
122-150 |
2.618 |
122-150 |
1.618 |
122-150 |
1.000 |
122-150 |
0.618 |
122-150 |
HIGH |
122-150 |
0.618 |
122-150 |
0.500 |
122-150 |
0.382 |
122-150 |
LOW |
122-150 |
0.618 |
122-150 |
1.000 |
122-150 |
1.618 |
122-150 |
2.618 |
122-150 |
4.250 |
122-150 |
|
|
Fisher Pivots for day following 31-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
122-150 |
122-110 |
PP |
122-150 |
122-070 |
S1 |
122-150 |
122-030 |
|