CBOT 10-Year T-Note Future September 2009
Trading Metrics calculated at close of trading on 01-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2009 |
01-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
122-150 |
122-220 |
0-070 |
0.2% |
123-020 |
High |
122-150 |
122-220 |
0-070 |
0.2% |
123-020 |
Low |
122-150 |
122-220 |
0-070 |
0.2% |
121-230 |
Close |
122-150 |
122-220 |
0-070 |
0.2% |
121-230 |
Range |
|
|
|
|
|
ATR |
0-215 |
0-205 |
-0-010 |
-4.8% |
0-000 |
Volume |
9 |
0 |
-9 |
-100.0% |
11 |
|
Daily Pivots for day following 01-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-220 |
122-220 |
122-220 |
|
R3 |
122-220 |
122-220 |
122-220 |
|
R2 |
122-220 |
122-220 |
122-220 |
|
R1 |
122-220 |
122-220 |
122-220 |
122-220 |
PP |
122-220 |
122-220 |
122-220 |
122-220 |
S1 |
122-220 |
122-220 |
122-220 |
122-220 |
S2 |
122-220 |
122-220 |
122-220 |
|
S3 |
122-220 |
122-220 |
122-220 |
|
S4 |
122-220 |
122-220 |
122-220 |
|
|
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 |
122-220 |
121-230 |
0-310 |
0.8% |
0-000 |
0.0% |
100% |
True |
False |
3 |
10 |
123-190 |
121-230 |
1-280 |
1.5% |
0-000 |
0.0% |
52% |
False |
False |
2 |
20 |
124-110 |
119-270 |
4-160 |
3.7% |
0-000 |
0.0% |
63% |
False |
False |
2 |
40 |
124-110 |
118-140 |
5-290 |
4.8% |
0-000 |
0.0% |
72% |
False |
False |
2 |
60 |
124-110 |
118-140 |
5-290 |
4.8% |
0-000 |
0.0% |
72% |
False |
False |
2 |
80 |
125-240 |
118-140 |
7-100 |
6.0% |
0-000 |
0.0% |
58% |
False |
False |
2 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
122-220 |
2.618 |
122-220 |
1.618 |
122-220 |
1.000 |
122-220 |
0.618 |
122-220 |
HIGH |
122-220 |
0.618 |
122-220 |
0.500 |
122-220 |
0.382 |
122-220 |
LOW |
122-220 |
0.618 |
122-220 |
1.000 |
122-220 |
1.618 |
122-220 |
2.618 |
122-220 |
4.250 |
122-220 |
|
|
Fisher Pivots for day following 01-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
122-220 |
122-192 |
PP |
122-220 |
122-163 |
S1 |
122-220 |
122-135 |
|