CBOT 10-Year T-Note Future September 2009
Trading Metrics calculated at close of trading on 03-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2009 |
03-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
121-250 |
120-120 |
-1-130 |
-1.2% |
122-050 |
High |
121-250 |
120-120 |
-1-130 |
-1.2% |
122-220 |
Low |
121-250 |
120-120 |
-1-130 |
-1.2% |
120-120 |
Close |
121-250 |
120-120 |
-1-130 |
-1.2% |
120-120 |
Range |
|
|
|
|
|
ATR |
0-211 |
0-228 |
0-017 |
8.1% |
0-000 |
Volume |
2 |
0 |
-2 |
-100.0% |
13 |
|
Daily Pivots for day following 03-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-120 |
120-120 |
120-120 |
|
R3 |
120-120 |
120-120 |
120-120 |
|
R2 |
120-120 |
120-120 |
120-120 |
|
R1 |
120-120 |
120-120 |
120-120 |
120-120 |
PP |
120-120 |
120-120 |
120-120 |
120-120 |
S1 |
120-120 |
120-120 |
120-120 |
120-120 |
S2 |
120-120 |
120-120 |
120-120 |
|
S3 |
120-120 |
120-120 |
120-120 |
|
S4 |
120-120 |
120-120 |
120-120 |
|
|
Weekly Pivots for week ending 03-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128-027 |
126-173 |
121-207 |
|
R3 |
125-247 |
124-073 |
121-004 |
|
R2 |
123-147 |
123-147 |
120-256 |
|
R1 |
121-293 |
121-293 |
120-188 |
121-170 |
PP |
121-047 |
121-047 |
121-047 |
120-305 |
S1 |
119-193 |
119-193 |
120-052 |
119-070 |
S2 |
118-267 |
118-267 |
119-304 |
|
S3 |
116-167 |
117-093 |
119-236 |
|
S4 |
114-067 |
114-313 |
119-033 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
122-220 |
120-120 |
2-100 |
1.9% |
0-000 |
0.0% |
0% |
False |
True |
2 |
10 |
123-020 |
120-120 |
2-220 |
2.2% |
0-000 |
0.0% |
0% |
False |
True |
2 |
20 |
124-110 |
119-270 |
4-160 |
3.7% |
0-000 |
0.0% |
12% |
False |
False |
2 |
40 |
124-110 |
118-140 |
5-290 |
4.9% |
0-000 |
0.0% |
33% |
False |
False |
2 |
60 |
124-110 |
118-140 |
5-290 |
4.9% |
0-000 |
0.0% |
33% |
False |
False |
2 |
80 |
125-240 |
118-140 |
7-100 |
6.1% |
0-000 |
0.0% |
26% |
False |
False |
2 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
120-120 |
2.618 |
120-120 |
1.618 |
120-120 |
1.000 |
120-120 |
0.618 |
120-120 |
HIGH |
120-120 |
0.618 |
120-120 |
0.500 |
120-120 |
0.382 |
120-120 |
LOW |
120-120 |
0.618 |
120-120 |
1.000 |
120-120 |
1.618 |
120-120 |
2.618 |
120-120 |
4.250 |
120-120 |
|
|
Fisher Pivots for day following 03-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
120-120 |
121-170 |
PP |
120-120 |
121-047 |
S1 |
120-120 |
120-243 |
|