CBOT 10-Year T-Note Future March 2009
| Trading Metrics calculated at close of trading on 21-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2009 |
21-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
124-240 |
125-170 |
0-250 |
0.6% |
125-080 |
| High |
126-120 |
125-240 |
-0-200 |
-0.5% |
127-140 |
| Low |
124-240 |
124-235 |
-0-005 |
0.0% |
125-025 |
| Close |
126-085 |
124-240 |
-1-165 |
-1.2% |
126-170 |
| Range |
1-200 |
1-005 |
-0-195 |
-37.5% |
2-115 |
| ATR |
1-043 |
1-052 |
0-009 |
2.5% |
0-000 |
| Volume |
513,810 |
692,677 |
178,867 |
34.8% |
2,128,354 |
|
| Daily Pivots for day following 21-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-040 |
127-145 |
125-099 |
|
| R3 |
127-035 |
126-140 |
125-009 |
|
| R2 |
126-030 |
126-030 |
124-300 |
|
| R1 |
125-135 |
125-135 |
124-270 |
125-080 |
| PP |
125-025 |
125-025 |
125-025 |
124-318 |
| S1 |
124-130 |
124-130 |
124-210 |
124-075 |
| S2 |
124-020 |
124-020 |
124-180 |
|
| S3 |
123-015 |
123-125 |
124-151 |
|
| S4 |
122-010 |
122-120 |
124-061 |
|
|
| Weekly Pivots for week ending 16-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-137 |
132-108 |
127-265 |
|
| R3 |
131-022 |
129-313 |
127-058 |
|
| R2 |
128-227 |
128-227 |
126-308 |
|
| R1 |
127-198 |
127-198 |
126-239 |
128-052 |
| PP |
126-112 |
126-112 |
126-112 |
126-199 |
| S1 |
125-083 |
125-083 |
126-101 |
125-258 |
| S2 |
123-317 |
123-317 |
126-032 |
|
| S3 |
121-202 |
122-288 |
125-282 |
|
| S4 |
119-087 |
120-173 |
125-075 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
127-140 |
124-235 |
2-225 |
2.2% |
1-029 |
0.9% |
1% |
False |
True |
507,163 |
| 10 |
127-140 |
124-040 |
3-100 |
2.7% |
1-012 |
0.8% |
19% |
False |
False |
466,090 |
| 20 |
128-080 |
123-190 |
4-210 |
3.7% |
0-314 |
0.8% |
25% |
False |
False |
310,530 |
| 40 |
128-210 |
117-080 |
11-130 |
9.1% |
0-314 |
0.8% |
66% |
False |
False |
355,640 |
| 60 |
128-210 |
111-020 |
17-190 |
14.1% |
0-223 |
0.6% |
78% |
False |
False |
241,165 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-021 |
|
2.618 |
128-131 |
|
1.618 |
127-126 |
|
1.000 |
126-245 |
|
0.618 |
126-121 |
|
HIGH |
125-240 |
|
0.618 |
125-116 |
|
0.500 |
125-078 |
|
0.382 |
125-039 |
|
LOW |
124-235 |
|
0.618 |
124-034 |
|
1.000 |
123-230 |
|
1.618 |
123-029 |
|
2.618 |
122-024 |
|
4.250 |
120-134 |
|
|
| Fisher Pivots for day following 21-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
125-078 |
125-238 |
| PP |
125-025 |
125-132 |
| S1 |
124-292 |
125-026 |
|