CBOT 10-Year T-Note Future March 2009
| Trading Metrics calculated at close of trading on 22-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2009 |
22-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
125-170 |
124-140 |
-1-030 |
-0.9% |
125-080 |
| High |
125-240 |
124-150 |
-1-090 |
-1.0% |
127-140 |
| Low |
124-235 |
123-260 |
-0-295 |
-0.7% |
125-025 |
| Close |
124-240 |
124-045 |
-0-195 |
-0.5% |
126-170 |
| Range |
1-005 |
0-210 |
-0-115 |
-35.4% |
2-115 |
| ATR |
1-052 |
1-047 |
-0-005 |
-1.4% |
0-000 |
| Volume |
692,677 |
496,284 |
-196,393 |
-28.4% |
2,128,354 |
|
| Daily Pivots for day following 22-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-035 |
125-250 |
124-160 |
|
| R3 |
125-145 |
125-040 |
124-103 |
|
| R2 |
124-255 |
124-255 |
124-084 |
|
| R1 |
124-150 |
124-150 |
124-064 |
124-098 |
| PP |
124-045 |
124-045 |
124-045 |
124-019 |
| S1 |
123-260 |
123-260 |
124-026 |
123-208 |
| S2 |
123-155 |
123-155 |
124-006 |
|
| S3 |
122-265 |
123-050 |
123-307 |
|
| S4 |
122-055 |
122-160 |
123-250 |
|
|
| 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 |
127-100 |
123-260 |
3-160 |
2.8% |
1-009 |
0.8% |
9% |
False |
True |
533,113 |
| 10 |
127-140 |
123-260 |
3-200 |
2.9% |
1-020 |
0.9% |
9% |
False |
True |
471,304 |
| 20 |
128-080 |
123-190 |
4-210 |
3.8% |
1-000 |
0.8% |
12% |
False |
False |
322,648 |
| 40 |
128-210 |
117-080 |
11-130 |
9.2% |
0-318 |
0.8% |
60% |
False |
False |
363,685 |
| 60 |
128-210 |
111-020 |
17-190 |
14.2% |
0-227 |
0.6% |
74% |
False |
False |
249,415 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-082 |
|
2.618 |
126-060 |
|
1.618 |
125-170 |
|
1.000 |
125-040 |
|
0.618 |
124-280 |
|
HIGH |
124-150 |
|
0.618 |
124-070 |
|
0.500 |
124-045 |
|
0.382 |
124-020 |
|
LOW |
123-260 |
|
0.618 |
123-130 |
|
1.000 |
123-050 |
|
1.618 |
122-240 |
|
2.618 |
122-030 |
|
4.250 |
121-008 |
|
|
| Fisher Pivots for day following 22-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
124-045 |
125-030 |
| PP |
124-045 |
124-248 |
| S1 |
124-045 |
124-147 |
|