CBOT 10-Year T-Note Future March 2009
| Trading Metrics calculated at close of trading on 27-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2009 |
27-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
123-150 |
123-310 |
0-160 |
0.4% |
124-240 |
| High |
123-300 |
124-230 |
0-250 |
0.6% |
126-120 |
| Low |
123-070 |
123-210 |
0-140 |
0.4% |
123-110 |
| Close |
123-210 |
124-230 |
1-020 |
0.9% |
123-290 |
| Range |
0-230 |
1-020 |
0-110 |
47.8% |
3-010 |
| ATR |
1-030 |
1-029 |
-0-001 |
-0.2% |
0-000 |
| Volume |
598,290 |
490,652 |
-107,638 |
-18.0% |
2,387,554 |
|
| Daily Pivots for day following 27-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-177 |
127-063 |
125-097 |
|
| R3 |
126-157 |
126-043 |
125-004 |
|
| R2 |
125-137 |
125-137 |
124-292 |
|
| R1 |
125-023 |
125-023 |
124-261 |
125-080 |
| PP |
124-117 |
124-117 |
124-117 |
124-145 |
| S1 |
124-003 |
124-003 |
124-199 |
124-060 |
| S2 |
123-097 |
123-097 |
124-168 |
|
| S3 |
122-077 |
122-303 |
124-136 |
|
| S4 |
121-057 |
121-283 |
124-043 |
|
|
| Weekly Pivots for week ending 23-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-203 |
131-257 |
125-184 |
|
| R3 |
130-193 |
128-247 |
124-237 |
|
| R2 |
127-183 |
127-183 |
124-148 |
|
| R1 |
125-237 |
125-237 |
124-059 |
125-045 |
| PP |
124-173 |
124-173 |
124-173 |
124-078 |
| S1 |
122-227 |
122-227 |
123-201 |
122-035 |
| S2 |
121-163 |
121-163 |
123-112 |
|
| S3 |
118-153 |
119-217 |
123-023 |
|
| S4 |
115-143 |
116-207 |
122-076 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125-240 |
123-070 |
2-170 |
2.0% |
0-270 |
0.7% |
59% |
False |
False |
592,537 |
| 10 |
127-140 |
123-070 |
4-070 |
3.4% |
0-315 |
0.8% |
36% |
False |
False |
512,225 |
| 20 |
128-080 |
123-070 |
5-010 |
4.0% |
1-015 |
0.8% |
30% |
False |
False |
395,066 |
| 40 |
128-210 |
120-220 |
7-310 |
6.4% |
0-318 |
0.8% |
51% |
False |
False |
384,713 |
| 60 |
128-210 |
111-020 |
17-190 |
14.1% |
0-240 |
0.6% |
78% |
False |
False |
278,970 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-075 |
|
2.618 |
127-160 |
|
1.618 |
126-140 |
|
1.000 |
125-250 |
|
0.618 |
125-120 |
|
HIGH |
124-230 |
|
0.618 |
124-100 |
|
0.500 |
124-060 |
|
0.382 |
124-020 |
|
LOW |
123-210 |
|
0.618 |
123-000 |
|
1.000 |
122-190 |
|
1.618 |
121-300 |
|
2.618 |
120-280 |
|
4.250 |
119-045 |
|
|
| Fisher Pivots for day following 27-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
124-173 |
124-150 |
| PP |
124-117 |
124-070 |
| S1 |
124-060 |
123-310 |
|