CBOT 10-Year T-Note Future March 2009
| Trading Metrics calculated at close of trading on 06-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2009 |
06-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
122-065 |
122-120 |
0-055 |
0.1% |
122-290 |
| High |
122-230 |
122-125 |
-0-105 |
-0.3% |
123-270 |
| Low |
122-005 |
121-185 |
-0-140 |
-0.4% |
121-185 |
| Close |
122-120 |
121-265 |
-0-175 |
-0.4% |
121-265 |
| Range |
0-225 |
0-260 |
0-035 |
15.6% |
2-085 |
| ATR |
1-007 |
1-002 |
-0-005 |
-1.5% |
0-000 |
| Volume |
627,179 |
490,156 |
-137,023 |
-21.8% |
2,590,055 |
|
| Daily Pivots for day following 06-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-118 |
123-292 |
122-088 |
|
| R3 |
123-178 |
123-032 |
122-016 |
|
| R2 |
122-238 |
122-238 |
121-313 |
|
| R1 |
122-092 |
122-092 |
121-289 |
122-035 |
| PP |
121-298 |
121-298 |
121-298 |
121-270 |
| S1 |
121-152 |
121-152 |
121-241 |
121-095 |
| S2 |
121-038 |
121-038 |
121-217 |
|
| S3 |
120-098 |
120-212 |
121-194 |
|
| S4 |
119-158 |
119-272 |
121-122 |
|
|
| Weekly Pivots for week ending 06-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-068 |
127-252 |
123-024 |
|
| R3 |
126-303 |
125-167 |
122-144 |
|
| R2 |
124-218 |
124-218 |
122-078 |
|
| R1 |
123-082 |
123-082 |
122-011 |
122-268 |
| PP |
122-133 |
122-133 |
122-133 |
122-066 |
| S1 |
120-317 |
120-317 |
121-199 |
120-182 |
| S2 |
120-048 |
120-048 |
121-132 |
|
| S3 |
117-283 |
118-232 |
121-066 |
|
| S4 |
115-198 |
116-147 |
120-186 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
123-270 |
121-185 |
2-085 |
1.9% |
0-273 |
0.7% |
11% |
False |
True |
518,011 |
| 10 |
124-270 |
121-185 |
3-085 |
2.7% |
0-274 |
0.7% |
8% |
False |
True |
530,361 |
| 20 |
127-140 |
121-185 |
5-275 |
4.8% |
0-304 |
0.8% |
4% |
False |
True |
516,470 |
| 40 |
128-210 |
121-185 |
7-025 |
5.8% |
0-307 |
0.8% |
4% |
False |
True |
399,666 |
| 60 |
128-210 |
113-230 |
14-300 |
12.3% |
0-268 |
0.7% |
54% |
False |
False |
348,801 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-270 |
|
2.618 |
124-166 |
|
1.618 |
123-226 |
|
1.000 |
123-065 |
|
0.618 |
122-286 |
|
HIGH |
122-125 |
|
0.618 |
122-026 |
|
0.500 |
121-315 |
|
0.382 |
121-284 |
|
LOW |
121-185 |
|
0.618 |
121-024 |
|
1.000 |
120-245 |
|
1.618 |
120-084 |
|
2.618 |
119-144 |
|
4.250 |
118-040 |
|
|
| Fisher Pivots for day following 06-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
121-315 |
122-048 |
| PP |
121-298 |
122-013 |
| S1 |
121-282 |
121-299 |
|