CBOT 10-Year T-Note Future March 2009
| Trading Metrics calculated at close of trading on 13-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2009 |
13-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
123-270 |
123-170 |
-0-100 |
-0.3% |
121-225 |
| High |
124-090 |
123-170 |
-0-240 |
-0.6% |
124-090 |
| Low |
123-200 |
122-215 |
-0-305 |
-0.8% |
121-105 |
| Close |
124-050 |
122-225 |
-1-145 |
-1.2% |
122-225 |
| Range |
0-210 |
0-275 |
0-065 |
31.0% |
2-305 |
| ATR |
0-314 |
1-006 |
0-011 |
3.6% |
0-000 |
| Volume |
574,587 |
654,431 |
79,844 |
13.9% |
2,849,983 |
|
| Daily Pivots for day following 13-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-175 |
124-315 |
123-056 |
|
| R3 |
124-220 |
124-040 |
122-301 |
|
| R2 |
123-265 |
123-265 |
122-275 |
|
| R1 |
123-085 |
123-085 |
122-250 |
123-038 |
| PP |
122-310 |
122-310 |
122-310 |
122-286 |
| S1 |
122-130 |
122-130 |
122-200 |
122-082 |
| S2 |
122-035 |
122-035 |
122-175 |
|
| S3 |
121-080 |
121-175 |
122-149 |
|
| S4 |
120-125 |
120-220 |
122-074 |
|
|
| Weekly Pivots for week ending 13-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-202 |
130-038 |
124-105 |
|
| R3 |
128-217 |
127-053 |
123-165 |
|
| R2 |
125-232 |
125-232 |
123-078 |
|
| R1 |
124-068 |
124-068 |
122-312 |
124-310 |
| PP |
122-247 |
122-247 |
122-247 |
123-048 |
| S1 |
121-083 |
121-083 |
122-138 |
122-005 |
| S2 |
119-262 |
119-262 |
122-052 |
|
| S3 |
116-277 |
118-098 |
121-285 |
|
| S4 |
113-292 |
115-113 |
121-025 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124-090 |
121-105 |
2-305 |
2.4% |
0-244 |
0.6% |
47% |
False |
False |
569,996 |
| 10 |
124-090 |
121-105 |
2-305 |
2.4% |
0-258 |
0.7% |
47% |
False |
False |
544,003 |
| 20 |
126-240 |
121-105 |
5-135 |
4.4% |
0-284 |
0.7% |
25% |
False |
False |
549,783 |
| 40 |
128-210 |
121-105 |
7-105 |
6.0% |
0-287 |
0.7% |
19% |
False |
False |
416,639 |
| 60 |
128-210 |
115-240 |
12-290 |
10.5% |
0-286 |
0.7% |
54% |
False |
False |
395,534 |
| 80 |
128-210 |
111-020 |
17-190 |
14.3% |
0-223 |
0.6% |
66% |
False |
False |
297,559 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-059 |
|
2.618 |
125-250 |
|
1.618 |
124-295 |
|
1.000 |
124-125 |
|
0.618 |
124-020 |
|
HIGH |
123-170 |
|
0.618 |
123-065 |
|
0.500 |
123-032 |
|
0.382 |
123-000 |
|
LOW |
122-215 |
|
0.618 |
122-045 |
|
1.000 |
121-260 |
|
1.618 |
121-090 |
|
2.618 |
120-135 |
|
4.250 |
119-006 |
|
|
| Fisher Pivots for day following 13-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
123-032 |
123-152 |
| PP |
122-310 |
123-070 |
| S1 |
122-268 |
122-308 |
|