CBOT 10-Year T-Note Future June 2009
| Trading Metrics calculated at close of trading on 03-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2009 |
03-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
123-195 |
122-240 |
-0-275 |
-0.7% |
124-000 |
| High |
123-270 |
123-055 |
-0-215 |
-0.5% |
124-090 |
| Low |
123-075 |
121-310 |
-1-085 |
-1.0% |
121-310 |
| Close |
123-120 |
121-310 |
-1-130 |
-1.1% |
121-310 |
| Range |
0-195 |
1-065 |
0-190 |
97.4% |
2-100 |
| ATR |
0-298 |
0-309 |
0-011 |
3.6% |
0-000 |
| Volume |
485,860 |
605,812 |
119,952 |
24.7% |
2,472,693 |
|
| Daily Pivots for day following 03-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-313 |
125-057 |
122-202 |
|
| R3 |
124-248 |
123-312 |
122-096 |
|
| R2 |
123-183 |
123-183 |
122-061 |
|
| R1 |
122-247 |
122-247 |
122-025 |
122-182 |
| PP |
122-118 |
122-118 |
122-118 |
122-086 |
| S1 |
121-182 |
121-182 |
121-275 |
121-118 |
| S2 |
121-053 |
121-053 |
121-239 |
|
| S3 |
119-308 |
120-117 |
121-204 |
|
| S4 |
118-243 |
119-052 |
121-098 |
|
|
| Weekly Pivots for week ending 03-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-217 |
128-043 |
123-077 |
|
| R3 |
127-117 |
125-263 |
122-194 |
|
| R2 |
125-017 |
125-017 |
122-126 |
|
| R1 |
123-163 |
123-163 |
122-058 |
123-040 |
| PP |
122-237 |
122-237 |
122-237 |
122-175 |
| S1 |
121-063 |
121-063 |
121-242 |
120-260 |
| S2 |
120-137 |
120-137 |
121-174 |
|
| S3 |
118-037 |
118-283 |
121-106 |
|
| S4 |
115-257 |
116-183 |
120-223 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-091 |
|
2.618 |
126-103 |
|
1.618 |
125-038 |
|
1.000 |
124-120 |
|
0.618 |
123-293 |
|
HIGH |
123-055 |
|
0.618 |
122-228 |
|
0.500 |
122-182 |
|
0.382 |
122-137 |
|
LOW |
121-310 |
|
0.618 |
121-072 |
|
1.000 |
120-245 |
|
1.618 |
120-007 |
|
2.618 |
118-262 |
|
4.250 |
116-274 |
|
|
| Fisher Pivots for day following 03-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
122-182 |
123-040 |
| PP |
122-118 |
122-237 |
| S1 |
122-054 |
122-113 |
|