CBOT 10-Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 07-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2009 |
07-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
121-140 |
121-140 |
0-000 |
0.0% |
125-140 |
| High |
121-140 |
121-140 |
0-000 |
0.0% |
125-140 |
| Low |
121-140 |
121-140 |
0-000 |
0.0% |
121-180 |
| Close |
121-140 |
121-140 |
0-000 |
0.0% |
121-180 |
| Range |
|
|
|
|
|
| ATR |
0-220 |
0-204 |
-0-016 |
-7.1% |
0-000 |
| Volume |
2 |
2 |
0 |
0.0% |
8 |
|
| Daily Pivots for day following 07-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-140 |
121-140 |
121-140 |
|
| R3 |
121-140 |
121-140 |
121-140 |
|
| R2 |
121-140 |
121-140 |
121-140 |
|
| R1 |
121-140 |
121-140 |
121-140 |
121-140 |
| PP |
121-140 |
121-140 |
121-140 |
121-140 |
| S1 |
121-140 |
121-140 |
121-140 |
121-140 |
| S2 |
121-140 |
121-140 |
121-140 |
|
| S3 |
121-140 |
121-140 |
121-140 |
|
| S4 |
121-140 |
121-140 |
121-140 |
|
|
| Weekly Pivots for week ending 02-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-153 |
131-287 |
123-222 |
|
| R3 |
130-193 |
128-007 |
122-201 |
|
| R2 |
126-233 |
126-233 |
122-087 |
|
| R1 |
124-047 |
124-047 |
121-294 |
123-160 |
| PP |
122-273 |
122-273 |
122-273 |
122-170 |
| S1 |
120-087 |
120-087 |
121-066 |
119-200 |
| S2 |
118-313 |
118-313 |
120-273 |
|
| S3 |
115-033 |
116-127 |
120-159 |
|
| S4 |
111-073 |
112-167 |
119-138 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-140 |
|
2.618 |
121-140 |
|
1.618 |
121-140 |
|
1.000 |
121-140 |
|
0.618 |
121-140 |
|
HIGH |
121-140 |
|
0.618 |
121-140 |
|
0.500 |
121-140 |
|
0.382 |
121-140 |
|
LOW |
121-140 |
|
0.618 |
121-140 |
|
1.000 |
121-140 |
|
1.618 |
121-140 |
|
2.618 |
121-140 |
|
4.250 |
121-140 |
|
|
| Fisher Pivots for day following 07-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
121-140 |
121-130 |
| PP |
121-140 |
121-120 |
| S1 |
121-140 |
121-110 |
|