CBOT 10-Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 22-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2009 |
22-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
121-160 |
120-290 |
-0-190 |
-0.5% |
123-070 |
| High |
121-160 |
120-290 |
-0-190 |
-0.5% |
123-240 |
| Low |
121-160 |
120-290 |
-0-190 |
-0.5% |
123-000 |
| Close |
121-160 |
120-290 |
-0-190 |
-0.5% |
123-090 |
| Range |
|
|
|
|
|
| ATR |
0-195 |
0-195 |
0-000 |
-0.2% |
0-000 |
| Volume |
2 |
2 |
0 |
0.0% |
10 |
|
| Daily Pivots for day following 22-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-290 |
120-290 |
120-290 |
|
| R3 |
120-290 |
120-290 |
120-290 |
|
| R2 |
120-290 |
120-290 |
120-290 |
|
| R1 |
120-290 |
120-290 |
120-290 |
120-290 |
| PP |
120-290 |
120-290 |
120-290 |
120-290 |
| S1 |
120-290 |
120-290 |
120-290 |
120-290 |
| S2 |
120-290 |
120-290 |
120-290 |
|
| S3 |
120-290 |
120-290 |
120-290 |
|
| S4 |
120-290 |
120-290 |
120-290 |
|
|
| Weekly Pivots for week ending 16-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-190 |
125-060 |
123-222 |
|
| R3 |
124-270 |
124-140 |
123-156 |
|
| R2 |
124-030 |
124-030 |
123-134 |
|
| R1 |
123-220 |
123-220 |
123-112 |
123-285 |
| PP |
123-110 |
123-110 |
123-110 |
123-142 |
| S1 |
122-300 |
122-300 |
123-068 |
123-045 |
| S2 |
122-190 |
122-190 |
123-046 |
|
| S3 |
121-270 |
122-060 |
123-024 |
|
| S4 |
121-030 |
121-140 |
122-278 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-290 |
|
2.618 |
120-290 |
|
1.618 |
120-290 |
|
1.000 |
120-290 |
|
0.618 |
120-290 |
|
HIGH |
120-290 |
|
0.618 |
120-290 |
|
0.500 |
120-290 |
|
0.382 |
120-290 |
|
LOW |
120-290 |
|
0.618 |
120-290 |
|
1.000 |
120-290 |
|
1.618 |
120-290 |
|
2.618 |
120-290 |
|
4.250 |
120-290 |
|
|
| Fisher Pivots for day following 22-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
120-290 |
121-305 |
| PP |
120-290 |
121-193 |
| S1 |
120-290 |
121-082 |
|