CBOT 10-Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 03-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2009 |
03-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
120-240 |
119-190 |
-1-050 |
-1.0% |
120-220 |
| High |
120-240 |
119-190 |
-1-050 |
-1.0% |
121-240 |
| Low |
120-240 |
119-190 |
-1-050 |
-1.0% |
119-230 |
| Close |
120-240 |
119-190 |
-1-050 |
-1.0% |
119-230 |
| Range |
|
|
|
|
|
| ATR |
0-200 |
0-212 |
0-012 |
6.1% |
0-000 |
| Volume |
2 |
2 |
0 |
0.0% |
10 |
|
| Daily Pivots for day following 03-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-190 |
119-190 |
119-190 |
|
| R3 |
119-190 |
119-190 |
119-190 |
|
| R2 |
119-190 |
119-190 |
119-190 |
|
| R1 |
119-190 |
119-190 |
119-190 |
119-190 |
| PP |
119-190 |
119-190 |
119-190 |
119-190 |
| S1 |
119-190 |
119-190 |
119-190 |
119-190 |
| S2 |
119-190 |
119-190 |
119-190 |
|
| S3 |
119-190 |
119-190 |
119-190 |
|
| S4 |
119-190 |
119-190 |
119-190 |
|
|
| Weekly Pivots for week ending 30-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-157 |
125-043 |
120-268 |
|
| R3 |
124-147 |
123-033 |
120-089 |
|
| R2 |
122-137 |
122-137 |
120-029 |
|
| R1 |
121-023 |
121-023 |
119-290 |
120-235 |
| PP |
120-127 |
120-127 |
120-127 |
120-072 |
| S1 |
119-013 |
119-013 |
119-170 |
118-225 |
| S2 |
118-117 |
118-117 |
119-111 |
|
| S3 |
116-107 |
117-003 |
119-051 |
|
| S4 |
114-097 |
114-313 |
118-192 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-190 |
|
2.618 |
119-190 |
|
1.618 |
119-190 |
|
1.000 |
119-190 |
|
0.618 |
119-190 |
|
HIGH |
119-190 |
|
0.618 |
119-190 |
|
0.500 |
119-190 |
|
0.382 |
119-190 |
|
LOW |
119-190 |
|
0.618 |
119-190 |
|
1.000 |
119-190 |
|
1.618 |
119-190 |
|
2.618 |
119-190 |
|
4.250 |
119-190 |
|
|
| Fisher Pivots for day following 03-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
119-190 |
120-055 |
| PP |
119-190 |
119-313 |
| S1 |
119-190 |
119-252 |
|