CBOT 10-Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 12-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2009 |
12-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
120-220 |
121-050 |
0-150 |
0.4% |
120-240 |
| High |
120-220 |
121-050 |
0-150 |
0.4% |
120-240 |
| Low |
120-220 |
121-050 |
0-150 |
0.4% |
118-230 |
| Close |
120-220 |
121-050 |
0-150 |
0.4% |
118-230 |
| Range |
|
|
|
|
|
| ATR |
0-214 |
0-209 |
-0-005 |
-2.1% |
0-000 |
| Volume |
2 |
2 |
0 |
0.0% |
10 |
|
| Daily Pivots for day following 12-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-050 |
121-050 |
121-050 |
|
| R3 |
121-050 |
121-050 |
121-050 |
|
| R2 |
121-050 |
121-050 |
121-050 |
|
| R1 |
121-050 |
121-050 |
121-050 |
121-050 |
| PP |
121-050 |
121-050 |
121-050 |
121-050 |
| S1 |
121-050 |
121-050 |
121-050 |
121-050 |
| S2 |
121-050 |
121-050 |
121-050 |
|
| S3 |
121-050 |
121-050 |
121-050 |
|
| S4 |
121-050 |
121-050 |
121-050 |
|
|
| Weekly Pivots for week ending 06-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-157 |
124-043 |
119-268 |
|
| R3 |
123-147 |
122-033 |
119-089 |
|
| R2 |
121-137 |
121-137 |
119-029 |
|
| R1 |
120-023 |
120-023 |
118-290 |
119-235 |
| PP |
119-127 |
119-127 |
119-127 |
119-072 |
| S1 |
118-013 |
118-013 |
118-170 |
117-225 |
| S2 |
117-117 |
117-117 |
118-111 |
|
| S3 |
115-107 |
116-003 |
118-051 |
|
| S4 |
113-097 |
113-313 |
117-192 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-050 |
|
2.618 |
121-050 |
|
1.618 |
121-050 |
|
1.000 |
121-050 |
|
0.618 |
121-050 |
|
HIGH |
121-050 |
|
0.618 |
121-050 |
|
0.500 |
121-050 |
|
0.382 |
121-050 |
|
LOW |
121-050 |
|
0.618 |
121-050 |
|
1.000 |
121-050 |
|
1.618 |
121-050 |
|
2.618 |
121-050 |
|
4.250 |
121-050 |
|
|
| Fisher Pivots for day following 12-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
121-050 |
120-308 |
| PP |
121-050 |
120-247 |
| S1 |
121-050 |
120-185 |
|