CBOT 10-Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 04-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2009 |
04-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
120-010 |
119-090 |
-0-240 |
-0.6% |
120-140 |
| High |
120-010 |
119-090 |
-0-240 |
-0.6% |
120-140 |
| Low |
120-010 |
119-090 |
-0-240 |
-0.6% |
118-260 |
| Close |
120-010 |
119-090 |
-0-240 |
-0.6% |
119-010 |
| Range |
|
|
|
|
|
| ATR |
0-228 |
0-229 |
0-001 |
0.4% |
0-000 |
| Volume |
2 |
2 |
0 |
0.0% |
10 |
|
| Daily Pivots for day following 04-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-090 |
119-090 |
119-090 |
|
| R3 |
119-090 |
119-090 |
119-090 |
|
| R2 |
119-090 |
119-090 |
119-090 |
|
| R1 |
119-090 |
119-090 |
119-090 |
119-090 |
| PP |
119-090 |
119-090 |
119-090 |
119-090 |
| S1 |
119-090 |
119-090 |
119-090 |
119-090 |
| S2 |
119-090 |
119-090 |
119-090 |
|
| S3 |
119-090 |
119-090 |
119-090 |
|
| S4 |
119-090 |
119-090 |
119-090 |
|
|
| Weekly Pivots for week ending 27-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-097 |
123-093 |
119-296 |
|
| R3 |
122-217 |
121-213 |
119-153 |
|
| R2 |
121-017 |
121-017 |
119-105 |
|
| R1 |
120-013 |
120-013 |
119-058 |
119-235 |
| PP |
119-137 |
119-137 |
119-137 |
119-088 |
| S1 |
118-133 |
118-133 |
118-282 |
118-035 |
| S2 |
117-257 |
117-257 |
118-235 |
|
| S3 |
116-057 |
116-253 |
118-187 |
|
| S4 |
114-177 |
115-053 |
118-044 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-120 |
119-010 |
1-110 |
1.1% |
0-000 |
0.0% |
19% |
False |
False |
2 |
| 10 |
120-180 |
118-260 |
1-240 |
1.5% |
0-000 |
0.0% |
27% |
False |
False |
2 |
| 20 |
121-180 |
118-140 |
3-040 |
2.6% |
0-000 |
0.0% |
27% |
False |
False |
2 |
| 40 |
123-240 |
118-140 |
5-100 |
4.5% |
0-000 |
0.0% |
16% |
False |
False |
2 |
| 60 |
125-240 |
118-140 |
7-100 |
6.1% |
0-000 |
0.0% |
12% |
False |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-090 |
|
2.618 |
119-090 |
|
1.618 |
119-090 |
|
1.000 |
119-090 |
|
0.618 |
119-090 |
|
HIGH |
119-090 |
|
0.618 |
119-090 |
|
0.500 |
119-090 |
|
0.382 |
119-090 |
|
LOW |
119-090 |
|
0.618 |
119-090 |
|
1.000 |
119-090 |
|
1.618 |
119-090 |
|
2.618 |
119-090 |
|
4.250 |
119-090 |
|
|
| Fisher Pivots for day following 04-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
119-090 |
119-265 |
| PP |
119-090 |
119-207 |
| S1 |
119-090 |
119-148 |
|