CBOT 10-Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 31-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2009 |
31-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
122-050 |
122-150 |
0-100 |
0.3% |
123-020 |
| High |
122-050 |
122-150 |
0-100 |
0.3% |
123-020 |
| Low |
122-050 |
122-150 |
0-100 |
0.3% |
121-230 |
| Close |
122-050 |
122-150 |
0-100 |
0.3% |
121-230 |
| Range |
|
|
|
|
|
| ATR |
0-224 |
0-215 |
-0-009 |
-4.0% |
0-000 |
| Volume |
2 |
9 |
7 |
350.0% |
11 |
|
| Daily Pivots for day following 31-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-150 |
122-150 |
122-150 |
|
| R3 |
122-150 |
122-150 |
122-150 |
|
| R2 |
122-150 |
122-150 |
122-150 |
|
| R1 |
122-150 |
122-150 |
122-150 |
122-150 |
| PP |
122-150 |
122-150 |
122-150 |
122-150 |
| S1 |
122-150 |
122-150 |
122-150 |
122-150 |
| S2 |
122-150 |
122-150 |
122-150 |
|
| S3 |
122-150 |
122-150 |
122-150 |
|
| S4 |
122-150 |
122-150 |
122-150 |
|
|
| Weekly Pivots for week ending 27-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-063 |
125-097 |
122-146 |
|
| R3 |
124-273 |
123-307 |
122-028 |
|
| R2 |
123-163 |
123-163 |
121-309 |
|
| R1 |
122-197 |
122-197 |
121-269 |
122-125 |
| PP |
122-053 |
122-053 |
122-053 |
122-018 |
| S1 |
121-087 |
121-087 |
121-191 |
121-015 |
| S2 |
120-263 |
120-263 |
121-151 |
|
| S3 |
119-153 |
119-297 |
121-112 |
|
| S4 |
118-043 |
118-187 |
120-314 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122-150 |
121-230 |
0-240 |
0.6% |
0-000 |
0.0% |
100% |
True |
False |
3 |
| 10 |
124-110 |
121-230 |
2-200 |
2.1% |
0-000 |
0.0% |
29% |
False |
False |
2 |
| 20 |
124-110 |
119-090 |
5-020 |
4.1% |
0-000 |
0.0% |
63% |
False |
False |
2 |
| 40 |
124-110 |
118-140 |
5-290 |
4.8% |
0-000 |
0.0% |
68% |
False |
False |
2 |
| 60 |
124-110 |
118-140 |
5-290 |
4.8% |
0-000 |
0.0% |
68% |
False |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-150 |
|
2.618 |
122-150 |
|
1.618 |
122-150 |
|
1.000 |
122-150 |
|
0.618 |
122-150 |
|
HIGH |
122-150 |
|
0.618 |
122-150 |
|
0.500 |
122-150 |
|
0.382 |
122-150 |
|
LOW |
122-150 |
|
0.618 |
122-150 |
|
1.000 |
122-150 |
|
1.618 |
122-150 |
|
2.618 |
122-150 |
|
4.250 |
122-150 |
|
|
| Fisher Pivots for day following 31-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
122-150 |
122-110 |
| PP |
122-150 |
122-070 |
| S1 |
122-150 |
122-030 |
|