CBOT 10-Year T-Note Future March 2009
| Trading Metrics calculated at close of trading on 29-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2009 |
29-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
124-130 |
123-185 |
-0-265 |
-0.7% |
124-240 |
| High |
124-270 |
123-290 |
-0-300 |
-0.8% |
126-120 |
| Low |
123-260 |
122-255 |
-1-005 |
-0.8% |
123-110 |
| Close |
123-270 |
122-265 |
-1-005 |
-0.8% |
123-290 |
| Range |
1-010 |
1-035 |
0-025 |
7.6% |
3-010 |
| ATR |
1-028 |
1-028 |
0-001 |
0.1% |
0-000 |
| Volume |
461,231 |
575,605 |
114,374 |
24.8% |
2,387,554 |
|
| Daily Pivots for day following 29-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-162 |
125-248 |
123-140 |
|
| R3 |
125-127 |
124-213 |
123-043 |
|
| R2 |
124-092 |
124-092 |
123-010 |
|
| R1 |
123-178 |
123-178 |
122-298 |
123-118 |
| PP |
123-057 |
123-057 |
123-057 |
123-026 |
| S1 |
122-143 |
122-143 |
122-232 |
122-082 |
| S2 |
122-022 |
122-022 |
122-200 |
|
| S3 |
120-307 |
121-108 |
122-167 |
|
| S4 |
119-272 |
120-073 |
122-070 |
|
|
| Weekly Pivots for week ending 23-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-203 |
131-257 |
125-184 |
|
| R3 |
130-193 |
128-247 |
124-237 |
|
| R2 |
127-183 |
127-183 |
124-148 |
|
| R1 |
125-237 |
125-237 |
124-059 |
125-045 |
| PP |
124-173 |
124-173 |
124-173 |
124-078 |
| S1 |
122-227 |
122-227 |
123-201 |
122-035 |
| S2 |
121-163 |
121-163 |
123-112 |
|
| S3 |
118-153 |
119-217 |
123-023 |
|
| S4 |
115-143 |
116-207 |
122-076 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124-270 |
122-255 |
2-015 |
1.7% |
0-300 |
0.8% |
2% |
False |
True |
562,112 |
| 10 |
127-100 |
122-255 |
4-165 |
3.7% |
0-314 |
0.8% |
1% |
False |
True |
547,612 |
| 20 |
127-140 |
122-255 |
4-205 |
3.8% |
1-026 |
0.9% |
1% |
False |
True |
440,451 |
| 40 |
128-210 |
122-030 |
6-180 |
5.3% |
1-000 |
0.8% |
11% |
False |
False |
397,159 |
| 60 |
128-210 |
111-200 |
17-010 |
13.9% |
0-252 |
0.6% |
66% |
False |
False |
296,246 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-199 |
|
2.618 |
126-259 |
|
1.618 |
125-224 |
|
1.000 |
125-005 |
|
0.618 |
124-189 |
|
HIGH |
123-290 |
|
0.618 |
123-154 |
|
0.500 |
123-112 |
|
0.382 |
123-071 |
|
LOW |
122-255 |
|
0.618 |
122-036 |
|
1.000 |
121-220 |
|
1.618 |
121-001 |
|
2.618 |
119-286 |
|
4.250 |
118-026 |
|
|
| Fisher Pivots for day following 29-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
123-112 |
123-262 |
| PP |
123-057 |
123-157 |
| S1 |
123-001 |
123-051 |
|