CBOT 10-Year T-Note Future June 2009
| Trading Metrics calculated at close of trading on 28-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2009 |
28-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
122-240 |
121-280 |
-0-280 |
-0.7% |
124-000 |
| High |
122-240 |
121-280 |
-0-280 |
-0.7% |
124-000 |
| Low |
122-240 |
121-280 |
-0-280 |
-0.7% |
121-230 |
| Close |
122-240 |
121-280 |
-0-280 |
-0.7% |
121-230 |
| Range |
|
|
|
|
|
| ATR |
|
|
|
|
|
| Volume |
2,279 |
5,133 |
2,854 |
125.2% |
6,421 |
|
| Daily Pivots for day following 28-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-280 |
121-280 |
121-280 |
|
| R3 |
121-280 |
121-280 |
121-280 |
|
| R2 |
121-280 |
121-280 |
121-280 |
|
| R1 |
121-280 |
121-280 |
121-280 |
121-280 |
| PP |
121-280 |
121-280 |
121-280 |
121-280 |
| S1 |
121-280 |
121-280 |
121-280 |
121-280 |
| S2 |
121-280 |
121-280 |
121-280 |
|
| S3 |
121-280 |
121-280 |
121-280 |
|
| S4 |
121-280 |
121-280 |
121-280 |
|
|
| Weekly Pivots for week ending 23-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-103 |
127-257 |
122-312 |
|
| R3 |
127-013 |
125-167 |
122-111 |
|
| R2 |
124-243 |
124-243 |
122-044 |
|
| R1 |
123-077 |
123-077 |
121-297 |
122-275 |
| PP |
122-153 |
122-153 |
122-153 |
122-092 |
| S1 |
120-307 |
120-307 |
121-163 |
120-185 |
| S2 |
120-063 |
120-063 |
121-096 |
|
| S3 |
117-293 |
118-217 |
121-029 |
|
| S4 |
115-203 |
116-127 |
120-148 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-280 |
|
2.618 |
121-280 |
|
1.618 |
121-280 |
|
1.000 |
121-280 |
|
0.618 |
121-280 |
|
HIGH |
121-280 |
|
0.618 |
121-280 |
|
0.500 |
121-280 |
|
0.382 |
121-280 |
|
LOW |
121-280 |
|
0.618 |
121-280 |
|
1.000 |
121-280 |
|
1.618 |
121-280 |
|
2.618 |
121-280 |
|
4.250 |
121-280 |
|
|
| Fisher Pivots for day following 28-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
121-280 |
122-070 |
| PP |
121-280 |
122-033 |
| S1 |
121-280 |
121-317 |
|