CBOT 10-Year T-Note Future June 2009
| Trading Metrics calculated at close of trading on 30-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2009 |
30-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
120-280 |
120-230 |
-0-050 |
-0.1% |
121-220 |
| High |
120-280 |
120-230 |
-0-050 |
-0.1% |
122-240 |
| Low |
120-280 |
120-230 |
-0-050 |
-0.1% |
120-230 |
| Close |
120-280 |
120-230 |
-0-050 |
-0.1% |
120-230 |
| Range |
|
|
|
|
|
| ATR |
|
|
|
|
|
| Volume |
4,888 |
2,581 |
-2,307 |
-47.2% |
15,874 |
|
| Daily Pivots for day following 30-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-230 |
120-230 |
120-230 |
|
| R3 |
120-230 |
120-230 |
120-230 |
|
| R2 |
120-230 |
120-230 |
120-230 |
|
| R1 |
120-230 |
120-230 |
120-230 |
120-230 |
| PP |
120-230 |
120-230 |
120-230 |
120-230 |
| S1 |
120-230 |
120-230 |
120-230 |
120-230 |
| S2 |
120-230 |
120-230 |
120-230 |
|
| S3 |
120-230 |
120-230 |
120-230 |
|
| S4 |
120-230 |
120-230 |
120-230 |
|
|
| Weekly Pivots for week ending 30-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-157 |
126-043 |
121-268 |
|
| R3 |
125-147 |
124-033 |
121-089 |
|
| R2 |
123-137 |
123-137 |
121-029 |
|
| R1 |
122-023 |
122-023 |
120-290 |
121-235 |
| PP |
121-127 |
121-127 |
121-127 |
121-072 |
| S1 |
120-013 |
120-013 |
120-170 |
119-225 |
| S2 |
119-117 |
119-117 |
120-111 |
|
| S3 |
117-107 |
118-003 |
120-051 |
|
| S4 |
115-097 |
115-313 |
119-192 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-230 |
|
2.618 |
120-230 |
|
1.618 |
120-230 |
|
1.000 |
120-230 |
|
0.618 |
120-230 |
|
HIGH |
120-230 |
|
0.618 |
120-230 |
|
0.500 |
120-230 |
|
0.382 |
120-230 |
|
LOW |
120-230 |
|
0.618 |
120-230 |
|
1.000 |
120-230 |
|
1.618 |
120-230 |
|
2.618 |
120-230 |
|
4.250 |
120-230 |
|
|
| Fisher Pivots for day following 30-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
120-230 |
121-095 |
| PP |
120-230 |
121-033 |
| S1 |
120-230 |
120-292 |
|