CBOT 10-Year T-Note Future June 2009
| Trading Metrics calculated at close of trading on 12-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2009 |
12-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
121-210 |
122-050 |
0-160 |
0.4% |
121-240 |
| High |
121-230 |
122-050 |
0-140 |
0.4% |
121-240 |
| Low |
121-210 |
122-050 |
0-160 |
0.4% |
119-230 |
| Close |
121-220 |
122-050 |
0-150 |
0.4% |
119-230 |
| Range |
0-020 |
0-000 |
-0-020 |
-100.0% |
2-010 |
| ATR |
0-204 |
0-200 |
-0-004 |
-1.9% |
0-000 |
| Volume |
6,860 |
18,457 |
11,597 |
169.1% |
26,711 |
|
| Daily Pivots for day following 12-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-050 |
122-050 |
122-050 |
|
| R3 |
122-050 |
122-050 |
122-050 |
|
| R2 |
122-050 |
122-050 |
122-050 |
|
| R1 |
122-050 |
122-050 |
122-050 |
122-050 |
| PP |
122-050 |
122-050 |
122-050 |
122-050 |
| S1 |
122-050 |
122-050 |
122-050 |
122-050 |
| S2 |
122-050 |
122-050 |
122-050 |
|
| S3 |
122-050 |
122-050 |
122-050 |
|
| S4 |
122-050 |
122-050 |
122-050 |
|
|
| Weekly Pivots for week ending 06-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-157 |
125-043 |
120-268 |
|
| R3 |
124-147 |
123-033 |
120-089 |
|
| R2 |
122-137 |
122-137 |
120-029 |
|
| R1 |
121-023 |
121-023 |
119-290 |
120-235 |
| PP |
120-127 |
120-127 |
120-127 |
120-072 |
| S1 |
119-013 |
119-013 |
119-170 |
118-225 |
| S2 |
118-117 |
118-117 |
119-111 |
|
| S3 |
116-107 |
117-003 |
119-051 |
|
| S4 |
114-097 |
114-313 |
118-192 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-050 |
|
2.618 |
122-050 |
|
1.618 |
122-050 |
|
1.000 |
122-050 |
|
0.618 |
122-050 |
|
HIGH |
122-050 |
|
0.618 |
122-050 |
|
0.500 |
122-050 |
|
0.382 |
122-050 |
|
LOW |
122-050 |
|
0.618 |
122-050 |
|
1.000 |
122-050 |
|
1.618 |
122-050 |
|
2.618 |
122-050 |
|
4.250 |
122-050 |
|
|
| Fisher Pivots for day following 12-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
122-050 |
121-308 |
| PP |
122-050 |
121-247 |
| S1 |
122-050 |
121-185 |
|