CBOT 10-Year T-Note Future June 2009
| Trading Metrics calculated at close of trading on 10-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2009 |
10-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
121-230 |
121-015 |
-0-215 |
-0.6% |
121-040 |
| High |
121-280 |
121-075 |
-0-205 |
-0.5% |
122-110 |
| Low |
121-020 |
120-240 |
-0-100 |
-0.3% |
120-030 |
| Close |
121-205 |
120-265 |
-0-260 |
-0.7% |
121-285 |
| Range |
0-260 |
0-155 |
-0-105 |
-40.4% |
2-080 |
| ATR |
0-285 |
0-285 |
0-000 |
0.0% |
0-000 |
| Volume |
830,263 |
578,376 |
-251,887 |
-30.3% |
3,417,090 |
|
| Daily Pivots for day following 10-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-125 |
122-030 |
121-030 |
|
| R3 |
121-290 |
121-195 |
120-308 |
|
| R2 |
121-135 |
121-135 |
120-293 |
|
| R1 |
121-040 |
121-040 |
120-279 |
121-010 |
| PP |
120-300 |
120-300 |
120-300 |
120-285 |
| S1 |
120-205 |
120-205 |
120-251 |
120-175 |
| S2 |
120-145 |
120-145 |
120-237 |
|
| S3 |
119-310 |
120-050 |
120-222 |
|
| S4 |
119-155 |
119-215 |
120-180 |
|
|
| Weekly Pivots for week ending 06-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-062 |
127-093 |
123-041 |
|
| R3 |
125-302 |
125-013 |
122-163 |
|
| R2 |
123-222 |
123-222 |
122-097 |
|
| R1 |
122-253 |
122-253 |
122-031 |
123-078 |
| PP |
121-142 |
121-142 |
121-142 |
121-214 |
| S1 |
120-173 |
120-173 |
121-219 |
120-318 |
| S2 |
119-062 |
119-062 |
121-153 |
|
| S3 |
116-302 |
118-093 |
121-087 |
|
| S4 |
114-222 |
116-013 |
120-209 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-094 |
|
2.618 |
122-161 |
|
1.618 |
122-006 |
|
1.000 |
121-230 |
|
0.618 |
121-171 |
|
HIGH |
121-075 |
|
0.618 |
121-016 |
|
0.500 |
120-318 |
|
0.382 |
120-299 |
|
LOW |
120-240 |
|
0.618 |
120-144 |
|
1.000 |
120-085 |
|
1.618 |
119-309 |
|
2.618 |
119-154 |
|
4.250 |
118-221 |
|
|
| Fisher Pivots for day following 10-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
120-318 |
121-175 |
| PP |
120-300 |
121-098 |
| S1 |
120-282 |
121-022 |
|