CBOT 10-Year T-Note Future June 2009
Trading Metrics calculated at close of trading on 13-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2009 |
13-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
122-000 |
122-085 |
0-085 |
0.2% |
122-070 |
High |
122-230 |
123-035 |
0-125 |
0.3% |
122-255 |
Low |
122-000 |
122-080 |
0-080 |
0.2% |
121-265 |
Close |
122-105 |
123-035 |
0-250 |
0.6% |
122-105 |
Range |
0-230 |
0-275 |
0-045 |
19.6% |
0-310 |
ATR |
0-280 |
0-280 |
0-000 |
-0.1% |
0-000 |
Volume |
516,614 |
505,952 |
-10,662 |
-2.1% |
2,159,503 |
|
Daily Pivots for day following 13-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-128 |
125-037 |
123-186 |
|
R3 |
124-173 |
124-082 |
123-111 |
|
R2 |
123-218 |
123-218 |
123-085 |
|
R1 |
123-127 |
123-127 |
123-060 |
123-172 |
PP |
122-263 |
122-263 |
122-263 |
122-286 |
S1 |
122-172 |
122-172 |
123-010 |
122-218 |
S2 |
121-308 |
121-308 |
122-305 |
|
S3 |
121-033 |
121-217 |
122-279 |
|
S4 |
120-078 |
120-262 |
122-204 |
|
|
Weekly Pivots for week ending 10-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-072 |
124-238 |
122-276 |
|
R3 |
124-082 |
123-248 |
122-190 |
|
R2 |
123-092 |
123-092 |
122-162 |
|
R1 |
122-258 |
122-258 |
122-133 |
123-015 |
PP |
122-102 |
122-102 |
122-102 |
122-140 |
S1 |
121-268 |
121-268 |
122-077 |
122-025 |
S2 |
121-112 |
121-112 |
122-048 |
|
S3 |
120-122 |
120-278 |
122-020 |
|
S4 |
119-132 |
119-288 |
121-254 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
123-035 |
121-265 |
1-090 |
1.0% |
0-179 |
0.5% |
100% |
True |
False |
533,091 |
10 |
124-090 |
121-265 |
2-145 |
2.0% |
0-181 |
0.5% |
52% |
False |
False |
513,814 |
20 |
126-010 |
120-300 |
5-030 |
4.1% |
0-264 |
0.7% |
43% |
False |
False |
601,615 |
40 |
126-010 |
119-190 |
6-140 |
5.2% |
0-220 |
0.6% |
55% |
False |
False |
500,934 |
60 |
126-010 |
119-140 |
6-190 |
5.4% |
0-147 |
0.4% |
56% |
False |
False |
335,072 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
126-244 |
2.618 |
125-115 |
1.618 |
124-160 |
1.000 |
123-310 |
0.618 |
123-205 |
HIGH |
123-035 |
0.618 |
122-250 |
0.500 |
122-218 |
0.382 |
122-185 |
LOW |
122-080 |
0.618 |
121-230 |
1.000 |
121-125 |
1.618 |
120-275 |
2.618 |
120-000 |
4.250 |
118-191 |
|
|
Fisher Pivots for day following 13-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
122-309 |
122-296 |
PP |
122-263 |
122-237 |
S1 |
122-218 |
122-178 |
|