CBOT 10-Year T-Note Future June 2009
Trading Metrics calculated at close of trading on 14-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2009 |
14-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
122-085 |
123-030 |
0-265 |
0.7% |
122-070 |
High |
123-035 |
123-190 |
0-155 |
0.4% |
122-255 |
Low |
122-080 |
123-030 |
0-270 |
0.7% |
121-265 |
Close |
123-035 |
123-190 |
0-155 |
0.4% |
122-105 |
Range |
0-275 |
0-160 |
-0-115 |
-41.8% |
0-310 |
ATR |
0-280 |
0-271 |
-0-009 |
-3.1% |
0-000 |
Volume |
505,952 |
333,548 |
-172,404 |
-34.1% |
2,159,503 |
|
Daily Pivots for day following 14-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-297 |
124-243 |
123-278 |
|
R3 |
124-137 |
124-083 |
123-234 |
|
R2 |
123-297 |
123-297 |
123-219 |
|
R1 |
123-243 |
123-243 |
123-205 |
123-270 |
PP |
123-137 |
123-137 |
123-137 |
123-150 |
S1 |
123-083 |
123-083 |
123-175 |
123-110 |
S2 |
122-297 |
122-297 |
123-161 |
|
S3 |
122-137 |
122-243 |
123-146 |
|
S4 |
121-297 |
122-083 |
123-102 |
|
|
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 |
123-190 |
122-000 |
1-190 |
1.3% |
0-176 |
0.4% |
100% |
True |
False |
449,146 |
10 |
124-090 |
121-265 |
2-145 |
2.0% |
0-178 |
0.5% |
72% |
False |
False |
503,826 |
20 |
126-010 |
120-300 |
5-030 |
4.1% |
0-265 |
0.7% |
52% |
False |
False |
583,366 |
40 |
126-010 |
119-190 |
6-140 |
5.2% |
0-224 |
0.6% |
62% |
False |
False |
508,811 |
60 |
126-010 |
119-140 |
6-190 |
5.3% |
0-149 |
0.4% |
63% |
False |
False |
340,627 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-230 |
2.618 |
124-289 |
1.618 |
124-129 |
1.000 |
124-030 |
0.618 |
123-289 |
HIGH |
123-190 |
0.618 |
123-129 |
0.500 |
123-110 |
0.382 |
123-091 |
LOW |
123-030 |
0.618 |
122-251 |
1.000 |
122-190 |
1.618 |
122-091 |
2.618 |
121-251 |
4.250 |
120-310 |
|
|
Fisher Pivots for day following 14-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
123-163 |
123-105 |
PP |
123-137 |
123-020 |
S1 |
123-110 |
122-255 |
|