CBOT 10-Year T-Note Future June 2009
Trading Metrics calculated at close of trading on 16-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2009 |
16-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
123-200 |
123-120 |
-0-080 |
-0.2% |
122-070 |
High |
123-255 |
123-190 |
-0-065 |
-0.2% |
122-255 |
Low |
123-120 |
123-060 |
-0-060 |
-0.2% |
121-265 |
Close |
123-255 |
123-070 |
-0-185 |
-0.5% |
122-105 |
Range |
0-135 |
0-130 |
-0-005 |
-3.7% |
0-310 |
ATR |
0-261 |
0-257 |
-0-005 |
-1.8% |
0-000 |
Volume |
481,761 |
523,504 |
41,743 |
8.7% |
2,159,503 |
|
Daily Pivots for day following 16-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-177 |
124-093 |
123-142 |
|
R3 |
124-047 |
123-283 |
123-106 |
|
R2 |
123-237 |
123-237 |
123-094 |
|
R1 |
123-153 |
123-153 |
123-082 |
123-130 |
PP |
123-107 |
123-107 |
123-107 |
123-095 |
S1 |
123-023 |
123-023 |
123-058 |
123-000 |
S2 |
122-297 |
122-297 |
123-046 |
|
S3 |
122-167 |
122-213 |
123-034 |
|
S4 |
122-037 |
122-083 |
122-318 |
|
|
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 |
123-255 |
122-000 |
1-255 |
1.5% |
0-186 |
0.5% |
68% |
False |
False |
472,275 |
10 |
123-270 |
121-265 |
2-005 |
1.6% |
0-190 |
0.5% |
69% |
False |
False |
509,594 |
20 |
126-010 |
121-265 |
4-065 |
3.4% |
0-194 |
0.5% |
33% |
False |
False |
572,200 |
40 |
126-010 |
119-190 |
6-140 |
5.2% |
0-230 |
0.6% |
56% |
False |
False |
533,594 |
60 |
126-010 |
119-140 |
6-190 |
5.4% |
0-154 |
0.4% |
57% |
False |
False |
357,374 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-102 |
2.618 |
124-210 |
1.618 |
124-080 |
1.000 |
124-000 |
0.618 |
123-270 |
HIGH |
123-190 |
0.618 |
123-140 |
0.500 |
123-125 |
0.382 |
123-110 |
LOW |
123-060 |
0.618 |
122-300 |
1.000 |
122-250 |
1.618 |
122-170 |
2.618 |
122-040 |
4.250 |
121-148 |
|
|
Fisher Pivots for day following 16-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
123-125 |
123-142 |
PP |
123-107 |
123-118 |
S1 |
123-088 |
123-094 |
|