CBOT 10-Year T-Note Future June 2009
| Trading Metrics calculated at close of trading on 17-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2009 |
17-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
123-120 |
122-315 |
-0-125 |
-0.3% |
122-085 |
| High |
123-190 |
122-315 |
-0-195 |
-0.5% |
123-255 |
| Low |
123-060 |
122-090 |
-0-290 |
-0.7% |
122-080 |
| Close |
123-070 |
122-090 |
-0-300 |
-0.8% |
122-090 |
| Range |
0-130 |
0-225 |
0-095 |
73.1% |
1-175 |
| ATR |
0-257 |
0-260 |
0-003 |
1.2% |
0-000 |
| Volume |
523,504 |
504,920 |
-18,584 |
-3.5% |
2,349,685 |
|
| Daily Pivots for day following 17-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-200 |
124-050 |
122-214 |
|
| R3 |
123-295 |
123-145 |
122-152 |
|
| R2 |
123-070 |
123-070 |
122-131 |
|
| R1 |
122-240 |
122-240 |
122-111 |
122-202 |
| PP |
122-165 |
122-165 |
122-165 |
122-146 |
| S1 |
122-015 |
122-015 |
122-069 |
121-298 |
| S2 |
121-260 |
121-260 |
122-049 |
|
| S3 |
121-035 |
121-110 |
122-028 |
|
| S4 |
120-130 |
120-205 |
121-286 |
|
|
| Weekly Pivots for week ending 17-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-133 |
126-127 |
123-042 |
|
| R3 |
125-278 |
124-272 |
122-226 |
|
| R2 |
124-103 |
124-103 |
122-181 |
|
| R1 |
123-097 |
123-097 |
122-135 |
123-260 |
| PP |
122-248 |
122-248 |
122-248 |
123-010 |
| S1 |
121-242 |
121-242 |
122-045 |
122-085 |
| S2 |
121-073 |
121-073 |
121-319 |
|
| S3 |
119-218 |
120-067 |
121-274 |
|
| S4 |
118-043 |
118-212 |
121-138 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
123-255 |
122-080 |
1-175 |
1.3% |
0-185 |
0.5% |
2% |
False |
False |
469,937 |
| 10 |
123-255 |
121-265 |
1-310 |
1.6% |
0-193 |
0.5% |
23% |
False |
False |
511,500 |
| 20 |
124-290 |
121-265 |
3-025 |
2.5% |
0-182 |
0.5% |
15% |
False |
False |
545,923 |
| 40 |
126-010 |
119-190 |
6-140 |
5.3% |
0-231 |
0.6% |
42% |
False |
False |
545,684 |
| 60 |
126-010 |
119-140 |
6-190 |
5.4% |
0-158 |
0.4% |
43% |
False |
False |
365,785 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-311 |
|
2.618 |
124-264 |
|
1.618 |
124-039 |
|
1.000 |
123-220 |
|
0.618 |
123-134 |
|
HIGH |
122-315 |
|
0.618 |
122-229 |
|
0.500 |
122-202 |
|
0.382 |
122-176 |
|
LOW |
122-090 |
|
0.618 |
121-271 |
|
1.000 |
121-185 |
|
1.618 |
121-046 |
|
2.618 |
120-141 |
|
4.250 |
119-094 |
|
|
| Fisher Pivots for day following 17-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
122-202 |
123-012 |
| PP |
122-165 |
122-252 |
| S1 |
122-128 |
122-171 |
|