CBOT 10-Year T-Note Future June 2009
| Trading Metrics calculated at close of trading on 20-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2009 |
20-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
122-315 |
122-235 |
-0-080 |
-0.2% |
122-085 |
| High |
122-315 |
123-055 |
0-060 |
0.2% |
123-255 |
| Low |
122-090 |
122-225 |
0-135 |
0.3% |
122-080 |
| Close |
122-090 |
123-010 |
0-240 |
0.6% |
122-090 |
| Range |
0-225 |
0-150 |
-0-075 |
-33.3% |
1-175 |
| ATR |
0-260 |
0-261 |
0-002 |
0.7% |
0-000 |
| Volume |
504,920 |
584,160 |
79,240 |
15.7% |
2,349,685 |
|
| Daily Pivots for day following 20-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-120 |
124-055 |
123-092 |
|
| R3 |
123-290 |
123-225 |
123-051 |
|
| R2 |
123-140 |
123-140 |
123-038 |
|
| R1 |
123-075 |
123-075 |
123-024 |
123-108 |
| PP |
122-310 |
122-310 |
122-310 |
123-006 |
| S1 |
122-245 |
122-245 |
122-316 |
122-278 |
| S2 |
122-160 |
122-160 |
122-302 |
|
| S3 |
122-010 |
122-095 |
122-289 |
|
| S4 |
121-180 |
121-265 |
122-248 |
|
|
| 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 |
122-090 |
1-165 |
1.2% |
0-160 |
0.4% |
49% |
False |
False |
485,578 |
| 10 |
123-255 |
121-265 |
1-310 |
1.6% |
0-170 |
0.4% |
61% |
False |
False |
509,334 |
| 20 |
124-195 |
121-265 |
2-250 |
2.3% |
0-182 |
0.5% |
43% |
False |
False |
530,580 |
| 40 |
126-010 |
119-190 |
6-140 |
5.2% |
0-234 |
0.6% |
53% |
False |
False |
558,551 |
| 60 |
126-010 |
119-140 |
6-190 |
5.4% |
0-160 |
0.4% |
55% |
False |
False |
375,516 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-052 |
|
2.618 |
124-128 |
|
1.618 |
123-298 |
|
1.000 |
123-205 |
|
0.618 |
123-148 |
|
HIGH |
123-055 |
|
0.618 |
122-318 |
|
0.500 |
122-300 |
|
0.382 |
122-282 |
|
LOW |
122-225 |
|
0.618 |
122-132 |
|
1.000 |
122-075 |
|
1.618 |
121-302 |
|
2.618 |
121-152 |
|
4.250 |
120-228 |
|
|
| Fisher Pivots for day following 20-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
123-000 |
123-000 |
| PP |
122-310 |
122-310 |
| S1 |
122-300 |
122-300 |
|