CBOT 10-Year T-Note Future June 2009
| Trading Metrics calculated at close of trading on 22-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2009 |
22-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
123-045 |
122-170 |
-0-195 |
-0.5% |
122-085 |
| High |
123-135 |
122-170 |
-0-285 |
-0.7% |
123-255 |
| Low |
122-125 |
121-290 |
-0-155 |
-0.4% |
122-080 |
| Close |
122-130 |
121-295 |
-0-155 |
-0.4% |
122-090 |
| Range |
1-010 |
0-200 |
-0-130 |
-39.4% |
1-175 |
| ATR |
0-266 |
0-262 |
-0-005 |
-1.8% |
0-000 |
| Volume |
501,166 |
689,667 |
188,501 |
37.6% |
2,349,685 |
|
| Daily Pivots for day following 22-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-318 |
123-187 |
122-085 |
|
| R3 |
123-118 |
122-307 |
122-030 |
|
| R2 |
122-238 |
122-238 |
122-012 |
|
| R1 |
122-107 |
122-107 |
121-313 |
122-072 |
| PP |
122-038 |
122-038 |
122-038 |
122-021 |
| S1 |
121-227 |
121-227 |
121-277 |
121-192 |
| S2 |
121-158 |
121-158 |
121-258 |
|
| S3 |
120-278 |
121-027 |
121-240 |
|
| S4 |
120-078 |
120-147 |
121-185 |
|
|
| 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 |
123-190 |
121-290 |
1-220 |
1.4% |
0-207 |
0.5% |
1% |
False |
True |
560,683 |
| 10 |
123-255 |
121-290 |
1-285 |
1.6% |
0-196 |
0.5% |
1% |
False |
True |
505,649 |
| 20 |
124-090 |
121-265 |
2-145 |
2.0% |
0-192 |
0.5% |
4% |
False |
False |
543,208 |
| 40 |
126-010 |
119-190 |
6-140 |
5.3% |
0-243 |
0.6% |
36% |
False |
False |
585,219 |
| 60 |
126-010 |
119-140 |
6-190 |
5.4% |
0-169 |
0.4% |
38% |
False |
False |
395,265 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-060 |
|
2.618 |
124-054 |
|
1.618 |
123-174 |
|
1.000 |
123-050 |
|
0.618 |
122-294 |
|
HIGH |
122-170 |
|
0.618 |
122-094 |
|
0.500 |
122-070 |
|
0.382 |
122-046 |
|
LOW |
121-290 |
|
0.618 |
121-166 |
|
1.000 |
121-090 |
|
1.618 |
120-286 |
|
2.618 |
120-086 |
|
4.250 |
119-080 |
|
|
| Fisher Pivots for day following 22-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
122-070 |
122-212 |
| PP |
122-038 |
122-133 |
| S1 |
122-007 |
122-054 |
|