CBOT 10-Year T-Note Future June 2009
| Trading Metrics calculated at close of trading on 23-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2009 |
23-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
122-170 |
121-210 |
-0-280 |
-0.7% |
122-085 |
| High |
122-170 |
122-025 |
-0-145 |
-0.4% |
123-255 |
| Low |
121-290 |
121-200 |
-0-090 |
-0.2% |
122-080 |
| Close |
121-295 |
122-025 |
0-050 |
0.1% |
122-090 |
| Range |
0-200 |
0-145 |
-0-055 |
-27.5% |
1-175 |
| ATR |
0-262 |
0-253 |
-0-008 |
-3.2% |
0-000 |
| Volume |
689,667 |
640,309 |
-49,358 |
-7.2% |
2,349,685 |
|
| Daily Pivots for day following 23-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-092 |
123-043 |
122-105 |
|
| R3 |
122-267 |
122-218 |
122-065 |
|
| R2 |
122-122 |
122-122 |
122-052 |
|
| R1 |
122-073 |
122-073 |
122-038 |
122-098 |
| PP |
121-297 |
121-297 |
121-297 |
121-309 |
| S1 |
121-248 |
121-248 |
122-012 |
121-272 |
| S2 |
121-152 |
121-152 |
121-318 |
|
| S3 |
121-007 |
121-103 |
121-305 |
|
| S4 |
120-182 |
120-278 |
121-265 |
|
|
| 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 |
123-135 |
121-200 |
1-255 |
1.5% |
0-210 |
0.5% |
25% |
False |
True |
584,044 |
| 10 |
123-255 |
121-200 |
2-055 |
1.8% |
0-198 |
0.5% |
21% |
False |
True |
528,160 |
| 20 |
124-090 |
121-200 |
2-210 |
2.2% |
0-189 |
0.5% |
17% |
False |
True |
539,362 |
| 40 |
126-010 |
119-190 |
6-140 |
5.3% |
0-242 |
0.6% |
39% |
False |
False |
597,059 |
| 60 |
126-010 |
119-140 |
6-190 |
5.4% |
0-171 |
0.4% |
40% |
False |
False |
405,921 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-001 |
|
2.618 |
123-085 |
|
1.618 |
122-260 |
|
1.000 |
122-170 |
|
0.618 |
122-115 |
|
HIGH |
122-025 |
|
0.618 |
121-290 |
|
0.500 |
121-272 |
|
0.382 |
121-255 |
|
LOW |
121-200 |
|
0.618 |
121-110 |
|
1.000 |
121-055 |
|
1.618 |
120-285 |
|
2.618 |
120-140 |
|
4.250 |
119-224 |
|
|
| Fisher Pivots for day following 23-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
122-001 |
122-168 |
| PP |
121-297 |
122-120 |
| S1 |
121-272 |
122-072 |
|