CBOT 10-Year T-Note Future June 2009
Trading Metrics calculated at close of trading on 24-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2009 |
24-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
121-210 |
121-225 |
0-015 |
0.0% |
122-235 |
High |
122-025 |
121-280 |
-0-065 |
-0.2% |
123-135 |
Low |
121-200 |
121-175 |
-0-025 |
-0.1% |
121-175 |
Close |
122-025 |
121-175 |
-0-170 |
-0.4% |
121-175 |
Range |
0-145 |
0-105 |
-0-040 |
-27.6% |
1-280 |
ATR |
0-253 |
0-247 |
-0-006 |
-2.3% |
0-000 |
Volume |
640,309 |
671,530 |
31,221 |
4.9% |
3,086,832 |
|
Daily Pivots for day following 24-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-205 |
122-135 |
121-233 |
|
R3 |
122-100 |
122-030 |
121-204 |
|
R2 |
121-315 |
121-315 |
121-194 |
|
R1 |
121-245 |
121-245 |
121-185 |
121-228 |
PP |
121-210 |
121-210 |
121-210 |
121-201 |
S1 |
121-140 |
121-140 |
121-165 |
121-122 |
S2 |
121-105 |
121-105 |
121-156 |
|
S3 |
121-000 |
121-035 |
121-146 |
|
S4 |
120-215 |
120-250 |
121-117 |
|
|
Weekly Pivots for week ending 24-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-255 |
126-175 |
122-185 |
|
R3 |
125-295 |
124-215 |
122-020 |
|
R2 |
124-015 |
124-015 |
121-285 |
|
R1 |
122-255 |
122-255 |
121-230 |
122-155 |
PP |
122-055 |
122-055 |
122-055 |
122-005 |
S1 |
120-295 |
120-295 |
121-120 |
120-195 |
S2 |
120-095 |
120-095 |
121-065 |
|
S3 |
118-135 |
119-015 |
121-010 |
|
S4 |
116-175 |
117-055 |
120-165 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
123-135 |
121-175 |
1-280 |
1.5% |
0-186 |
0.5% |
0% |
False |
True |
617,366 |
10 |
123-255 |
121-175 |
2-080 |
1.9% |
0-186 |
0.5% |
0% |
False |
True |
543,651 |
20 |
124-090 |
121-175 |
2-235 |
2.2% |
0-180 |
0.5% |
0% |
False |
True |
536,809 |
40 |
126-010 |
119-190 |
6-140 |
5.3% |
0-235 |
0.6% |
30% |
False |
False |
607,682 |
60 |
126-010 |
119-140 |
6-190 |
5.4% |
0-173 |
0.4% |
32% |
False |
False |
417,075 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
123-086 |
2.618 |
122-235 |
1.618 |
122-130 |
1.000 |
122-065 |
0.618 |
122-025 |
HIGH |
121-280 |
0.618 |
121-240 |
0.500 |
121-228 |
0.382 |
121-215 |
LOW |
121-175 |
0.618 |
121-110 |
1.000 |
121-070 |
1.618 |
121-005 |
2.618 |
120-220 |
4.250 |
120-049 |
|
|
Fisher Pivots for day following 24-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
121-228 |
122-012 |
PP |
121-210 |
121-280 |
S1 |
121-192 |
121-228 |
|