CBOT 10-Year T-Note Future June 2009
Trading Metrics calculated at close of trading on 28-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2009 |
28-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
122-010 |
122-055 |
0-045 |
0.1% |
122-235 |
High |
122-100 |
122-055 |
-0-045 |
-0.1% |
123-135 |
Low |
121-240 |
121-215 |
-0-025 |
-0.1% |
121-175 |
Close |
122-095 |
121-215 |
-0-200 |
-0.5% |
121-175 |
Range |
0-180 |
0-160 |
-0-020 |
-11.1% |
1-280 |
ATR |
0-247 |
0-244 |
-0-003 |
-1.4% |
0-000 |
Volume |
485,529 |
609,303 |
123,774 |
25.5% |
3,086,832 |
|
Daily Pivots for day following 28-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123-108 |
123-002 |
121-303 |
|
R3 |
122-268 |
122-162 |
121-259 |
|
R2 |
122-108 |
122-108 |
121-244 |
|
R1 |
122-002 |
122-002 |
121-230 |
121-295 |
PP |
121-268 |
121-268 |
121-268 |
121-255 |
S1 |
121-162 |
121-162 |
121-200 |
121-135 |
S2 |
121-108 |
121-108 |
121-186 |
|
S3 |
120-268 |
121-002 |
121-171 |
|
S4 |
120-108 |
120-162 |
121-127 |
|
|
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 |
122-170 |
121-175 |
0-315 |
0.8% |
0-158 |
0.4% |
13% |
False |
False |
619,267 |
10 |
123-255 |
121-175 |
2-080 |
1.8% |
0-176 |
0.5% |
6% |
False |
False |
569,184 |
20 |
124-090 |
121-175 |
2-235 |
2.2% |
0-177 |
0.5% |
5% |
False |
False |
536,505 |
40 |
126-010 |
120-030 |
5-300 |
4.9% |
0-232 |
0.6% |
27% |
False |
False |
610,402 |
60 |
126-010 |
119-140 |
6-190 |
5.4% |
0-179 |
0.5% |
34% |
False |
False |
435,155 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-095 |
2.618 |
123-154 |
1.618 |
122-314 |
1.000 |
122-215 |
0.618 |
122-154 |
HIGH |
122-055 |
0.618 |
121-314 |
0.500 |
121-295 |
0.382 |
121-276 |
LOW |
121-215 |
0.618 |
121-116 |
1.000 |
121-055 |
1.618 |
120-276 |
2.618 |
120-116 |
4.250 |
119-175 |
|
|
Fisher Pivots for day following 28-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
121-295 |
121-298 |
PP |
121-268 |
121-270 |
S1 |
121-242 |
121-242 |
|