CBOT 10-Year T-Note Future June 2009
| Trading Metrics calculated at close of trading on 29-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2009 |
29-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
122-055 |
121-215 |
-0-160 |
-0.4% |
122-235 |
| High |
122-055 |
121-240 |
-0-135 |
-0.3% |
123-135 |
| Low |
121-215 |
121-005 |
-0-210 |
-0.5% |
121-175 |
| Close |
121-215 |
121-040 |
-0-175 |
-0.4% |
121-175 |
| Range |
0-160 |
0-235 |
0-075 |
46.9% |
1-280 |
| ATR |
0-244 |
0-243 |
-0-001 |
-0.3% |
0-000 |
| Volume |
609,303 |
686,531 |
77,228 |
12.7% |
3,086,832 |
|
| Daily Pivots for day following 29-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-160 |
123-015 |
121-169 |
|
| R3 |
122-245 |
122-100 |
121-105 |
|
| R2 |
122-010 |
122-010 |
121-083 |
|
| R1 |
121-185 |
121-185 |
121-062 |
121-140 |
| PP |
121-095 |
121-095 |
121-095 |
121-072 |
| S1 |
120-270 |
120-270 |
121-018 |
120-225 |
| S2 |
120-180 |
120-180 |
120-317 |
|
| S3 |
119-265 |
120-035 |
120-295 |
|
| S4 |
119-030 |
119-120 |
120-231 |
|
|
| 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 |
122-100 |
121-005 |
1-095 |
1.1% |
0-165 |
0.4% |
8% |
False |
True |
618,640 |
| 10 |
123-190 |
121-005 |
2-185 |
2.1% |
0-186 |
0.5% |
4% |
False |
True |
589,661 |
| 20 |
124-090 |
121-005 |
3-085 |
2.7% |
0-186 |
0.5% |
3% |
False |
True |
545,314 |
| 40 |
126-010 |
120-030 |
5-300 |
4.9% |
0-234 |
0.6% |
17% |
False |
False |
612,316 |
| 60 |
126-010 |
119-140 |
6-190 |
5.4% |
0-183 |
0.5% |
26% |
False |
False |
446,554 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-279 |
|
2.618 |
123-215 |
|
1.618 |
122-300 |
|
1.000 |
122-155 |
|
0.618 |
122-065 |
|
HIGH |
121-240 |
|
0.618 |
121-150 |
|
0.500 |
121-122 |
|
0.382 |
121-095 |
|
LOW |
121-005 |
|
0.618 |
120-180 |
|
1.000 |
120-090 |
|
1.618 |
119-265 |
|
2.618 |
119-030 |
|
4.250 |
117-286 |
|
|
| Fisher Pivots for day following 29-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
121-122 |
121-212 |
| PP |
121-095 |
121-155 |
| S1 |
121-068 |
121-098 |
|