CBOT 10-Year T-Note Future June 2009
| Trading Metrics calculated at close of trading on 30-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2009 |
30-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
121-215 |
121-005 |
-0-210 |
-0.5% |
122-235 |
| High |
121-240 |
121-005 |
-0-235 |
-0.6% |
123-135 |
| Low |
121-005 |
120-190 |
-0-135 |
-0.3% |
121-175 |
| Close |
121-040 |
120-300 |
-0-060 |
-0.2% |
121-175 |
| Range |
0-235 |
0-135 |
-0-100 |
-42.6% |
1-280 |
| ATR |
0-243 |
0-238 |
-0-005 |
-2.1% |
0-000 |
| Volume |
686,531 |
770,215 |
83,684 |
12.2% |
3,086,832 |
|
| Daily Pivots for day following 30-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-037 |
121-303 |
121-054 |
|
| R3 |
121-222 |
121-168 |
121-017 |
|
| R2 |
121-087 |
121-087 |
121-005 |
|
| R1 |
121-033 |
121-033 |
120-312 |
120-312 |
| PP |
120-272 |
120-272 |
120-272 |
120-251 |
| S1 |
120-218 |
120-218 |
120-288 |
120-178 |
| S2 |
120-137 |
120-137 |
120-275 |
|
| S3 |
120-002 |
120-083 |
120-263 |
|
| S4 |
119-187 |
119-268 |
120-226 |
|
|
| 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 |
120-190 |
1-230 |
1.4% |
0-163 |
0.4% |
20% |
False |
True |
644,621 |
| 10 |
123-135 |
120-190 |
2-265 |
2.3% |
0-186 |
0.5% |
12% |
False |
True |
614,333 |
| 20 |
123-270 |
120-190 |
3-080 |
2.7% |
0-188 |
0.5% |
11% |
False |
True |
561,963 |
| 40 |
126-010 |
120-030 |
5-300 |
4.9% |
0-232 |
0.6% |
14% |
False |
False |
615,196 |
| 60 |
126-010 |
119-140 |
6-190 |
5.5% |
0-185 |
0.5% |
23% |
False |
False |
459,375 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-259 |
|
2.618 |
122-038 |
|
1.618 |
121-223 |
|
1.000 |
121-140 |
|
0.618 |
121-088 |
|
HIGH |
121-005 |
|
0.618 |
120-273 |
|
0.500 |
120-258 |
|
0.382 |
120-242 |
|
LOW |
120-190 |
|
0.618 |
120-107 |
|
1.000 |
120-055 |
|
1.618 |
119-292 |
|
2.618 |
119-157 |
|
4.250 |
118-256 |
|
|
| Fisher Pivots for day following 30-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
120-286 |
121-122 |
| PP |
120-272 |
121-075 |
| S1 |
120-258 |
121-028 |
|