CBOT 10-Year T-Note Future June 2009
| Trading Metrics calculated at close of trading on 01-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2009 |
01-May-2009 |
Change |
Change % |
Previous Week |
| Open |
121-005 |
120-215 |
-0-110 |
-0.3% |
122-010 |
| High |
121-005 |
120-240 |
-0-085 |
-0.2% |
122-100 |
| Low |
120-190 |
120-015 |
-0-175 |
-0.5% |
120-015 |
| Close |
120-300 |
120-240 |
-0-060 |
-0.2% |
120-240 |
| Range |
0-135 |
0-225 |
0-090 |
66.7% |
2-085 |
| ATR |
0-238 |
0-241 |
0-003 |
1.4% |
0-000 |
| Volume |
770,215 |
641,782 |
-128,433 |
-16.7% |
3,193,360 |
|
| Daily Pivots for day following 01-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-200 |
122-125 |
121-044 |
|
| R3 |
121-295 |
121-220 |
120-302 |
|
| R2 |
121-070 |
121-070 |
120-281 |
|
| R1 |
120-315 |
120-315 |
120-261 |
121-032 |
| PP |
120-165 |
120-165 |
120-165 |
120-184 |
| S1 |
120-090 |
120-090 |
120-219 |
120-128 |
| S2 |
119-260 |
119-260 |
120-199 |
|
| S3 |
119-035 |
119-185 |
120-178 |
|
| S4 |
118-130 |
118-280 |
120-116 |
|
|
| Weekly Pivots for week ending 01-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-267 |
126-178 |
121-319 |
|
| R3 |
125-182 |
124-093 |
121-119 |
|
| R2 |
123-097 |
123-097 |
121-053 |
|
| R1 |
122-008 |
122-008 |
120-306 |
121-170 |
| PP |
121-012 |
121-012 |
121-012 |
120-252 |
| S1 |
119-243 |
119-243 |
120-174 |
119-085 |
| S2 |
118-247 |
118-247 |
120-107 |
|
| S3 |
116-162 |
117-158 |
120-041 |
|
| S4 |
114-077 |
115-073 |
119-161 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122-100 |
120-015 |
2-085 |
1.9% |
0-187 |
0.5% |
31% |
False |
True |
638,672 |
| 10 |
123-135 |
120-015 |
3-120 |
2.8% |
0-186 |
0.5% |
21% |
False |
True |
628,019 |
| 20 |
123-255 |
120-015 |
3-240 |
3.1% |
0-190 |
0.5% |
19% |
False |
True |
569,759 |
| 40 |
126-010 |
120-015 |
5-315 |
5.0% |
0-234 |
0.6% |
12% |
False |
True |
614,592 |
| 60 |
126-010 |
119-140 |
6-190 |
5.5% |
0-189 |
0.5% |
20% |
False |
False |
469,997 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-236 |
|
2.618 |
122-189 |
|
1.618 |
121-284 |
|
1.000 |
121-145 |
|
0.618 |
121-059 |
|
HIGH |
120-240 |
|
0.618 |
120-154 |
|
0.500 |
120-128 |
|
0.382 |
120-101 |
|
LOW |
120-015 |
|
0.618 |
119-196 |
|
1.000 |
119-110 |
|
1.618 |
118-291 |
|
2.618 |
118-066 |
|
4.250 |
117-019 |
|
|
| Fisher Pivots for day following 01-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
120-202 |
120-288 |
| PP |
120-165 |
120-272 |
| S1 |
120-128 |
120-256 |
|