CBOT 10-Year T-Note Future June 2009
| Trading Metrics calculated at close of trading on 04-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2009 |
04-May-2009 |
Change |
Change % |
Previous Week |
| Open |
120-215 |
120-220 |
0-005 |
0.0% |
122-010 |
| High |
120-240 |
120-290 |
0-050 |
0.1% |
122-100 |
| Low |
120-015 |
120-220 |
0-205 |
0.5% |
120-015 |
| Close |
120-240 |
120-290 |
0-050 |
0.1% |
120-240 |
| Range |
0-225 |
0-070 |
-0-155 |
-68.9% |
2-085 |
| ATR |
0-241 |
0-229 |
-0-012 |
-5.1% |
0-000 |
| Volume |
641,782 |
382,000 |
-259,782 |
-40.5% |
3,193,360 |
|
| Daily Pivots for day following 04-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-157 |
121-133 |
121-008 |
|
| R3 |
121-087 |
121-063 |
120-309 |
|
| R2 |
121-017 |
121-017 |
120-303 |
|
| R1 |
120-313 |
120-313 |
120-296 |
121-005 |
| PP |
120-267 |
120-267 |
120-267 |
120-272 |
| S1 |
120-243 |
120-243 |
120-284 |
120-255 |
| S2 |
120-197 |
120-197 |
120-277 |
|
| S3 |
120-127 |
120-173 |
120-271 |
|
| S4 |
120-057 |
120-103 |
120-252 |
|
|
| 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 |
122-055 |
120-015 |
2-040 |
1.8% |
0-165 |
0.4% |
40% |
False |
False |
617,966 |
| 10 |
123-135 |
120-015 |
3-120 |
2.8% |
0-178 |
0.5% |
25% |
False |
False |
607,803 |
| 20 |
123-255 |
120-015 |
3-240 |
3.1% |
0-174 |
0.4% |
23% |
False |
False |
558,569 |
| 40 |
126-010 |
120-015 |
5-315 |
4.9% |
0-229 |
0.6% |
14% |
False |
False |
606,771 |
| 60 |
126-010 |
119-140 |
6-190 |
5.5% |
0-190 |
0.5% |
22% |
False |
False |
476,278 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-268 |
|
2.618 |
121-153 |
|
1.618 |
121-083 |
|
1.000 |
121-040 |
|
0.618 |
121-013 |
|
HIGH |
120-290 |
|
0.618 |
120-263 |
|
0.500 |
120-255 |
|
0.382 |
120-247 |
|
LOW |
120-220 |
|
0.618 |
120-177 |
|
1.000 |
120-150 |
|
1.618 |
120-107 |
|
2.618 |
120-037 |
|
4.250 |
119-242 |
|
|
| Fisher Pivots for day following 04-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
120-278 |
120-250 |
| PP |
120-267 |
120-210 |
| S1 |
120-255 |
120-170 |
|