CBOT 10-Year T-Note Future June 2009
Trading Metrics calculated at close of trading on 05-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2009 |
05-May-2009 |
Change |
Change % |
Previous Week |
Open |
120-220 |
121-000 |
0-100 |
0.3% |
122-010 |
High |
120-290 |
121-005 |
0-035 |
0.1% |
122-100 |
Low |
120-220 |
120-240 |
0-020 |
0.1% |
120-015 |
Close |
120-290 |
120-305 |
0-015 |
0.0% |
120-240 |
Range |
0-070 |
0-085 |
0-015 |
21.4% |
2-085 |
ATR |
0-229 |
0-219 |
-0-010 |
-4.5% |
0-000 |
Volume |
382,000 |
371,714 |
-10,286 |
-2.7% |
3,193,360 |
|
Daily Pivots for day following 05-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-225 |
121-190 |
121-032 |
|
R3 |
121-140 |
121-105 |
121-008 |
|
R2 |
121-055 |
121-055 |
121-001 |
|
R1 |
121-020 |
121-020 |
120-313 |
120-315 |
PP |
120-290 |
120-290 |
120-290 |
120-278 |
S1 |
120-255 |
120-255 |
120-297 |
120-230 |
S2 |
120-205 |
120-205 |
120-289 |
|
S3 |
120-120 |
120-170 |
120-282 |
|
S4 |
120-035 |
120-085 |
120-258 |
|
|
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 |
121-240 |
120-015 |
1-225 |
1.4% |
0-150 |
0.4% |
53% |
False |
False |
570,448 |
10 |
122-170 |
120-015 |
2-155 |
2.1% |
0-154 |
0.4% |
36% |
False |
False |
594,858 |
20 |
123-255 |
120-015 |
3-240 |
3.1% |
0-170 |
0.4% |
24% |
False |
False |
539,491 |
40 |
126-010 |
120-015 |
5-315 |
4.9% |
0-225 |
0.6% |
15% |
False |
False |
596,281 |
60 |
126-010 |
119-140 |
6-190 |
5.5% |
0-191 |
0.5% |
23% |
False |
False |
482,350 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
122-046 |
2.618 |
121-228 |
1.618 |
121-143 |
1.000 |
121-090 |
0.618 |
121-058 |
HIGH |
121-005 |
0.618 |
120-293 |
0.500 |
120-282 |
0.382 |
120-272 |
LOW |
120-240 |
0.618 |
120-187 |
1.000 |
120-155 |
1.618 |
120-102 |
2.618 |
120-017 |
4.250 |
119-199 |
|
|
Fisher Pivots for day following 05-May-2009 |
Pivot |
1 day |
3 day |
R1 |
120-298 |
120-260 |
PP |
120-290 |
120-215 |
S1 |
120-282 |
120-170 |
|