CBOT 10-Year T-Note Future June 2009
Trading Metrics calculated at close of trading on 06-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2009 |
06-May-2009 |
Change |
Change % |
Previous Week |
Open |
121-000 |
120-220 |
-0-100 |
-0.3% |
122-010 |
High |
121-005 |
121-110 |
0-105 |
0.3% |
122-100 |
Low |
120-240 |
120-220 |
-0-020 |
-0.1% |
120-015 |
Close |
120-305 |
121-035 |
0-050 |
0.1% |
120-240 |
Range |
0-085 |
0-210 |
0-125 |
147.1% |
2-085 |
ATR |
0-219 |
0-218 |
-0-001 |
-0.3% |
0-000 |
Volume |
371,714 |
472,845 |
101,131 |
27.2% |
3,193,360 |
|
Daily Pivots for day following 06-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123-005 |
122-230 |
121-150 |
|
R3 |
122-115 |
122-020 |
121-093 |
|
R2 |
121-225 |
121-225 |
121-074 |
|
R1 |
121-130 |
121-130 |
121-054 |
121-178 |
PP |
121-015 |
121-015 |
121-015 |
121-039 |
S1 |
120-240 |
120-240 |
121-016 |
120-288 |
S2 |
120-125 |
120-125 |
120-316 |
|
S3 |
119-235 |
120-030 |
120-297 |
|
S4 |
119-025 |
119-140 |
120-240 |
|
|
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 |
121-110 |
120-015 |
1-095 |
1.1% |
0-145 |
0.4% |
82% |
True |
False |
527,711 |
10 |
122-100 |
120-015 |
2-085 |
1.9% |
0-155 |
0.4% |
47% |
False |
False |
573,175 |
20 |
123-255 |
120-015 |
3-240 |
3.1% |
0-176 |
0.5% |
28% |
False |
False |
539,412 |
40 |
126-010 |
120-015 |
5-315 |
4.9% |
0-223 |
0.6% |
18% |
False |
False |
587,345 |
60 |
126-010 |
119-140 |
6-190 |
5.4% |
0-195 |
0.5% |
25% |
False |
False |
490,085 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-042 |
2.618 |
123-020 |
1.618 |
122-130 |
1.000 |
122-000 |
0.618 |
121-240 |
HIGH |
121-110 |
0.618 |
121-030 |
0.500 |
121-005 |
0.382 |
120-300 |
LOW |
120-220 |
0.618 |
120-090 |
1.000 |
120-010 |
1.618 |
119-200 |
2.618 |
118-310 |
4.250 |
117-288 |
|
|
Fisher Pivots for day following 06-May-2009 |
Pivot |
1 day |
3 day |
R1 |
121-025 |
121-025 |
PP |
121-015 |
121-015 |
S1 |
121-005 |
121-005 |
|