CBOT 10-Year T-Note Future June 2009
| Trading Metrics calculated at close of trading on 07-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2009 |
07-May-2009 |
Change |
Change % |
Previous Week |
| Open |
120-220 |
120-150 |
-0-070 |
-0.2% |
122-010 |
| High |
121-110 |
120-200 |
-0-230 |
-0.6% |
122-100 |
| Low |
120-220 |
119-280 |
-0-260 |
-0.7% |
120-015 |
| Close |
121-035 |
120-080 |
-0-275 |
-0.7% |
120-240 |
| Range |
0-210 |
0-240 |
0-030 |
14.3% |
2-085 |
| ATR |
0-218 |
0-231 |
0-013 |
5.8% |
0-000 |
| Volume |
472,845 |
613,013 |
140,168 |
29.6% |
3,193,360 |
|
| Daily Pivots for day following 07-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-160 |
122-040 |
120-212 |
|
| R3 |
121-240 |
121-120 |
120-146 |
|
| R2 |
121-000 |
121-000 |
120-124 |
|
| R1 |
120-200 |
120-200 |
120-102 |
120-140 |
| PP |
120-080 |
120-080 |
120-080 |
120-050 |
| S1 |
119-280 |
119-280 |
120-058 |
119-220 |
| S2 |
119-160 |
119-160 |
120-036 |
|
| S3 |
118-240 |
119-040 |
120-014 |
|
| S4 |
118-000 |
118-120 |
119-268 |
|
|
| 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 |
119-280 |
1-150 |
1.2% |
0-166 |
0.4% |
26% |
False |
True |
496,270 |
| 10 |
122-100 |
119-280 |
2-140 |
2.0% |
0-164 |
0.4% |
15% |
False |
True |
570,446 |
| 20 |
123-255 |
119-280 |
3-295 |
3.3% |
0-181 |
0.5% |
10% |
False |
True |
549,303 |
| 40 |
126-010 |
119-280 |
6-050 |
5.1% |
0-226 |
0.6% |
6% |
False |
True |
588,211 |
| 60 |
126-010 |
119-190 |
6-140 |
5.4% |
0-199 |
0.5% |
10% |
False |
False |
500,239 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-260 |
|
2.618 |
122-188 |
|
1.618 |
121-268 |
|
1.000 |
121-120 |
|
0.618 |
121-028 |
|
HIGH |
120-200 |
|
0.618 |
120-108 |
|
0.500 |
120-080 |
|
0.382 |
120-052 |
|
LOW |
119-280 |
|
0.618 |
119-132 |
|
1.000 |
119-040 |
|
1.618 |
118-212 |
|
2.618 |
117-292 |
|
4.250 |
116-220 |
|
|
| Fisher Pivots for day following 07-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
120-080 |
120-195 |
| PP |
120-080 |
120-157 |
| S1 |
120-080 |
120-118 |
|