CBOT 10-Year T-Note Future June 2009
| Trading Metrics calculated at close of trading on 11-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2009 |
11-May-2009 |
Change |
Change % |
Previous Week |
| Open |
119-275 |
120-315 |
1-040 |
0.9% |
120-220 |
| High |
120-185 |
121-085 |
0-220 |
0.6% |
121-110 |
| Low |
119-275 |
120-315 |
1-040 |
0.9% |
119-275 |
| Close |
120-115 |
121-085 |
0-290 |
0.8% |
120-115 |
| Range |
0-230 |
0-090 |
-0-140 |
-60.9% |
1-155 |
| ATR |
0-231 |
0-235 |
0-004 |
1.8% |
0-000 |
| Volume |
858,138 |
679,021 |
-179,117 |
-20.9% |
2,697,710 |
|
| Daily Pivots for day following 11-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-005 |
121-295 |
121-134 |
|
| R3 |
121-235 |
121-205 |
121-110 |
|
| R2 |
121-145 |
121-145 |
121-102 |
|
| R1 |
121-115 |
121-115 |
121-093 |
121-130 |
| PP |
121-055 |
121-055 |
121-055 |
121-062 |
| S1 |
121-025 |
121-025 |
121-077 |
121-040 |
| S2 |
120-285 |
120-285 |
121-068 |
|
| S3 |
120-195 |
120-255 |
121-060 |
|
| S4 |
120-105 |
120-165 |
121-036 |
|
|
| Weekly Pivots for week ending 08-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-312 |
124-048 |
121-056 |
|
| R3 |
123-157 |
122-213 |
120-246 |
|
| R2 |
122-002 |
122-002 |
120-202 |
|
| R1 |
121-058 |
121-058 |
120-159 |
120-272 |
| PP |
120-167 |
120-167 |
120-167 |
120-114 |
| S1 |
119-223 |
119-223 |
120-071 |
119-118 |
| S2 |
119-012 |
119-012 |
120-028 |
|
| S3 |
117-177 |
118-068 |
119-304 |
|
| S4 |
116-022 |
116-233 |
119-174 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-110 |
119-275 |
1-155 |
1.2% |
0-171 |
0.4% |
95% |
False |
False |
598,946 |
| 10 |
122-055 |
119-275 |
2-100 |
1.9% |
0-168 |
0.4% |
61% |
False |
False |
608,456 |
| 20 |
123-255 |
119-275 |
3-300 |
3.2% |
0-172 |
0.4% |
36% |
False |
False |
575,032 |
| 40 |
126-010 |
119-275 |
6-055 |
5.1% |
0-218 |
0.6% |
23% |
False |
False |
588,324 |
| 60 |
126-010 |
119-190 |
6-140 |
5.3% |
0-204 |
0.5% |
26% |
False |
False |
525,633 |
| 80 |
126-010 |
119-140 |
6-190 |
5.4% |
0-153 |
0.4% |
28% |
False |
False |
395,062 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-148 |
|
2.618 |
122-001 |
|
1.618 |
121-231 |
|
1.000 |
121-175 |
|
0.618 |
121-141 |
|
HIGH |
121-085 |
|
0.618 |
121-051 |
|
0.500 |
121-040 |
|
0.382 |
121-029 |
|
LOW |
120-315 |
|
0.618 |
120-259 |
|
1.000 |
120-225 |
|
1.618 |
120-169 |
|
2.618 |
120-079 |
|
4.250 |
119-252 |
|
|
| Fisher Pivots for day following 11-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
121-070 |
121-010 |
| PP |
121-055 |
120-255 |
| S1 |
121-040 |
120-180 |
|