CBOT 10-Year T-Note Future June 2009
Trading Metrics calculated at close of trading on 13-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2009 |
13-May-2009 |
Change |
Change % |
Previous Week |
Open |
120-310 |
121-095 |
0-105 |
0.3% |
120-220 |
High |
121-130 |
121-280 |
0-150 |
0.4% |
121-110 |
Low |
120-295 |
121-095 |
0-120 |
0.3% |
119-275 |
Close |
121-095 |
121-235 |
0-140 |
0.4% |
120-115 |
Range |
0-155 |
0-185 |
0-030 |
19.4% |
1-155 |
ATR |
0-229 |
0-226 |
-0-003 |
-1.4% |
0-000 |
Volume |
515,537 |
574,302 |
58,765 |
11.4% |
2,697,710 |
|
Daily Pivots for day following 13-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123-118 |
123-042 |
122-017 |
|
R3 |
122-253 |
122-177 |
121-286 |
|
R2 |
122-068 |
122-068 |
121-269 |
|
R1 |
121-312 |
121-312 |
121-252 |
122-030 |
PP |
121-203 |
121-203 |
121-203 |
121-222 |
S1 |
121-127 |
121-127 |
121-218 |
121-165 |
S2 |
121-018 |
121-018 |
121-201 |
|
S3 |
120-153 |
120-262 |
121-184 |
|
S4 |
119-288 |
120-077 |
121-133 |
|
|
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 |
121-280 |
119-275 |
2-005 |
1.7% |
0-180 |
0.5% |
93% |
True |
False |
648,002 |
10 |
121-280 |
119-275 |
2-005 |
1.7% |
0-162 |
0.4% |
93% |
True |
False |
587,856 |
20 |
123-190 |
119-275 |
3-235 |
3.1% |
0-174 |
0.4% |
50% |
False |
False |
588,759 |
40 |
126-010 |
119-275 |
6-055 |
5.1% |
0-216 |
0.6% |
30% |
False |
False |
583,793 |
60 |
126-010 |
119-190 |
6-140 |
5.3% |
0-209 |
0.5% |
33% |
False |
False |
543,337 |
80 |
126-010 |
119-140 |
6-190 |
5.4% |
0-157 |
0.4% |
35% |
False |
False |
408,680 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-106 |
2.618 |
123-124 |
1.618 |
122-259 |
1.000 |
122-145 |
0.618 |
122-074 |
HIGH |
121-280 |
0.618 |
121-209 |
0.500 |
121-188 |
0.382 |
121-166 |
LOW |
121-095 |
0.618 |
120-301 |
1.000 |
120-230 |
1.618 |
120-116 |
2.618 |
119-251 |
4.250 |
118-269 |
|
|
Fisher Pivots for day following 13-May-2009 |
Pivot |
1 day |
3 day |
R1 |
121-219 |
121-199 |
PP |
121-203 |
121-163 |
S1 |
121-188 |
121-128 |
|