CBOT 10-Year T-Note Future June 2009
| Trading Metrics calculated at close of trading on 14-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2009 |
14-May-2009 |
Change |
Change % |
Previous Week |
| Open |
121-095 |
121-310 |
0-215 |
0.6% |
120-220 |
| High |
121-280 |
121-310 |
0-030 |
0.1% |
121-110 |
| Low |
121-095 |
121-170 |
0-075 |
0.2% |
119-275 |
| Close |
121-235 |
121-215 |
-0-020 |
-0.1% |
120-115 |
| Range |
0-185 |
0-140 |
-0-045 |
-24.3% |
1-155 |
| ATR |
0-226 |
0-220 |
-0-006 |
-2.7% |
0-000 |
| Volume |
574,302 |
649,050 |
74,748 |
13.0% |
2,697,710 |
|
| Daily Pivots for day following 14-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-012 |
122-253 |
121-292 |
|
| R3 |
122-192 |
122-113 |
121-254 |
|
| R2 |
122-052 |
122-052 |
121-241 |
|
| R1 |
121-293 |
121-293 |
121-228 |
121-262 |
| PP |
121-232 |
121-232 |
121-232 |
121-216 |
| S1 |
121-153 |
121-153 |
121-202 |
121-122 |
| S2 |
121-092 |
121-092 |
121-189 |
|
| S3 |
120-272 |
121-013 |
121-176 |
|
| S4 |
120-132 |
120-193 |
121-138 |
|
|
| 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 |
121-310 |
119-275 |
2-035 |
1.7% |
0-160 |
0.4% |
86% |
True |
False |
655,209 |
| 10 |
121-310 |
119-275 |
2-035 |
1.7% |
0-163 |
0.4% |
86% |
True |
False |
575,740 |
| 20 |
123-135 |
119-275 |
3-180 |
2.9% |
0-175 |
0.4% |
51% |
False |
False |
595,036 |
| 40 |
126-010 |
119-275 |
6-055 |
5.1% |
0-184 |
0.5% |
29% |
False |
False |
583,618 |
| 60 |
126-010 |
119-190 |
6-140 |
5.3% |
0-212 |
0.5% |
32% |
False |
False |
554,075 |
| 80 |
126-010 |
119-140 |
6-190 |
5.4% |
0-159 |
0.4% |
34% |
False |
False |
416,789 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-265 |
|
2.618 |
123-037 |
|
1.618 |
122-217 |
|
1.000 |
122-130 |
|
0.618 |
122-077 |
|
HIGH |
121-310 |
|
0.618 |
121-257 |
|
0.500 |
121-240 |
|
0.382 |
121-223 |
|
LOW |
121-170 |
|
0.618 |
121-083 |
|
1.000 |
121-030 |
|
1.618 |
120-263 |
|
2.618 |
120-123 |
|
4.250 |
119-215 |
|
|
| Fisher Pivots for day following 14-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
121-240 |
121-191 |
| PP |
121-232 |
121-167 |
| S1 |
121-223 |
121-142 |
|