CBOT 10-Year T-Note Future June 2009
Trading Metrics calculated at close of trading on 18-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2009 |
18-May-2009 |
Change |
Change % |
Previous Week |
Open |
121-230 |
121-225 |
-0-005 |
0.0% |
120-315 |
High |
121-230 |
121-225 |
-0-005 |
0.0% |
121-310 |
Low |
121-080 |
120-265 |
-0-135 |
-0.3% |
120-295 |
Close |
121-165 |
120-265 |
-0-220 |
-0.6% |
121-165 |
Range |
0-150 |
0-280 |
0-130 |
86.7% |
1-015 |
ATR |
0-215 |
0-220 |
0-005 |
2.2% |
0-000 |
Volume |
528,079 |
531,520 |
3,441 |
0.7% |
2,945,989 |
|
Daily Pivots for day following 18-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123-238 |
123-052 |
121-099 |
|
R3 |
122-278 |
122-092 |
121-022 |
|
R2 |
121-318 |
121-318 |
120-316 |
|
R1 |
121-132 |
121-132 |
120-291 |
121-085 |
PP |
121-038 |
121-038 |
121-038 |
121-015 |
S1 |
120-172 |
120-172 |
120-239 |
120-125 |
S2 |
120-078 |
120-078 |
120-214 |
|
S3 |
119-118 |
119-212 |
120-188 |
|
S4 |
118-158 |
118-252 |
120-111 |
|
|
Weekly Pivots for week ending 15-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-195 |
124-035 |
122-029 |
|
R3 |
123-180 |
123-020 |
121-257 |
|
R2 |
122-165 |
122-165 |
121-226 |
|
R1 |
122-005 |
122-005 |
121-196 |
122-085 |
PP |
121-150 |
121-150 |
121-150 |
121-190 |
S1 |
120-310 |
120-310 |
121-134 |
121-070 |
S2 |
120-135 |
120-135 |
121-104 |
|
S3 |
119-120 |
119-295 |
121-073 |
|
S4 |
118-105 |
118-280 |
120-301 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
121-310 |
120-265 |
1-045 |
0.9% |
0-182 |
0.5% |
0% |
False |
True |
559,697 |
10 |
121-310 |
119-275 |
2-035 |
1.7% |
0-176 |
0.5% |
46% |
False |
False |
579,321 |
20 |
123-135 |
119-275 |
3-180 |
2.9% |
0-178 |
0.5% |
27% |
False |
False |
593,562 |
40 |
124-195 |
119-275 |
4-240 |
3.9% |
0-180 |
0.5% |
20% |
False |
False |
562,071 |
60 |
126-010 |
119-190 |
6-140 |
5.3% |
0-215 |
0.6% |
19% |
False |
False |
570,221 |
80 |
126-010 |
119-140 |
6-190 |
5.5% |
0-164 |
0.4% |
21% |
False |
False |
430,028 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-135 |
2.618 |
123-318 |
1.618 |
123-038 |
1.000 |
122-185 |
0.618 |
122-078 |
HIGH |
121-225 |
0.618 |
121-118 |
0.500 |
121-085 |
0.382 |
121-052 |
LOW |
120-265 |
0.618 |
120-092 |
1.000 |
119-305 |
1.618 |
119-132 |
2.618 |
118-172 |
4.250 |
117-035 |
|
|
Fisher Pivots for day following 18-May-2009 |
Pivot |
1 day |
3 day |
R1 |
121-085 |
121-128 |
PP |
121-038 |
121-067 |
S1 |
120-312 |
121-006 |
|