CBOT 10-Year T-Note Future June 2009
| Trading Metrics calculated at close of trading on 19-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2009 |
19-May-2009 |
Change |
Change % |
Previous Week |
| Open |
121-225 |
120-185 |
-1-040 |
-0.9% |
120-315 |
| High |
121-225 |
120-215 |
-1-010 |
-0.8% |
121-310 |
| Low |
120-265 |
120-185 |
-0-080 |
-0.2% |
120-295 |
| Close |
120-265 |
120-210 |
-0-055 |
-0.1% |
121-165 |
| Range |
0-280 |
0-030 |
-0-250 |
-89.3% |
1-015 |
| ATR |
0-220 |
0-210 |
-0-010 |
-4.5% |
0-000 |
| Volume |
531,520 |
556,584 |
25,064 |
4.7% |
2,945,989 |
|
| Daily Pivots for day following 19-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-293 |
120-282 |
120-226 |
|
| R3 |
120-263 |
120-252 |
120-218 |
|
| R2 |
120-233 |
120-233 |
120-216 |
|
| R1 |
120-222 |
120-222 |
120-213 |
120-228 |
| PP |
120-203 |
120-203 |
120-203 |
120-206 |
| S1 |
120-192 |
120-192 |
120-207 |
120-198 |
| S2 |
120-173 |
120-173 |
120-204 |
|
| S3 |
120-143 |
120-162 |
120-202 |
|
| S4 |
120-113 |
120-132 |
120-194 |
|
|
| 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 |
120-185 |
1-125 |
1.2% |
0-157 |
0.4% |
6% |
False |
True |
567,907 |
| 10 |
121-310 |
119-275 |
2-035 |
1.7% |
0-171 |
0.4% |
38% |
False |
False |
597,808 |
| 20 |
122-170 |
119-275 |
2-215 |
2.2% |
0-162 |
0.4% |
30% |
False |
False |
596,333 |
| 40 |
124-090 |
119-275 |
4-135 |
3.7% |
0-178 |
0.5% |
18% |
False |
False |
562,982 |
| 60 |
126-010 |
119-190 |
6-140 |
5.3% |
0-215 |
0.6% |
17% |
False |
False |
578,907 |
| 80 |
126-010 |
119-140 |
6-190 |
5.5% |
0-165 |
0.4% |
18% |
False |
False |
436,938 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-022 |
|
2.618 |
120-294 |
|
1.618 |
120-264 |
|
1.000 |
120-245 |
|
0.618 |
120-234 |
|
HIGH |
120-215 |
|
0.618 |
120-204 |
|
0.500 |
120-200 |
|
0.382 |
120-196 |
|
LOW |
120-185 |
|
0.618 |
120-166 |
|
1.000 |
120-155 |
|
1.618 |
120-136 |
|
2.618 |
120-106 |
|
4.250 |
120-058 |
|
|
| Fisher Pivots for day following 19-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
120-207 |
121-048 |
| PP |
120-203 |
120-315 |
| S1 |
120-200 |
120-262 |
|