CBOT 10-Year T-Note Future June 2009
Trading Metrics calculated at close of trading on 22-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2009 |
22-May-2009 |
Change |
Change % |
Previous Week |
Open |
121-035 |
119-170 |
-1-185 |
-1.3% |
121-225 |
High |
121-125 |
119-200 |
-1-245 |
-1.5% |
121-225 |
Low |
119-295 |
119-055 |
-0-240 |
-0.6% |
119-055 |
Close |
119-295 |
119-055 |
-0-240 |
-0.6% |
119-055 |
Range |
1-150 |
0-145 |
-1-005 |
-69.1% |
2-170 |
ATR |
0-223 |
0-224 |
0-001 |
0.5% |
0-000 |
Volume |
716,545 |
1,080,205 |
363,660 |
50.8% |
3,530,808 |
|
Daily Pivots for day following 22-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-218 |
120-122 |
119-135 |
|
R3 |
120-073 |
119-297 |
119-095 |
|
R2 |
119-248 |
119-248 |
119-082 |
|
R1 |
119-152 |
119-152 |
119-068 |
119-128 |
PP |
119-103 |
119-103 |
119-103 |
119-091 |
S1 |
119-007 |
119-007 |
119-042 |
118-302 |
S2 |
118-278 |
118-278 |
119-028 |
|
S3 |
118-133 |
118-182 |
119-015 |
|
S4 |
117-308 |
118-037 |
118-295 |
|
|
Weekly Pivots for week ending 22-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-195 |
125-295 |
120-180 |
|
R3 |
125-025 |
123-125 |
119-278 |
|
R2 |
122-175 |
122-175 |
119-204 |
|
R1 |
120-275 |
120-275 |
119-129 |
120-140 |
PP |
120-005 |
120-005 |
120-005 |
119-258 |
S1 |
118-105 |
118-105 |
118-301 |
117-290 |
S2 |
117-155 |
117-155 |
118-226 |
|
S3 |
114-305 |
115-255 |
118-152 |
|
S4 |
112-135 |
113-085 |
117-250 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
121-225 |
119-055 |
2-170 |
2.1% |
0-212 |
0.6% |
0% |
False |
True |
706,161 |
10 |
121-310 |
119-055 |
2-255 |
2.3% |
0-178 |
0.5% |
0% |
False |
True |
647,679 |
20 |
122-100 |
119-055 |
3-045 |
2.6% |
0-178 |
0.5% |
0% |
False |
True |
618,393 |
40 |
124-090 |
119-055 |
5-035 |
4.3% |
0-179 |
0.5% |
0% |
False |
True |
577,601 |
60 |
126-010 |
119-055 |
6-275 |
5.8% |
0-216 |
0.6% |
0% |
False |
True |
611,252 |
80 |
126-010 |
119-055 |
6-275 |
5.8% |
0-174 |
0.5% |
0% |
False |
True |
467,404 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
121-176 |
2.618 |
120-260 |
1.618 |
120-115 |
1.000 |
120-025 |
0.618 |
119-290 |
HIGH |
119-200 |
0.618 |
119-145 |
0.500 |
119-128 |
0.382 |
119-110 |
LOW |
119-055 |
0.618 |
118-285 |
1.000 |
118-230 |
1.618 |
118-140 |
2.618 |
117-315 |
4.250 |
117-079 |
|
|
Fisher Pivots for day following 22-May-2009 |
Pivot |
1 day |
3 day |
R1 |
119-128 |
120-090 |
PP |
119-103 |
119-292 |
S1 |
119-079 |
119-173 |
|