CBOT 10-Year T-Note Future June 2009
| Trading Metrics calculated at close of trading on 26-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2009 |
26-May-2009 |
Change |
Change % |
Previous Week |
| Open |
119-170 |
119-155 |
-0-015 |
0.0% |
121-225 |
| High |
119-200 |
119-180 |
-0-020 |
-0.1% |
121-225 |
| Low |
119-055 |
118-235 |
-0-140 |
-0.4% |
119-055 |
| Close |
119-055 |
118-235 |
-0-140 |
-0.4% |
119-055 |
| Range |
0-145 |
0-265 |
0-120 |
82.8% |
2-170 |
| ATR |
0-224 |
0-227 |
0-003 |
1.3% |
0-000 |
| Volume |
1,080,205 |
673,648 |
-406,557 |
-37.6% |
3,530,808 |
|
| Daily Pivots for day following 26-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-158 |
120-302 |
119-061 |
|
| R3 |
120-213 |
120-037 |
118-308 |
|
| R2 |
119-268 |
119-268 |
118-284 |
|
| R1 |
119-092 |
119-092 |
118-259 |
119-048 |
| PP |
119-003 |
119-003 |
119-003 |
118-301 |
| S1 |
118-147 |
118-147 |
118-211 |
118-102 |
| S2 |
118-058 |
118-058 |
118-186 |
|
| S3 |
117-113 |
117-202 |
118-162 |
|
| S4 |
116-168 |
116-257 |
118-089 |
|
|
| 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 |
121-125 |
118-235 |
2-210 |
2.2% |
0-209 |
0.6% |
0% |
False |
True |
734,587 |
| 10 |
121-310 |
118-235 |
3-075 |
2.7% |
0-196 |
0.5% |
0% |
False |
True |
647,142 |
| 20 |
122-055 |
118-235 |
3-140 |
2.9% |
0-182 |
0.5% |
0% |
False |
True |
627,799 |
| 40 |
124-090 |
118-235 |
5-175 |
4.7% |
0-180 |
0.5% |
0% |
False |
True |
577,755 |
| 60 |
126-010 |
118-235 |
7-095 |
6.1% |
0-218 |
0.6% |
0% |
False |
True |
615,246 |
| 80 |
126-010 |
118-235 |
7-095 |
6.1% |
0-178 |
0.5% |
0% |
False |
True |
475,761 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-026 |
|
2.618 |
121-234 |
|
1.618 |
120-289 |
|
1.000 |
120-125 |
|
0.618 |
120-024 |
|
HIGH |
119-180 |
|
0.618 |
119-079 |
|
0.500 |
119-048 |
|
0.382 |
119-016 |
|
LOW |
118-235 |
|
0.618 |
118-071 |
|
1.000 |
117-290 |
|
1.618 |
117-126 |
|
2.618 |
116-181 |
|
4.250 |
115-069 |
|
|
| Fisher Pivots for day following 26-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
119-048 |
120-020 |
| PP |
119-003 |
119-198 |
| S1 |
118-279 |
119-057 |
|