CBOT 10-Year T-Note Future June 2009
| Trading Metrics calculated at close of trading on 29-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2009 |
29-May-2009 |
Change |
Change % |
Previous Week |
| Open |
117-180 |
118-005 |
0-145 |
0.4% |
119-155 |
| High |
118-000 |
118-200 |
0-200 |
0.5% |
119-180 |
| Low |
117-030 |
118-005 |
0-295 |
0.8% |
117-030 |
| Close |
117-165 |
118-200 |
1-035 |
0.9% |
118-200 |
| Range |
0-290 |
0-195 |
-0-095 |
-32.8% |
2-150 |
| ATR |
0-245 |
0-253 |
0-008 |
3.2% |
0-000 |
| Volume |
1,502,078 |
1,469,628 |
-32,450 |
-2.2% |
4,635,762 |
|
| Daily Pivots for day following 29-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-080 |
120-015 |
118-307 |
|
| R3 |
119-205 |
119-140 |
118-254 |
|
| R2 |
119-010 |
119-010 |
118-236 |
|
| R1 |
118-265 |
118-265 |
118-218 |
118-298 |
| PP |
118-135 |
118-135 |
118-135 |
118-151 |
| S1 |
118-070 |
118-070 |
118-182 |
118-102 |
| S2 |
117-260 |
117-260 |
118-164 |
|
| S3 |
117-065 |
117-195 |
118-146 |
|
| S4 |
116-190 |
117-000 |
118-093 |
|
|
| Weekly Pivots for week ending 29-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-267 |
124-223 |
119-314 |
|
| R3 |
123-117 |
122-073 |
119-097 |
|
| R2 |
120-287 |
120-287 |
119-025 |
|
| R1 |
119-243 |
119-243 |
118-272 |
119-030 |
| PP |
118-137 |
118-137 |
118-137 |
118-030 |
| S1 |
117-093 |
117-093 |
118-128 |
116-200 |
| S2 |
115-307 |
115-307 |
118-055 |
|
| S3 |
113-157 |
114-263 |
117-303 |
|
| S4 |
111-007 |
112-113 |
117-086 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-200 |
117-030 |
2-170 |
2.1% |
0-254 |
0.7% |
60% |
False |
False |
1,143,193 |
| 10 |
121-230 |
117-030 |
4-200 |
3.9% |
0-234 |
0.6% |
33% |
False |
False |
869,464 |
| 20 |
121-310 |
117-030 |
4-280 |
4.1% |
0-198 |
0.5% |
31% |
False |
False |
722,602 |
| 40 |
123-270 |
117-030 |
6-240 |
5.7% |
0-193 |
0.5% |
23% |
False |
False |
642,283 |
| 60 |
126-010 |
117-030 |
8-300 |
7.5% |
0-221 |
0.6% |
17% |
False |
False |
650,998 |
| 80 |
126-010 |
117-030 |
8-300 |
7.5% |
0-188 |
0.5% |
17% |
False |
False |
525,182 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-069 |
|
2.618 |
120-071 |
|
1.618 |
119-196 |
|
1.000 |
119-075 |
|
0.618 |
119-001 |
|
HIGH |
118-200 |
|
0.618 |
118-126 |
|
0.500 |
118-102 |
|
0.382 |
118-079 |
|
LOW |
118-005 |
|
0.618 |
117-204 |
|
1.000 |
117-130 |
|
1.618 |
117-009 |
|
2.618 |
116-134 |
|
4.250 |
115-136 |
|
|
| Fisher Pivots for day following 29-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
118-168 |
118-118 |
| PP |
118-135 |
118-037 |
| S1 |
118-102 |
117-275 |
|