CBOT 10-Year T-Note Future September 2009
Trading Metrics calculated at close of trading on 13-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2009 |
13-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
120-230 |
121-160 |
0-250 |
0.6% |
120-070 |
High |
120-230 |
121-160 |
0-250 |
0.6% |
121-040 |
Low |
120-230 |
121-160 |
0-250 |
0.6% |
120-070 |
Close |
120-230 |
121-160 |
0-250 |
0.6% |
120-230 |
Range |
|
|
|
|
|
ATR |
0-200 |
0-204 |
0-004 |
1.8% |
0-000 |
Volume |
1 |
0 |
-1 |
-100.0% |
11 |
|
Daily Pivots for day following 13-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-160 |
121-160 |
121-160 |
|
R3 |
121-160 |
121-160 |
121-160 |
|
R2 |
121-160 |
121-160 |
121-160 |
|
R1 |
121-160 |
121-160 |
121-160 |
121-160 |
PP |
121-160 |
121-160 |
121-160 |
121-160 |
S1 |
121-160 |
121-160 |
121-160 |
121-160 |
S2 |
121-160 |
121-160 |
121-160 |
|
S3 |
121-160 |
121-160 |
121-160 |
|
S4 |
121-160 |
121-160 |
121-160 |
|
|
Weekly Pivots for week ending 10-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123-130 |
122-310 |
121-070 |
|
R3 |
122-160 |
122-020 |
120-310 |
|
R2 |
121-190 |
121-190 |
120-283 |
|
R1 |
121-050 |
121-050 |
120-257 |
121-120 |
PP |
120-220 |
120-220 |
120-220 |
120-255 |
S1 |
120-080 |
120-080 |
120-203 |
120-150 |
S2 |
119-250 |
119-250 |
120-177 |
|
S3 |
118-280 |
119-110 |
120-150 |
|
S4 |
117-310 |
118-140 |
120-070 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
121-160 |
120-070 |
1-090 |
1.1% |
0-000 |
0.0% |
100% |
True |
False |
2 |
10 |
122-220 |
120-070 |
2-150 |
2.0% |
0-000 |
0.0% |
52% |
False |
False |
2 |
20 |
124-110 |
119-300 |
4-130 |
3.6% |
0-000 |
0.0% |
35% |
False |
False |
2 |
40 |
124-110 |
118-260 |
5-170 |
4.6% |
0-000 |
0.0% |
49% |
False |
False |
2 |
60 |
124-110 |
118-140 |
5-290 |
4.9% |
0-000 |
0.0% |
52% |
False |
False |
2 |
80 |
125-240 |
118-140 |
7-100 |
6.0% |
0-000 |
0.0% |
42% |
False |
False |
2 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
121-160 |
2.618 |
121-160 |
1.618 |
121-160 |
1.000 |
121-160 |
0.618 |
121-160 |
HIGH |
121-160 |
0.618 |
121-160 |
0.500 |
121-160 |
0.382 |
121-160 |
LOW |
121-160 |
0.618 |
121-160 |
1.000 |
121-160 |
1.618 |
121-160 |
2.618 |
121-160 |
4.250 |
121-160 |
|
|
Fisher Pivots for day following 13-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
121-160 |
121-118 |
PP |
121-160 |
121-077 |
S1 |
121-160 |
121-035 |
|