CBOT 10-Year T-Note Future September 2009
Trading Metrics calculated at close of trading on 16-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2009 |
16-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
122-070 |
121-200 |
-0-190 |
-0.5% |
120-070 |
High |
122-070 |
121-200 |
-0-190 |
-0.5% |
121-040 |
Low |
122-070 |
121-200 |
-0-190 |
-0.5% |
120-070 |
Close |
122-070 |
121-200 |
-0-190 |
-0.5% |
120-230 |
Range |
|
|
|
|
|
ATR |
0-192 |
0-191 |
0-000 |
-0.1% |
0-000 |
Volume |
0 |
12 |
12 |
|
11 |
|
Daily Pivots for day following 16-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-200 |
121-200 |
121-200 |
|
R3 |
121-200 |
121-200 |
121-200 |
|
R2 |
121-200 |
121-200 |
121-200 |
|
R1 |
121-200 |
121-200 |
121-200 |
121-200 |
PP |
121-200 |
121-200 |
121-200 |
121-200 |
S1 |
121-200 |
121-200 |
121-200 |
121-200 |
S2 |
121-200 |
121-200 |
121-200 |
|
S3 |
121-200 |
121-200 |
121-200 |
|
S4 |
121-200 |
121-200 |
121-200 |
|
|
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 |
122-070 |
120-230 |
1-160 |
1.2% |
0-000 |
0.0% |
60% |
False |
False |
2 |
10 |
122-070 |
120-070 |
2-000 |
1.6% |
0-000 |
0.0% |
70% |
False |
False |
2 |
20 |
123-190 |
120-070 |
3-120 |
2.8% |
0-000 |
0.0% |
42% |
False |
False |
2 |
40 |
124-110 |
118-260 |
5-170 |
4.5% |
0-000 |
0.0% |
51% |
False |
False |
2 |
60 |
124-110 |
118-140 |
5-290 |
4.9% |
0-000 |
0.0% |
54% |
False |
False |
2 |
80 |
125-140 |
118-140 |
7-000 |
5.8% |
0-000 |
0.0% |
46% |
False |
False |
2 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
121-200 |
2.618 |
121-200 |
1.618 |
121-200 |
1.000 |
121-200 |
0.618 |
121-200 |
HIGH |
121-200 |
0.618 |
121-200 |
0.500 |
121-200 |
0.382 |
121-200 |
LOW |
121-200 |
0.618 |
121-200 |
1.000 |
121-200 |
1.618 |
121-200 |
2.618 |
121-200 |
4.250 |
121-200 |
|
|
Fisher Pivots for day following 16-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
121-200 |
121-295 |
PP |
121-200 |
121-263 |
S1 |
121-200 |
121-232 |
|