CBOT 10-Year T-Note Future September 2009
Trading Metrics calculated at close of trading on 21-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2009 |
21-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
121-150 |
120-270 |
-0-200 |
-0.5% |
121-160 |
High |
121-150 |
120-270 |
-0-200 |
-0.5% |
122-070 |
Low |
121-150 |
120-270 |
-0-200 |
-0.5% |
120-220 |
Close |
121-150 |
120-270 |
-0-200 |
-0.5% |
120-220 |
Range |
|
|
|
|
|
ATR |
0-203 |
0-203 |
0-000 |
-0.1% |
0-000 |
Volume |
0 |
10 |
10 |
|
14 |
|
Daily Pivots for day following 21-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-270 |
120-270 |
120-270 |
|
R3 |
120-270 |
120-270 |
120-270 |
|
R2 |
120-270 |
120-270 |
120-270 |
|
R1 |
120-270 |
120-270 |
120-270 |
120-270 |
PP |
120-270 |
120-270 |
120-270 |
120-270 |
S1 |
120-270 |
120-270 |
120-270 |
120-270 |
S2 |
120-270 |
120-270 |
120-270 |
|
S3 |
120-270 |
120-270 |
120-270 |
|
S4 |
120-270 |
120-270 |
120-270 |
|
|
Weekly Pivots for week ending 17-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-253 |
124-247 |
121-170 |
|
R3 |
124-083 |
123-077 |
121-035 |
|
R2 |
122-233 |
122-233 |
120-310 |
|
R1 |
121-227 |
121-227 |
120-265 |
121-145 |
PP |
121-063 |
121-063 |
121-063 |
121-022 |
S1 |
120-057 |
120-057 |
120-175 |
119-295 |
S2 |
119-213 |
119-213 |
120-130 |
|
S3 |
118-043 |
118-207 |
120-085 |
|
S4 |
116-193 |
117-037 |
119-270 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
122-070 |
120-220 |
1-170 |
1.3% |
0-000 |
0.0% |
10% |
False |
False |
4 |
10 |
122-070 |
120-180 |
1-210 |
1.4% |
0-000 |
0.0% |
17% |
False |
False |
3 |
20 |
122-280 |
120-070 |
2-210 |
2.2% |
0-000 |
0.0% |
24% |
False |
False |
2 |
40 |
124-110 |
118-260 |
5-170 |
4.6% |
0-000 |
0.0% |
37% |
False |
False |
2 |
60 |
124-110 |
118-140 |
5-290 |
4.9% |
0-000 |
0.0% |
41% |
False |
False |
2 |
80 |
125-140 |
118-140 |
7-000 |
5.8% |
0-000 |
0.0% |
34% |
False |
False |
2 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
120-270 |
2.618 |
120-270 |
1.618 |
120-270 |
1.000 |
120-270 |
0.618 |
120-270 |
HIGH |
120-270 |
0.618 |
120-270 |
0.500 |
120-270 |
0.382 |
120-270 |
LOW |
120-270 |
0.618 |
120-270 |
1.000 |
120-270 |
1.618 |
120-270 |
2.618 |
120-270 |
4.250 |
120-270 |
|
|
Fisher Pivots for day following 21-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
120-270 |
121-025 |
PP |
120-270 |
121-000 |
S1 |
120-270 |
120-295 |
|