CBOT 10-Year T-Note Future September 2009
Trading Metrics calculated at close of trading on 27-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2009 |
27-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
120-000 |
120-230 |
0-230 |
0.6% |
121-150 |
High |
120-000 |
120-230 |
0-230 |
0.6% |
121-150 |
Low |
120-000 |
120-230 |
0-230 |
0.6% |
120-000 |
Close |
120-000 |
120-230 |
0-230 |
0.6% |
120-000 |
Range |
|
|
|
|
|
ATR |
0-187 |
0-190 |
0-003 |
1.6% |
0-000 |
Volume |
7 |
1,262 |
1,255 |
17,928.6% |
37 |
|
Daily Pivots for day following 27-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-230 |
120-230 |
120-230 |
|
R3 |
120-230 |
120-230 |
120-230 |
|
R2 |
120-230 |
120-230 |
120-230 |
|
R1 |
120-230 |
120-230 |
120-230 |
120-230 |
PP |
120-230 |
120-230 |
120-230 |
120-230 |
S1 |
120-230 |
120-230 |
120-230 |
120-230 |
S2 |
120-230 |
120-230 |
120-230 |
|
S3 |
120-230 |
120-230 |
120-230 |
|
S4 |
120-230 |
120-230 |
120-230 |
|
|
Weekly Pivots for week ending 24-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-287 |
123-293 |
120-258 |
|
R3 |
123-137 |
122-143 |
120-129 |
|
R2 |
121-307 |
121-307 |
120-086 |
|
R1 |
120-313 |
120-313 |
120-043 |
120-235 |
PP |
120-157 |
120-157 |
120-157 |
120-118 |
S1 |
119-163 |
119-163 |
119-277 |
119-085 |
S2 |
119-007 |
119-007 |
119-234 |
|
S3 |
117-177 |
118-013 |
119-191 |
|
S4 |
116-027 |
116-183 |
119-062 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
120-270 |
120-000 |
0-270 |
0.7% |
0-000 |
0.0% |
85% |
False |
False |
259 |
10 |
122-070 |
120-000 |
2-070 |
1.8% |
0-000 |
0.0% |
32% |
False |
False |
131 |
20 |
122-220 |
120-000 |
2-220 |
2.2% |
0-000 |
0.0% |
27% |
False |
False |
66 |
40 |
124-110 |
119-090 |
5-020 |
4.2% |
0-000 |
0.0% |
28% |
False |
False |
34 |
60 |
124-110 |
118-140 |
5-290 |
4.9% |
0-000 |
0.0% |
39% |
False |
False |
23 |
80 |
124-110 |
118-140 |
5-290 |
4.9% |
0-000 |
0.0% |
39% |
False |
False |
18 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
120-230 |
2.618 |
120-230 |
1.618 |
120-230 |
1.000 |
120-230 |
0.618 |
120-230 |
HIGH |
120-230 |
0.618 |
120-230 |
0.500 |
120-230 |
0.382 |
120-230 |
LOW |
120-230 |
0.618 |
120-230 |
1.000 |
120-230 |
1.618 |
120-230 |
2.618 |
120-230 |
4.250 |
120-230 |
|
|
Fisher Pivots for day following 27-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
120-230 |
120-192 |
PP |
120-230 |
120-153 |
S1 |
120-230 |
120-115 |
|