CBOT 10-Year T-Note Future September 2009
Trading Metrics calculated at close of trading on 29-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2009 |
29-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
120-030 |
119-170 |
-0-180 |
-0.5% |
121-150 |
High |
120-030 |
119-170 |
-0-180 |
-0.5% |
121-150 |
Low |
120-030 |
119-170 |
-0-180 |
-0.5% |
120-000 |
Close |
120-030 |
119-170 |
-0-180 |
-0.5% |
120-000 |
Range |
|
|
|
|
|
ATR |
0-191 |
0-190 |
-0-001 |
-0.4% |
0-000 |
Volume |
5,403 |
1,541 |
-3,862 |
-71.5% |
37 |
|
Daily Pivots for day following 29-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-170 |
119-170 |
119-170 |
|
R3 |
119-170 |
119-170 |
119-170 |
|
R2 |
119-170 |
119-170 |
119-170 |
|
R1 |
119-170 |
119-170 |
119-170 |
119-170 |
PP |
119-170 |
119-170 |
119-170 |
119-170 |
S1 |
119-170 |
119-170 |
119-170 |
119-170 |
S2 |
119-170 |
119-170 |
119-170 |
|
S3 |
119-170 |
119-170 |
119-170 |
|
S4 |
119-170 |
119-170 |
119-170 |
|
|
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 |
120-230 |
119-170 |
1-060 |
1.0% |
0-000 |
0.0% |
0% |
False |
True |
1,646 |
10 |
121-200 |
119-170 |
2-030 |
1.8% |
0-000 |
0.0% |
0% |
False |
True |
825 |
20 |
122-220 |
119-170 |
3-050 |
2.6% |
0-000 |
0.0% |
0% |
False |
True |
413 |
40 |
124-110 |
119-090 |
5-020 |
4.2% |
0-000 |
0.0% |
5% |
False |
False |
207 |
60 |
124-110 |
118-140 |
5-290 |
4.9% |
0-000 |
0.0% |
19% |
False |
False |
139 |
80 |
124-110 |
118-140 |
5-290 |
4.9% |
0-000 |
0.0% |
19% |
False |
False |
104 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
119-170 |
2.618 |
119-170 |
1.618 |
119-170 |
1.000 |
119-170 |
0.618 |
119-170 |
HIGH |
119-170 |
0.618 |
119-170 |
0.500 |
119-170 |
0.382 |
119-170 |
LOW |
119-170 |
0.618 |
119-170 |
1.000 |
119-170 |
1.618 |
119-170 |
2.618 |
119-170 |
4.250 |
119-170 |
|
|
Fisher Pivots for day following 29-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
119-170 |
120-040 |
PP |
119-170 |
119-297 |
S1 |
119-170 |
119-233 |
|