CBOT 10-Year T-Note Future September 2009
Trading Metrics calculated at close of trading on 06-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2009 |
06-May-2009 |
Change |
Change % |
Previous Week |
Open |
119-110 |
119-170 |
0-060 |
0.2% |
120-230 |
High |
119-110 |
119-170 |
0-060 |
0.2% |
120-230 |
Low |
119-110 |
119-170 |
0-060 |
0.2% |
119-040 |
Close |
119-110 |
119-170 |
0-060 |
0.2% |
119-040 |
Range |
|
|
|
|
|
ATR |
0-154 |
0-147 |
-0-007 |
-4.4% |
0-000 |
Volume |
1,550 |
7,470 |
5,920 |
381.9% |
12,592 |
|
Daily Pivots for day following 06-May-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 01-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-140 |
123-120 |
120-000 |
|
R3 |
122-270 |
121-250 |
119-180 |
|
R2 |
121-080 |
121-080 |
119-134 |
|
R1 |
120-060 |
120-060 |
119-087 |
119-295 |
PP |
119-210 |
119-210 |
119-210 |
119-168 |
S1 |
118-190 |
118-190 |
118-313 |
118-105 |
S2 |
118-020 |
118-020 |
118-266 |
|
S3 |
116-150 |
117-000 |
118-220 |
|
S4 |
114-280 |
115-130 |
118-080 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
119-170 |
119-040 |
0-130 |
0.3% |
0-000 |
0.0% |
100% |
True |
False |
3,242 |
10 |
120-230 |
119-040 |
1-190 |
1.3% |
0-000 |
0.0% |
25% |
False |
False |
2,444 |
20 |
122-070 |
119-040 |
3-030 |
2.6% |
0-000 |
0.0% |
13% |
False |
False |
1,223 |
40 |
124-110 |
119-040 |
5-070 |
4.4% |
0-000 |
0.0% |
8% |
False |
False |
612 |
60 |
124-110 |
118-260 |
5-170 |
4.6% |
0-000 |
0.0% |
13% |
False |
False |
409 |
80 |
124-110 |
118-140 |
5-290 |
4.9% |
0-000 |
0.0% |
19% |
False |
False |
307 |
100 |
125-240 |
118-140 |
7-100 |
6.1% |
0-000 |
0.0% |
15% |
False |
False |
246 |
|
|
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 06-May-2009 |
Pivot |
1 day |
3 day |
R1 |
119-170 |
119-157 |
PP |
119-170 |
119-143 |
S1 |
119-170 |
119-130 |
|