CBOT 10-Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 13-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2009 |
13-May-2009 |
Change |
Change % |
Previous Week |
| Open |
119-230 |
120-060 |
0-150 |
0.4% |
119-090 |
| High |
119-230 |
120-110 |
0-200 |
0.5% |
119-170 |
| Low |
119-230 |
119-130 |
-0-100 |
-0.3% |
118-220 |
| Close |
119-230 |
120-060 |
0-150 |
0.4% |
118-250 |
| Range |
0-000 |
0-300 |
0-300 |
|
0-270 |
| ATR |
0-147 |
0-157 |
0-011 |
7.5% |
0-000 |
| Volume |
8,602 |
6,737 |
-1,865 |
-21.7% |
18,483 |
|
| Daily Pivots for day following 13-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-253 |
122-137 |
120-225 |
|
| R3 |
121-273 |
121-157 |
120-142 |
|
| R2 |
120-293 |
120-293 |
120-115 |
|
| R1 |
120-177 |
120-177 |
120-088 |
120-210 |
| PP |
119-313 |
119-313 |
119-313 |
120-010 |
| S1 |
119-197 |
119-197 |
120-032 |
119-230 |
| S2 |
119-013 |
119-013 |
120-005 |
|
| S3 |
118-033 |
118-217 |
119-298 |
|
| S4 |
117-053 |
117-237 |
119-215 |
|
|
| Weekly Pivots for week ending 08-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-170 |
121-000 |
119-078 |
|
| R3 |
120-220 |
120-050 |
119-004 |
|
| R2 |
119-270 |
119-270 |
118-300 |
|
| R1 |
119-100 |
119-100 |
118-275 |
119-050 |
| PP |
119-000 |
119-000 |
119-000 |
118-295 |
| S1 |
118-150 |
118-150 |
118-225 |
118-100 |
| S2 |
118-050 |
118-050 |
118-200 |
|
| S3 |
117-100 |
117-200 |
118-176 |
|
| S4 |
116-150 |
116-250 |
118-102 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-110 |
118-220 |
1-210 |
1.4% |
0-060 |
0.2% |
91% |
True |
False |
4,972 |
| 10 |
120-110 |
118-220 |
1-210 |
1.4% |
0-030 |
0.1% |
91% |
True |
False |
4,107 |
| 20 |
121-200 |
118-220 |
2-300 |
2.4% |
0-015 |
0.0% |
51% |
False |
False |
2,466 |
| 40 |
124-110 |
118-220 |
5-210 |
4.7% |
0-008 |
0.0% |
27% |
False |
False |
1,234 |
| 60 |
124-110 |
118-220 |
5-210 |
4.7% |
0-005 |
0.0% |
27% |
False |
False |
823 |
| 80 |
124-110 |
118-140 |
5-290 |
4.9% |
0-004 |
0.0% |
30% |
False |
False |
618 |
| 100 |
125-240 |
118-140 |
7-100 |
6.1% |
0-003 |
0.0% |
24% |
False |
False |
494 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-105 |
|
2.618 |
122-255 |
|
1.618 |
121-275 |
|
1.000 |
121-090 |
|
0.618 |
120-295 |
|
HIGH |
120-110 |
|
0.618 |
119-315 |
|
0.500 |
119-280 |
|
0.382 |
119-245 |
|
LOW |
119-130 |
|
0.618 |
118-265 |
|
1.000 |
118-150 |
|
1.618 |
117-285 |
|
2.618 |
116-305 |
|
4.250 |
115-135 |
|
|
| Fisher Pivots for day following 13-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
120-027 |
120-027 |
| PP |
119-313 |
119-313 |
| S1 |
119-280 |
119-280 |
|