CBOT 10-Year T-Note Future September 2009
Trading Metrics calculated at close of trading on 14-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2009 |
14-May-2009 |
Change |
Change % |
Previous Week |
Open |
120-060 |
120-040 |
-0-020 |
-0.1% |
119-090 |
High |
120-110 |
120-040 |
-0-070 |
-0.2% |
119-170 |
Low |
119-130 |
120-040 |
0-230 |
0.6% |
118-220 |
Close |
120-060 |
120-040 |
-0-020 |
-0.1% |
118-250 |
Range |
0-300 |
0-000 |
-0-300 |
-100.0% |
0-270 |
ATR |
0-157 |
0-148 |
-0-010 |
-6.2% |
0-000 |
Volume |
6,737 |
10,944 |
4,207 |
62.4% |
18,483 |
|
Daily Pivots for day following 14-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-040 |
120-040 |
120-040 |
|
R3 |
120-040 |
120-040 |
120-040 |
|
R2 |
120-040 |
120-040 |
120-040 |
|
R1 |
120-040 |
120-040 |
120-040 |
120-040 |
PP |
120-040 |
120-040 |
120-040 |
120-040 |
S1 |
120-040 |
120-040 |
120-040 |
120-040 |
S2 |
120-040 |
120-040 |
120-040 |
|
S3 |
120-040 |
120-040 |
120-040 |
|
S4 |
120-040 |
120-040 |
120-040 |
|
|
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 |
118-250 |
1-180 |
1.3% |
0-060 |
0.2% |
86% |
False |
False |
6,207 |
10 |
120-110 |
118-220 |
1-210 |
1.4% |
0-030 |
0.1% |
87% |
False |
False |
4,800 |
20 |
121-150 |
118-220 |
2-250 |
2.3% |
0-015 |
0.0% |
52% |
False |
False |
3,013 |
40 |
123-190 |
118-220 |
4-290 |
4.1% |
0-008 |
0.0% |
29% |
False |
False |
1,507 |
60 |
124-110 |
118-220 |
5-210 |
4.7% |
0-005 |
0.0% |
25% |
False |
False |
1,005 |
80 |
124-110 |
118-140 |
5-290 |
4.9% |
0-004 |
0.0% |
29% |
False |
False |
754 |
100 |
125-140 |
118-140 |
7-000 |
5.8% |
0-003 |
0.0% |
24% |
False |
False |
604 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
120-040 |
2.618 |
120-040 |
1.618 |
120-040 |
1.000 |
120-040 |
0.618 |
120-040 |
HIGH |
120-040 |
0.618 |
120-040 |
0.500 |
120-040 |
0.382 |
120-040 |
LOW |
120-040 |
0.618 |
120-040 |
1.000 |
120-040 |
1.618 |
120-040 |
2.618 |
120-040 |
4.250 |
120-040 |
|
|
Fisher Pivots for day following 14-May-2009 |
Pivot |
1 day |
3 day |
R1 |
120-040 |
120-013 |
PP |
120-040 |
119-307 |
S1 |
120-040 |
119-280 |
|