CBOT 10-Year T-Note Future September 2009
Trading Metrics calculated at close of trading on 18-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2009 |
18-May-2009 |
Change |
Change % |
Previous Week |
Open |
119-310 |
119-100 |
-0-210 |
-0.5% |
119-220 |
High |
119-310 |
119-100 |
-0-210 |
-0.5% |
120-110 |
Low |
119-310 |
119-100 |
-0-210 |
-0.5% |
119-130 |
Close |
120-000 |
119-100 |
-0-220 |
-0.6% |
120-000 |
Range |
|
|
|
|
|
ATR |
0-141 |
0-146 |
0-006 |
4.0% |
0-000 |
Volume |
12,530 |
8,119 |
-4,411 |
-35.2% |
41,678 |
|
Daily Pivots for day following 18-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-100 |
119-100 |
119-100 |
|
R3 |
119-100 |
119-100 |
119-100 |
|
R2 |
119-100 |
119-100 |
119-100 |
|
R1 |
119-100 |
119-100 |
119-100 |
119-100 |
PP |
119-100 |
119-100 |
119-100 |
119-100 |
S1 |
119-100 |
119-100 |
119-100 |
119-100 |
S2 |
119-100 |
119-100 |
119-100 |
|
S3 |
119-100 |
119-100 |
119-100 |
|
S4 |
119-100 |
119-100 |
119-100 |
|
|
Weekly Pivots for week ending 15-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-233 |
122-097 |
120-165 |
|
R3 |
121-253 |
121-117 |
120-082 |
|
R2 |
120-273 |
120-273 |
120-055 |
|
R1 |
120-137 |
120-137 |
120-028 |
120-205 |
PP |
119-293 |
119-293 |
119-293 |
120-008 |
S1 |
119-157 |
119-157 |
119-292 |
119-225 |
S2 |
118-313 |
118-313 |
119-265 |
|
S3 |
118-013 |
118-177 |
119-238 |
|
S4 |
117-033 |
117-197 |
119-155 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
120-110 |
119-100 |
1-010 |
0.9% |
0-060 |
0.2% |
0% |
False |
True |
9,386 |
10 |
120-110 |
118-220 |
1-210 |
1.4% |
0-030 |
0.1% |
38% |
False |
False |
6,547 |
20 |
120-270 |
118-220 |
2-050 |
1.8% |
0-015 |
0.0% |
29% |
False |
False |
4,045 |
40 |
123-020 |
118-220 |
4-120 |
3.7% |
0-008 |
0.0% |
14% |
False |
False |
2,023 |
60 |
124-110 |
118-220 |
5-210 |
4.7% |
0-005 |
0.0% |
11% |
False |
False |
1,349 |
80 |
124-110 |
118-140 |
5-290 |
5.0% |
0-004 |
0.0% |
15% |
False |
False |
1,012 |
100 |
125-140 |
118-140 |
7-000 |
5.9% |
0-003 |
0.0% |
13% |
False |
False |
810 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
119-100 |
2.618 |
119-100 |
1.618 |
119-100 |
1.000 |
119-100 |
0.618 |
119-100 |
HIGH |
119-100 |
0.618 |
119-100 |
0.500 |
119-100 |
0.382 |
119-100 |
LOW |
119-100 |
0.618 |
119-100 |
1.000 |
119-100 |
1.618 |
119-100 |
2.618 |
119-100 |
4.250 |
119-100 |
|
|
Fisher Pivots for day following 18-May-2009 |
Pivot |
1 day |
3 day |
R1 |
119-100 |
119-230 |
PP |
119-100 |
119-187 |
S1 |
119-100 |
119-143 |
|