CBOT 10-Year T-Note Future September 2009
Trading Metrics calculated at close of trading on 19-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2009 |
19-May-2009 |
Change |
Change % |
Previous Week |
Open |
119-100 |
119-040 |
-0-060 |
-0.2% |
119-220 |
High |
119-100 |
119-040 |
-0-060 |
-0.2% |
120-110 |
Low |
119-100 |
119-040 |
-0-060 |
-0.2% |
119-130 |
Close |
119-100 |
119-040 |
-0-060 |
-0.2% |
120-000 |
Range |
|
|
|
|
|
ATR |
0-146 |
0-140 |
-0-006 |
-4.2% |
0-000 |
Volume |
8,119 |
11,569 |
3,450 |
42.5% |
41,678 |
|
Daily Pivots for day following 19-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-040 |
119-040 |
119-040 |
|
R3 |
119-040 |
119-040 |
119-040 |
|
R2 |
119-040 |
119-040 |
119-040 |
|
R1 |
119-040 |
119-040 |
119-040 |
119-040 |
PP |
119-040 |
119-040 |
119-040 |
119-040 |
S1 |
119-040 |
119-040 |
119-040 |
119-040 |
S2 |
119-040 |
119-040 |
119-040 |
|
S3 |
119-040 |
119-040 |
119-040 |
|
S4 |
119-040 |
119-040 |
119-040 |
|
|
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 |
119-040 |
1-070 |
1.0% |
0-060 |
0.2% |
0% |
False |
True |
9,979 |
10 |
120-110 |
118-220 |
1-210 |
1.4% |
0-030 |
0.1% |
26% |
False |
False |
7,549 |
20 |
120-230 |
118-220 |
2-010 |
1.7% |
0-015 |
0.0% |
22% |
False |
False |
4,623 |
40 |
122-280 |
118-220 |
4-060 |
3.5% |
0-008 |
0.0% |
10% |
False |
False |
2,313 |
60 |
124-110 |
118-220 |
5-210 |
4.7% |
0-005 |
0.0% |
8% |
False |
False |
1,542 |
80 |
124-110 |
118-140 |
5-290 |
5.0% |
0-004 |
0.0% |
12% |
False |
False |
1,157 |
100 |
125-140 |
118-140 |
7-000 |
5.9% |
0-003 |
0.0% |
10% |
False |
False |
926 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
119-040 |
2.618 |
119-040 |
1.618 |
119-040 |
1.000 |
119-040 |
0.618 |
119-040 |
HIGH |
119-040 |
0.618 |
119-040 |
0.500 |
119-040 |
0.382 |
119-040 |
LOW |
119-040 |
0.618 |
119-040 |
1.000 |
119-040 |
1.618 |
119-040 |
2.618 |
119-040 |
4.250 |
119-040 |
|
|
Fisher Pivots for day following 19-May-2009 |
Pivot |
1 day |
3 day |
R1 |
119-040 |
119-175 |
PP |
119-040 |
119-130 |
S1 |
119-040 |
119-085 |
|