CBOT 10-Year T-Note Future September 2009
Trading Metrics calculated at close of trading on 20-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2009 |
20-May-2009 |
Change |
Change % |
Previous Week |
Open |
119-040 |
119-140 |
0-100 |
0.3% |
119-220 |
High |
119-040 |
119-140 |
0-100 |
0.3% |
120-110 |
Low |
119-040 |
119-140 |
0-100 |
0.3% |
119-130 |
Close |
119-040 |
119-140 |
0-100 |
0.3% |
120-000 |
Range |
|
|
|
|
|
ATR |
0-140 |
0-137 |
-0-003 |
-2.0% |
0-000 |
Volume |
11,569 |
34,481 |
22,912 |
198.0% |
41,678 |
|
Daily Pivots for day following 20-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-140 |
119-140 |
119-140 |
|
R3 |
119-140 |
119-140 |
119-140 |
|
R2 |
119-140 |
119-140 |
119-140 |
|
R1 |
119-140 |
119-140 |
119-140 |
119-140 |
PP |
119-140 |
119-140 |
119-140 |
119-140 |
S1 |
119-140 |
119-140 |
119-140 |
119-140 |
S2 |
119-140 |
119-140 |
119-140 |
|
S3 |
119-140 |
119-140 |
119-140 |
|
S4 |
119-140 |
119-140 |
119-140 |
|
|
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 |
120-040 |
119-040 |
1-000 |
0.8% |
0-000 |
0.0% |
31% |
False |
False |
15,528 |
10 |
120-110 |
118-220 |
1-210 |
1.4% |
0-030 |
0.1% |
45% |
False |
False |
10,250 |
20 |
120-230 |
118-220 |
2-010 |
1.7% |
0-015 |
0.0% |
37% |
False |
False |
6,347 |
40 |
122-220 |
118-220 |
4-000 |
3.3% |
0-008 |
0.0% |
19% |
False |
False |
3,175 |
60 |
124-110 |
118-220 |
5-210 |
4.7% |
0-005 |
0.0% |
13% |
False |
False |
2,117 |
80 |
124-110 |
118-140 |
5-290 |
4.9% |
0-004 |
0.0% |
17% |
False |
False |
1,588 |
100 |
125-140 |
118-140 |
7-000 |
5.9% |
0-003 |
0.0% |
14% |
False |
False |
1,271 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
119-140 |
2.618 |
119-140 |
1.618 |
119-140 |
1.000 |
119-140 |
0.618 |
119-140 |
HIGH |
119-140 |
0.618 |
119-140 |
0.500 |
119-140 |
0.382 |
119-140 |
LOW |
119-140 |
0.618 |
119-140 |
1.000 |
119-140 |
1.618 |
119-140 |
2.618 |
119-140 |
4.250 |
119-140 |
|
|
Fisher Pivots for day following 20-May-2009 |
Pivot |
1 day |
3 day |
R1 |
119-140 |
119-123 |
PP |
119-140 |
119-107 |
S1 |
119-140 |
119-090 |
|