CBOT 10-Year T-Note Future September 2009
Trading Metrics calculated at close of trading on 22-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2009 |
22-May-2009 |
Change |
Change % |
Previous Week |
Open |
118-130 |
118-030 |
-0-100 |
-0.3% |
119-100 |
High |
118-130 |
118-030 |
-0-100 |
-0.3% |
119-140 |
Low |
118-130 |
117-230 |
-0-220 |
-0.6% |
117-230 |
Close |
118-130 |
117-210 |
-0-240 |
-0.6% |
117-210 |
Range |
0-000 |
0-120 |
0-120 |
|
1-230 |
ATR |
0-151 |
0-156 |
0-005 |
3.3% |
0-000 |
Volume |
74,708 |
129,214 |
54,506 |
73.0% |
258,091 |
|
Daily Pivots for day following 22-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-303 |
118-217 |
117-276 |
|
R3 |
118-183 |
118-097 |
117-243 |
|
R2 |
118-063 |
118-063 |
117-232 |
|
R1 |
117-297 |
117-297 |
117-221 |
117-280 |
PP |
117-263 |
117-263 |
117-263 |
117-255 |
S1 |
117-177 |
117-177 |
117-199 |
117-160 |
S2 |
117-143 |
117-143 |
117-188 |
|
S3 |
117-023 |
117-057 |
117-177 |
|
S4 |
116-223 |
116-257 |
117-144 |
|
|
Weekly Pivots for week ending 22-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123-137 |
122-083 |
118-192 |
|
R3 |
121-227 |
120-173 |
118-041 |
|
R2 |
119-317 |
119-317 |
117-311 |
|
R1 |
118-263 |
118-263 |
117-260 |
118-175 |
PP |
118-087 |
118-087 |
118-087 |
118-042 |
S1 |
117-033 |
117-033 |
117-160 |
116-265 |
S2 |
116-177 |
116-177 |
117-109 |
|
S3 |
114-267 |
115-123 |
117-059 |
|
S4 |
113-037 |
113-213 |
116-228 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
119-140 |
117-230 |
1-230 |
1.5% |
0-024 |
0.1% |
-4% |
False |
True |
51,618 |
10 |
120-110 |
117-230 |
2-200 |
2.2% |
0-042 |
0.1% |
-2% |
False |
True |
29,976 |
20 |
120-230 |
117-230 |
3-000 |
2.5% |
0-021 |
0.1% |
-2% |
False |
True |
16,542 |
40 |
122-220 |
117-230 |
4-310 |
4.2% |
0-010 |
0.0% |
-1% |
False |
True |
8,273 |
60 |
124-110 |
117-230 |
6-200 |
5.6% |
0-007 |
0.0% |
-1% |
False |
True |
5,516 |
80 |
124-110 |
117-230 |
6-200 |
5.6% |
0-005 |
0.0% |
-1% |
False |
True |
4,137 |
100 |
124-290 |
117-230 |
7-060 |
6.1% |
0-004 |
0.0% |
-1% |
False |
True |
3,310 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
119-220 |
2.618 |
119-024 |
1.618 |
118-224 |
1.000 |
118-150 |
0.618 |
118-104 |
HIGH |
118-030 |
0.618 |
117-304 |
0.500 |
117-290 |
0.382 |
117-276 |
LOW |
117-230 |
0.618 |
117-156 |
1.000 |
117-110 |
1.618 |
117-036 |
2.618 |
116-236 |
4.250 |
116-040 |
|
|
Fisher Pivots for day following 22-May-2009 |
Pivot |
1 day |
3 day |
R1 |
117-290 |
118-185 |
PP |
117-263 |
118-087 |
S1 |
117-237 |
117-308 |
|