CBOT 10-Year T-Note Future September 2009
Trading Metrics calculated at close of trading on 26-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2009 |
26-May-2009 |
Change |
Change % |
Previous Week |
Open |
118-030 |
118-010 |
-0-020 |
-0.1% |
119-100 |
High |
118-030 |
118-010 |
-0-020 |
-0.1% |
119-140 |
Low |
117-230 |
117-070 |
-0-160 |
-0.4% |
117-230 |
Close |
117-210 |
117-070 |
-0-140 |
-0.4% |
117-210 |
Range |
0-120 |
0-260 |
0-140 |
116.7% |
1-230 |
ATR |
0-156 |
0-163 |
0-007 |
4.8% |
0-000 |
Volume |
129,214 |
88,810 |
-40,404 |
-31.3% |
258,091 |
|
Daily Pivots for day following 26-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-297 |
119-123 |
117-213 |
|
R3 |
119-037 |
118-183 |
117-142 |
|
R2 |
118-097 |
118-097 |
117-118 |
|
R1 |
117-243 |
117-243 |
117-094 |
117-200 |
PP |
117-157 |
117-157 |
117-157 |
117-135 |
S1 |
116-303 |
116-303 |
117-046 |
116-260 |
S2 |
116-217 |
116-217 |
117-022 |
|
S3 |
115-277 |
116-043 |
116-318 |
|
S4 |
115-017 |
115-103 |
116-247 |
|
|
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 |
117-070 |
2-070 |
1.9% |
0-076 |
0.2% |
0% |
False |
True |
67,756 |
10 |
120-110 |
117-070 |
3-040 |
2.7% |
0-068 |
0.2% |
0% |
False |
True |
38,571 |
20 |
120-110 |
117-070 |
3-040 |
2.7% |
0-034 |
0.1% |
0% |
False |
True |
20,919 |
40 |
122-220 |
117-070 |
5-150 |
4.7% |
0-017 |
0.0% |
0% |
False |
True |
10,493 |
60 |
124-110 |
117-070 |
7-040 |
6.1% |
0-011 |
0.0% |
0% |
False |
True |
6,996 |
80 |
124-110 |
117-070 |
7-040 |
6.1% |
0-008 |
0.0% |
0% |
False |
True |
5,247 |
100 |
124-110 |
117-070 |
7-040 |
6.1% |
0-007 |
0.0% |
0% |
False |
True |
4,198 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
121-155 |
2.618 |
120-051 |
1.618 |
119-111 |
1.000 |
118-270 |
0.618 |
118-171 |
HIGH |
118-010 |
0.618 |
117-231 |
0.500 |
117-200 |
0.382 |
117-169 |
LOW |
117-070 |
0.618 |
116-229 |
1.000 |
116-130 |
1.618 |
115-289 |
2.618 |
115-029 |
4.250 |
113-245 |
|
|
Fisher Pivots for day following 26-May-2009 |
Pivot |
1 day |
3 day |
R1 |
117-200 |
117-260 |
PP |
117-157 |
117-197 |
S1 |
117-113 |
117-133 |
|