CBOT 10-Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 27-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2009 |
27-May-2009 |
Change |
Change % |
Previous Week |
| Open |
118-010 |
116-280 |
-1-050 |
-1.0% |
119-100 |
| High |
118-010 |
116-300 |
-1-030 |
-0.9% |
119-140 |
| Low |
117-070 |
116-000 |
-1-070 |
-1.0% |
117-230 |
| Close |
117-070 |
115-310 |
-1-080 |
-1.1% |
117-210 |
| Range |
0-260 |
0-300 |
0-040 |
15.4% |
1-230 |
| ATR |
0-163 |
0-180 |
0-016 |
9.9% |
0-000 |
| Volume |
88,810 |
369,292 |
280,482 |
315.8% |
258,091 |
|
| Daily Pivots for day following 27-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-037 |
118-153 |
116-155 |
|
| R3 |
118-057 |
117-173 |
116-072 |
|
| R2 |
117-077 |
117-077 |
116-045 |
|
| R1 |
116-193 |
116-193 |
116-018 |
116-145 |
| PP |
116-097 |
116-097 |
116-097 |
116-072 |
| S1 |
115-213 |
115-213 |
115-282 |
115-165 |
| S2 |
115-117 |
115-117 |
115-255 |
|
| S3 |
114-137 |
114-233 |
115-228 |
|
| S4 |
113-157 |
113-253 |
115-145 |
|
|
| 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 |
116-000 |
3-140 |
3.0% |
0-136 |
0.4% |
-1% |
False |
True |
139,301 |
| 10 |
120-110 |
116-000 |
4-110 |
3.7% |
0-098 |
0.3% |
-1% |
False |
True |
74,640 |
| 20 |
120-110 |
116-000 |
4-110 |
3.7% |
0-049 |
0.1% |
-1% |
False |
True |
39,114 |
| 40 |
122-220 |
116-000 |
6-220 |
5.8% |
0-024 |
0.1% |
0% |
False |
True |
19,725 |
| 60 |
124-110 |
116-000 |
8-110 |
7.2% |
0-016 |
0.0% |
0% |
False |
True |
13,151 |
| 80 |
124-110 |
116-000 |
8-110 |
7.2% |
0-012 |
0.0% |
0% |
False |
True |
9,863 |
| 100 |
124-110 |
116-000 |
8-110 |
7.2% |
0-010 |
0.0% |
0% |
False |
True |
7,891 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-295 |
|
2.618 |
119-125 |
|
1.618 |
118-145 |
|
1.000 |
117-280 |
|
0.618 |
117-165 |
|
HIGH |
116-300 |
|
0.618 |
116-185 |
|
0.500 |
116-150 |
|
0.382 |
116-115 |
|
LOW |
116-000 |
|
0.618 |
115-135 |
|
1.000 |
115-020 |
|
1.618 |
114-155 |
|
2.618 |
113-175 |
|
4.250 |
112-005 |
|
|
| Fisher Pivots for day following 27-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
116-150 |
117-015 |
| PP |
116-097 |
116-220 |
| S1 |
116-043 |
116-105 |
|