CBOT 10-Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 28-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2009 |
28-May-2009 |
Change |
Change % |
Previous Week |
| Open |
116-280 |
116-120 |
-0-160 |
-0.4% |
119-100 |
| High |
116-300 |
116-120 |
-0-180 |
-0.5% |
119-140 |
| Low |
116-000 |
115-220 |
-0-100 |
-0.3% |
117-230 |
| Close |
115-310 |
115-300 |
-0-010 |
0.0% |
117-210 |
| Range |
0-300 |
0-220 |
-0-080 |
-26.7% |
1-230 |
| ATR |
0-180 |
0-182 |
0-003 |
1.6% |
0-000 |
| Volume |
369,292 |
648,936 |
279,644 |
75.7% |
258,091 |
|
| Daily Pivots for day following 28-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-020 |
117-220 |
116-101 |
|
| R3 |
117-120 |
117-000 |
116-040 |
|
| R2 |
116-220 |
116-220 |
116-020 |
|
| R1 |
116-100 |
116-100 |
116-000 |
116-050 |
| PP |
116-000 |
116-000 |
116-000 |
115-295 |
| S1 |
115-200 |
115-200 |
115-280 |
115-150 |
| S2 |
115-100 |
115-100 |
115-260 |
|
| S3 |
114-200 |
114-300 |
115-240 |
|
| S4 |
113-300 |
114-080 |
115-179 |
|
|
| 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 |
118-130 |
115-220 |
2-230 |
2.3% |
0-180 |
0.5% |
9% |
False |
True |
262,192 |
| 10 |
120-040 |
115-220 |
4-140 |
3.8% |
0-090 |
0.2% |
6% |
False |
True |
138,860 |
| 20 |
120-110 |
115-220 |
4-210 |
4.0% |
0-060 |
0.2% |
5% |
False |
True |
71,483 |
| 40 |
122-220 |
115-220 |
7-000 |
6.0% |
0-030 |
0.1% |
4% |
False |
True |
35,948 |
| 60 |
124-110 |
115-220 |
8-210 |
7.5% |
0-020 |
0.1% |
3% |
False |
True |
23,966 |
| 80 |
124-110 |
115-220 |
8-210 |
7.5% |
0-015 |
0.0% |
3% |
False |
True |
17,975 |
| 100 |
124-110 |
115-220 |
8-210 |
7.5% |
0-012 |
0.0% |
3% |
False |
True |
14,380 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-095 |
|
2.618 |
118-056 |
|
1.618 |
117-156 |
|
1.000 |
117-020 |
|
0.618 |
116-256 |
|
HIGH |
116-120 |
|
0.618 |
116-036 |
|
0.500 |
116-010 |
|
0.382 |
115-304 |
|
LOW |
115-220 |
|
0.618 |
115-084 |
|
1.000 |
115-000 |
|
1.618 |
114-184 |
|
2.618 |
113-284 |
|
4.250 |
112-245 |
|
|
| Fisher Pivots for day following 28-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
116-010 |
116-275 |
| PP |
116-000 |
116-177 |
| S1 |
115-310 |
116-078 |
|