CBOT 10-Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 05-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2009 |
05-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
115-305 |
114-185 |
-1-120 |
-1.2% |
116-220 |
| High |
115-305 |
114-190 |
-1-115 |
-1.2% |
116-220 |
| Low |
115-005 |
113-120 |
-1-205 |
-1.4% |
113-120 |
| Close |
115-005 |
113-130 |
-1-195 |
-1.4% |
113-130 |
| Range |
0-300 |
1-070 |
0-090 |
30.0% |
3-100 |
| ATR |
0-227 |
0-249 |
0-021 |
9.4% |
0-000 |
| Volume |
880,703 |
733,062 |
-147,641 |
-16.8% |
4,330,482 |
|
| Daily Pivots for day following 05-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-143 |
116-207 |
114-024 |
|
| R3 |
116-073 |
115-137 |
113-237 |
|
| R2 |
115-003 |
115-003 |
113-202 |
|
| R1 |
114-067 |
114-067 |
113-166 |
114-000 |
| PP |
113-253 |
113-253 |
113-253 |
113-220 |
| S1 |
112-317 |
112-317 |
113-094 |
112-250 |
| S2 |
112-183 |
112-183 |
113-058 |
|
| S3 |
111-113 |
111-247 |
113-023 |
|
| S4 |
110-043 |
110-177 |
112-236 |
|
|
| Weekly Pivots for week ending 05-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-137 |
122-073 |
115-073 |
|
| R3 |
121-037 |
118-293 |
114-102 |
|
| R2 |
117-257 |
117-257 |
114-004 |
|
| R1 |
115-193 |
115-193 |
113-227 |
115-015 |
| PP |
114-157 |
114-157 |
114-157 |
114-068 |
| S1 |
112-093 |
112-093 |
113-033 |
111-235 |
| S2 |
111-057 |
111-057 |
112-256 |
|
| S3 |
107-277 |
108-313 |
112-158 |
|
| S4 |
104-177 |
105-213 |
111-187 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116-220 |
113-120 |
3-100 |
2.9% |
0-281 |
0.8% |
1% |
False |
True |
866,096 |
| 10 |
118-030 |
113-120 |
4-230 |
4.2% |
0-260 |
0.7% |
1% |
False |
True |
642,174 |
| 20 |
120-110 |
113-120 |
6-310 |
6.1% |
0-145 |
0.4% |
0% |
False |
True |
329,709 |
| 40 |
122-070 |
113-120 |
8-270 |
7.8% |
0-072 |
0.2% |
0% |
False |
True |
165,585 |
| 60 |
124-110 |
113-120 |
10-310 |
9.7% |
0-048 |
0.1% |
0% |
False |
True |
110,391 |
| 80 |
124-110 |
113-120 |
10-310 |
9.7% |
0-036 |
0.1% |
0% |
False |
True |
82,793 |
| 100 |
124-110 |
113-120 |
10-310 |
9.7% |
0-029 |
0.1% |
0% |
False |
True |
66,235 |
| 120 |
125-240 |
113-120 |
12-120 |
10.9% |
0-024 |
0.1% |
0% |
False |
True |
55,196 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-248 |
|
2.618 |
117-251 |
|
1.618 |
116-181 |
|
1.000 |
115-260 |
|
0.618 |
115-111 |
|
HIGH |
114-190 |
|
0.618 |
114-041 |
|
0.500 |
113-315 |
|
0.382 |
113-269 |
|
LOW |
113-120 |
|
0.618 |
112-199 |
|
1.000 |
112-050 |
|
1.618 |
111-129 |
|
2.618 |
110-059 |
|
4.250 |
108-062 |
|
|
| Fisher Pivots for day following 05-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
113-315 |
114-260 |
| PP |
113-253 |
114-110 |
| S1 |
113-192 |
113-280 |
|