CBOT 10-Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 12-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2009 |
12-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
112-290 |
114-055 |
1-085 |
1.1% |
113-250 |
| High |
114-090 |
114-170 |
0-080 |
0.2% |
114-170 |
| Low |
112-290 |
114-050 |
1-080 |
1.1% |
112-290 |
| Close |
114-010 |
114-110 |
0-100 |
0.3% |
114-110 |
| Range |
1-120 |
0-120 |
-1-000 |
-72.7% |
1-200 |
| ATR |
0-250 |
0-244 |
-0-006 |
-2.6% |
0-000 |
| Volume |
791,808 |
872,250 |
80,442 |
10.2% |
3,989,511 |
|
| Daily Pivots for day following 12-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-150 |
115-090 |
114-176 |
|
| R3 |
115-030 |
114-290 |
114-143 |
|
| R2 |
114-230 |
114-230 |
114-132 |
|
| R1 |
114-170 |
114-170 |
114-121 |
114-200 |
| PP |
114-110 |
114-110 |
114-110 |
114-125 |
| S1 |
114-050 |
114-050 |
114-099 |
114-080 |
| S2 |
113-310 |
113-310 |
114-088 |
|
| S3 |
113-190 |
113-250 |
114-077 |
|
| S4 |
113-070 |
113-130 |
114-044 |
|
|
| Weekly Pivots for week ending 12-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-257 |
118-063 |
115-076 |
|
| R3 |
117-057 |
116-183 |
114-253 |
|
| R2 |
115-177 |
115-177 |
114-205 |
|
| R1 |
114-303 |
114-303 |
114-158 |
115-080 |
| PP |
113-297 |
113-297 |
113-297 |
114-025 |
| S1 |
113-103 |
113-103 |
114-062 |
113-200 |
| S2 |
112-097 |
112-097 |
114-015 |
|
| S3 |
110-217 |
111-223 |
113-287 |
|
| S4 |
109-017 |
110-023 |
113-144 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114-170 |
112-290 |
1-200 |
1.4% |
0-196 |
0.5% |
88% |
True |
False |
797,902 |
| 10 |
116-220 |
112-290 |
3-250 |
3.3% |
0-238 |
0.7% |
38% |
False |
False |
831,999 |
| 20 |
119-310 |
112-290 |
7-020 |
6.2% |
0-179 |
0.5% |
20% |
False |
False |
527,633 |
| 40 |
121-150 |
112-290 |
8-180 |
7.5% |
0-097 |
0.3% |
17% |
False |
False |
265,323 |
| 60 |
123-190 |
112-290 |
10-220 |
9.3% |
0-065 |
0.2% |
13% |
False |
False |
176,882 |
| 80 |
124-110 |
112-290 |
11-140 |
10.0% |
0-048 |
0.1% |
13% |
False |
False |
132,662 |
| 100 |
124-110 |
112-290 |
11-140 |
10.0% |
0-039 |
0.1% |
13% |
False |
False |
106,130 |
| 120 |
125-140 |
112-290 |
12-170 |
11.0% |
0-032 |
0.1% |
11% |
False |
False |
88,442 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-040 |
|
2.618 |
115-164 |
|
1.618 |
115-044 |
|
1.000 |
114-290 |
|
0.618 |
114-244 |
|
HIGH |
114-170 |
|
0.618 |
114-124 |
|
0.500 |
114-110 |
|
0.382 |
114-096 |
|
LOW |
114-050 |
|
0.618 |
113-296 |
|
1.000 |
113-250 |
|
1.618 |
113-176 |
|
2.618 |
113-056 |
|
4.250 |
112-180 |
|
|
| Fisher Pivots for day following 12-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
114-110 |
114-043 |
| PP |
114-110 |
113-297 |
| S1 |
114-110 |
113-230 |
|