CBOT 10-Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 15-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2009 |
15-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
114-055 |
114-210 |
0-155 |
0.4% |
113-250 |
| High |
114-170 |
114-260 |
0-090 |
0.2% |
114-170 |
| Low |
114-050 |
114-210 |
0-160 |
0.4% |
112-290 |
| Close |
114-110 |
114-260 |
0-150 |
0.4% |
114-110 |
| Range |
0-120 |
0-050 |
-0-070 |
-58.3% |
1-200 |
| ATR |
0-244 |
0-237 |
-0-007 |
-2.7% |
0-000 |
| Volume |
872,250 |
574,693 |
-297,557 |
-34.1% |
3,989,511 |
|
| Daily Pivots for day following 15-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-073 |
115-057 |
114-288 |
|
| R3 |
115-023 |
115-007 |
114-274 |
|
| R2 |
114-293 |
114-293 |
114-269 |
|
| R1 |
114-277 |
114-277 |
114-265 |
114-285 |
| PP |
114-243 |
114-243 |
114-243 |
114-248 |
| S1 |
114-227 |
114-227 |
114-255 |
114-235 |
| S2 |
114-193 |
114-193 |
114-251 |
|
| S3 |
114-143 |
114-177 |
114-246 |
|
| S4 |
114-093 |
114-127 |
114-232 |
|
|
| 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 |
114-260 |
112-290 |
1-290 |
1.7% |
0-172 |
0.5% |
100% |
True |
False |
686,993 |
| 10 |
116-080 |
112-290 |
3-110 |
2.9% |
0-202 |
0.5% |
57% |
False |
False |
799,470 |
| 20 |
119-140 |
112-290 |
6-170 |
5.7% |
0-181 |
0.5% |
29% |
False |
False |
555,741 |
| 40 |
121-150 |
112-290 |
8-180 |
7.5% |
0-098 |
0.3% |
22% |
False |
False |
279,690 |
| 60 |
123-190 |
112-290 |
10-220 |
9.3% |
0-065 |
0.2% |
18% |
False |
False |
186,461 |
| 80 |
124-110 |
112-290 |
11-140 |
10.0% |
0-049 |
0.1% |
17% |
False |
False |
139,846 |
| 100 |
124-110 |
112-290 |
11-140 |
10.0% |
0-039 |
0.1% |
17% |
False |
False |
111,877 |
| 120 |
125-140 |
112-290 |
12-170 |
10.9% |
0-033 |
0.1% |
15% |
False |
False |
93,231 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-152 |
|
2.618 |
115-071 |
|
1.618 |
115-021 |
|
1.000 |
114-310 |
|
0.618 |
114-291 |
|
HIGH |
114-260 |
|
0.618 |
114-241 |
|
0.500 |
114-235 |
|
0.382 |
114-229 |
|
LOW |
114-210 |
|
0.618 |
114-179 |
|
1.000 |
114-160 |
|
1.618 |
114-129 |
|
2.618 |
114-079 |
|
4.250 |
113-318 |
|
|
| Fisher Pivots for day following 15-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
114-252 |
114-158 |
| PP |
114-243 |
114-057 |
| S1 |
114-235 |
113-275 |
|