CBOT 10-Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 17-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2009 |
17-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
114-140 |
115-000 |
0-180 |
0.5% |
113-250 |
| High |
115-055 |
115-240 |
0-185 |
0.5% |
114-170 |
| Low |
114-140 |
114-315 |
0-175 |
0.5% |
112-290 |
| Close |
115-025 |
115-110 |
0-085 |
0.2% |
114-110 |
| Range |
0-235 |
0-245 |
0-010 |
4.3% |
1-200 |
| ATR |
0-237 |
0-237 |
0-001 |
0.3% |
0-000 |
| Volume |
517,590 |
708,024 |
190,434 |
36.8% |
3,989,511 |
|
| Daily Pivots for day following 17-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-210 |
117-085 |
115-245 |
|
| R3 |
116-285 |
116-160 |
115-177 |
|
| R2 |
116-040 |
116-040 |
115-155 |
|
| R1 |
115-235 |
115-235 |
115-132 |
115-298 |
| PP |
115-115 |
115-115 |
115-115 |
115-146 |
| S1 |
114-310 |
114-310 |
115-088 |
115-052 |
| S2 |
114-190 |
114-190 |
115-065 |
|
| S3 |
113-265 |
114-065 |
115-043 |
|
| S4 |
113-020 |
113-140 |
114-295 |
|
|
| 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 |
115-240 |
112-290 |
2-270 |
2.5% |
0-218 |
0.6% |
86% |
True |
False |
692,873 |
| 10 |
115-305 |
112-290 |
3-015 |
2.6% |
0-220 |
0.6% |
80% |
False |
False |
740,358 |
| 20 |
119-140 |
112-290 |
6-170 |
5.7% |
0-205 |
0.6% |
37% |
False |
False |
616,037 |
| 40 |
120-230 |
112-290 |
7-260 |
6.8% |
0-110 |
0.3% |
31% |
False |
False |
310,330 |
| 60 |
122-280 |
112-290 |
9-310 |
8.6% |
0-073 |
0.2% |
24% |
False |
False |
206,887 |
| 80 |
124-110 |
112-290 |
11-140 |
9.9% |
0-055 |
0.1% |
21% |
False |
False |
155,166 |
| 100 |
124-110 |
112-290 |
11-140 |
9.9% |
0-044 |
0.1% |
21% |
False |
False |
124,133 |
| 120 |
125-140 |
112-290 |
12-170 |
10.9% |
0-037 |
0.1% |
19% |
False |
False |
103,444 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-001 |
|
2.618 |
117-241 |
|
1.618 |
116-316 |
|
1.000 |
116-165 |
|
0.618 |
116-071 |
|
HIGH |
115-240 |
|
0.618 |
115-146 |
|
0.500 |
115-118 |
|
0.382 |
115-089 |
|
LOW |
114-315 |
|
0.618 |
114-164 |
|
1.000 |
114-070 |
|
1.618 |
113-239 |
|
2.618 |
112-314 |
|
4.250 |
111-234 |
|
|
| Fisher Pivots for day following 17-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
115-118 |
115-083 |
| PP |
115-115 |
115-057 |
| S1 |
115-112 |
115-030 |
|