CBOT 10-Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 22-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2009 |
22-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
114-010 |
114-310 |
0-300 |
0.8% |
114-210 |
| High |
114-160 |
115-060 |
0-220 |
0.6% |
115-240 |
| Low |
113-230 |
114-310 |
1-080 |
1.1% |
113-230 |
| Close |
114-120 |
115-045 |
0-245 |
0.7% |
114-120 |
| Range |
0-250 |
0-070 |
-0-180 |
-72.0% |
2-010 |
| ATR |
0-252 |
0-252 |
0-001 |
0.2% |
0-000 |
| Volume |
922,654 |
612,918 |
-309,736 |
-33.6% |
3,567,789 |
|
| Daily Pivots for day following 22-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-242 |
115-213 |
115-084 |
|
| R3 |
115-172 |
115-143 |
115-064 |
|
| R2 |
115-102 |
115-102 |
115-058 |
|
| R1 |
115-073 |
115-073 |
115-051 |
115-088 |
| PP |
115-032 |
115-032 |
115-032 |
115-039 |
| S1 |
115-003 |
115-003 |
115-039 |
115-018 |
| S2 |
114-282 |
114-282 |
115-032 |
|
| S3 |
114-212 |
114-253 |
115-026 |
|
| S4 |
114-142 |
114-183 |
115-006 |
|
|
| Weekly Pivots for week ending 19-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-227 |
119-183 |
115-158 |
|
| R3 |
118-217 |
117-173 |
114-299 |
|
| R2 |
116-207 |
116-207 |
114-239 |
|
| R1 |
115-163 |
115-163 |
114-180 |
115-020 |
| PP |
114-197 |
114-197 |
114-197 |
114-125 |
| S1 |
113-153 |
113-153 |
114-060 |
113-010 |
| S2 |
112-187 |
112-187 |
114-001 |
|
| S3 |
110-177 |
111-143 |
113-261 |
|
| S4 |
108-167 |
109-133 |
113-082 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
115-240 |
113-230 |
2-010 |
1.8% |
0-223 |
0.6% |
70% |
False |
False |
721,202 |
| 10 |
115-240 |
112-290 |
2-270 |
2.5% |
0-198 |
0.5% |
79% |
False |
False |
704,098 |
| 20 |
118-010 |
112-290 |
5-040 |
4.5% |
0-231 |
0.6% |
44% |
False |
False |
723,137 |
| 40 |
120-230 |
112-290 |
7-260 |
6.8% |
0-126 |
0.3% |
29% |
False |
False |
369,839 |
| 60 |
122-220 |
112-290 |
9-250 |
8.5% |
0-084 |
0.2% |
23% |
False |
False |
246,561 |
| 80 |
124-110 |
112-290 |
11-140 |
9.9% |
0-063 |
0.2% |
20% |
False |
False |
184,921 |
| 100 |
124-110 |
112-290 |
11-140 |
9.9% |
0-050 |
0.1% |
20% |
False |
False |
147,937 |
| 120 |
124-290 |
112-290 |
12-000 |
10.4% |
0-042 |
0.1% |
19% |
False |
False |
123,281 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-038 |
|
2.618 |
115-243 |
|
1.618 |
115-173 |
|
1.000 |
115-130 |
|
0.618 |
115-103 |
|
HIGH |
115-060 |
|
0.618 |
115-033 |
|
0.500 |
115-025 |
|
0.382 |
115-017 |
|
LOW |
114-310 |
|
0.618 |
114-267 |
|
1.000 |
114-240 |
|
1.618 |
114-197 |
|
2.618 |
114-127 |
|
4.250 |
114-012 |
|
|
| Fisher Pivots for day following 22-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
115-038 |
114-292 |
| PP |
115-032 |
114-218 |
| S1 |
115-025 |
114-145 |
|