CBOT 10-Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 24-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2009 |
24-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
114-310 |
115-100 |
0-110 |
0.3% |
114-210 |
| High |
115-170 |
115-230 |
0-060 |
0.2% |
115-240 |
| Low |
114-175 |
115-030 |
0-175 |
0.5% |
113-230 |
| Close |
115-155 |
115-060 |
-0-095 |
-0.3% |
114-120 |
| Range |
0-315 |
0-200 |
-0-115 |
-36.5% |
2-010 |
| ATR |
0-257 |
0-253 |
-0-004 |
-1.6% |
0-000 |
| Volume |
538,689 |
701,532 |
162,843 |
30.2% |
3,567,789 |
|
| Daily Pivots for day following 24-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-067 |
116-263 |
115-170 |
|
| R3 |
116-187 |
116-063 |
115-115 |
|
| R2 |
115-307 |
115-307 |
115-097 |
|
| R1 |
115-183 |
115-183 |
115-078 |
115-145 |
| PP |
115-107 |
115-107 |
115-107 |
115-088 |
| S1 |
114-303 |
114-303 |
115-042 |
114-265 |
| S2 |
114-227 |
114-227 |
115-023 |
|
| S3 |
114-027 |
114-103 |
115-005 |
|
| S4 |
113-147 |
113-223 |
114-270 |
|
|
| 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 |
115-230 |
113-230 |
2-000 |
1.7% |
0-230 |
0.6% |
73% |
True |
False |
724,124 |
| 10 |
115-240 |
112-290 |
2-270 |
2.5% |
0-224 |
0.6% |
80% |
False |
False |
708,498 |
| 20 |
117-010 |
112-290 |
4-040 |
3.6% |
0-229 |
0.6% |
55% |
False |
False |
762,243 |
| 40 |
120-110 |
112-290 |
7-140 |
6.5% |
0-139 |
0.4% |
31% |
False |
False |
400,678 |
| 60 |
122-220 |
112-290 |
9-250 |
8.5% |
0-093 |
0.3% |
23% |
False |
False |
267,231 |
| 80 |
124-110 |
112-290 |
11-140 |
9.9% |
0-069 |
0.2% |
20% |
False |
False |
200,424 |
| 100 |
124-110 |
112-290 |
11-140 |
9.9% |
0-056 |
0.2% |
20% |
False |
False |
160,339 |
| 120 |
124-110 |
112-290 |
11-140 |
9.9% |
0-046 |
0.1% |
20% |
False |
False |
133,616 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-120 |
|
2.618 |
117-114 |
|
1.618 |
116-234 |
|
1.000 |
116-110 |
|
0.618 |
116-034 |
|
HIGH |
115-230 |
|
0.618 |
115-154 |
|
0.500 |
115-130 |
|
0.382 |
115-106 |
|
LOW |
115-030 |
|
0.618 |
114-226 |
|
1.000 |
114-150 |
|
1.618 |
114-026 |
|
2.618 |
113-146 |
|
4.250 |
112-140 |
|
|
| Fisher Pivots for day following 24-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
115-130 |
115-054 |
| PP |
115-107 |
115-048 |
| S1 |
115-083 |
115-042 |
|