CBOT 10-Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 29-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2009 |
29-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
116-065 |
116-180 |
0-115 |
0.3% |
114-310 |
| High |
116-150 |
116-205 |
0-055 |
0.1% |
116-150 |
| Low |
116-065 |
116-125 |
0-060 |
0.2% |
114-175 |
| Close |
116-130 |
116-145 |
0-015 |
0.0% |
116-130 |
| Range |
0-085 |
0-080 |
-0-005 |
-5.9% |
1-295 |
| ATR |
0-248 |
0-236 |
-0-012 |
-4.8% |
0-000 |
| Volume |
905,455 |
644,965 |
-260,490 |
-28.8% |
3,589,722 |
|
| Daily Pivots for day following 29-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-078 |
117-032 |
116-189 |
|
| R3 |
116-318 |
116-272 |
116-167 |
|
| R2 |
116-238 |
116-238 |
116-160 |
|
| R1 |
116-192 |
116-192 |
116-152 |
116-175 |
| PP |
116-158 |
116-158 |
116-158 |
116-150 |
| S1 |
116-112 |
116-112 |
116-138 |
116-095 |
| S2 |
116-078 |
116-078 |
116-130 |
|
| S3 |
115-318 |
116-032 |
116-123 |
|
| S4 |
115-238 |
115-272 |
116-101 |
|
|
| Weekly Pivots for week ending 26-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-183 |
120-292 |
117-148 |
|
| R3 |
119-208 |
118-317 |
116-299 |
|
| R2 |
117-233 |
117-233 |
116-243 |
|
| R1 |
117-022 |
117-022 |
116-186 |
117-128 |
| PP |
115-258 |
115-258 |
115-258 |
115-311 |
| S1 |
115-047 |
115-047 |
116-074 |
115-152 |
| S2 |
113-283 |
113-283 |
116-017 |
|
| S3 |
111-308 |
113-072 |
115-281 |
|
| S4 |
110-013 |
111-097 |
115-112 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116-205 |
114-175 |
2-030 |
1.8% |
0-209 |
0.6% |
91% |
True |
False |
724,353 |
| 10 |
116-205 |
113-230 |
2-295 |
2.5% |
0-216 |
0.6% |
94% |
True |
False |
722,778 |
| 20 |
116-205 |
112-290 |
3-235 |
3.2% |
0-209 |
0.6% |
95% |
True |
False |
761,124 |
| 40 |
120-110 |
112-290 |
7-140 |
6.4% |
0-152 |
0.4% |
48% |
False |
False |
460,069 |
| 60 |
122-070 |
112-290 |
9-100 |
8.0% |
0-101 |
0.3% |
38% |
False |
False |
306,923 |
| 80 |
124-110 |
112-290 |
11-140 |
9.8% |
0-076 |
0.2% |
31% |
False |
False |
230,193 |
| 100 |
124-110 |
112-290 |
11-140 |
9.8% |
0-061 |
0.2% |
31% |
False |
False |
184,155 |
| 120 |
124-110 |
112-290 |
11-140 |
9.8% |
0-051 |
0.1% |
31% |
False |
False |
153,462 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-225 |
|
2.618 |
117-094 |
|
1.618 |
117-014 |
|
1.000 |
116-285 |
|
0.618 |
116-254 |
|
HIGH |
116-205 |
|
0.618 |
116-174 |
|
0.500 |
116-165 |
|
0.382 |
116-156 |
|
LOW |
116-125 |
|
0.618 |
116-076 |
|
1.000 |
116-045 |
|
1.618 |
115-316 |
|
2.618 |
115-236 |
|
4.250 |
115-105 |
|
|
| Fisher Pivots for day following 29-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
116-165 |
116-082 |
| PP |
116-158 |
116-018 |
| S1 |
116-152 |
115-275 |
|