CBOT 10-Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 30-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2009 |
30-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
116-180 |
116-135 |
-0-045 |
-0.1% |
114-310 |
| High |
116-205 |
116-180 |
-0-025 |
-0.1% |
116-150 |
| Low |
116-125 |
115-295 |
-0-150 |
-0.4% |
114-175 |
| Close |
116-145 |
116-085 |
-0-060 |
-0.2% |
116-130 |
| Range |
0-080 |
0-205 |
0-125 |
156.3% |
1-295 |
| ATR |
0-236 |
0-234 |
-0-002 |
-0.9% |
0-000 |
| Volume |
644,965 |
521,031 |
-123,934 |
-19.2% |
3,589,722 |
|
| Daily Pivots for day following 30-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-055 |
117-275 |
116-198 |
|
| R3 |
117-170 |
117-070 |
116-141 |
|
| R2 |
116-285 |
116-285 |
116-123 |
|
| R1 |
116-185 |
116-185 |
116-104 |
116-132 |
| PP |
116-080 |
116-080 |
116-080 |
116-054 |
| S1 |
115-300 |
115-300 |
116-066 |
115-248 |
| S2 |
115-195 |
115-195 |
116-047 |
|
| S3 |
114-310 |
115-095 |
116-029 |
|
| S4 |
114-105 |
114-210 |
115-292 |
|
|
| 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 |
115-025 |
1-180 |
1.3% |
0-187 |
0.5% |
76% |
False |
False |
720,822 |
| 10 |
116-205 |
113-230 |
2-295 |
2.5% |
0-213 |
0.6% |
87% |
False |
False |
723,122 |
| 20 |
116-205 |
112-290 |
3-235 |
3.2% |
0-209 |
0.6% |
90% |
False |
False |
742,880 |
| 40 |
120-110 |
112-290 |
7-140 |
6.4% |
0-157 |
0.4% |
45% |
False |
False |
473,024 |
| 60 |
122-070 |
112-290 |
9-100 |
8.0% |
0-105 |
0.3% |
36% |
False |
False |
315,607 |
| 80 |
124-110 |
112-290 |
11-140 |
9.8% |
0-079 |
0.2% |
29% |
False |
False |
236,706 |
| 100 |
124-110 |
112-290 |
11-140 |
9.8% |
0-063 |
0.2% |
29% |
False |
False |
189,365 |
| 120 |
124-110 |
112-290 |
11-140 |
9.8% |
0-052 |
0.1% |
29% |
False |
False |
157,804 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-091 |
|
2.618 |
118-077 |
|
1.618 |
117-192 |
|
1.000 |
117-065 |
|
0.618 |
116-307 |
|
HIGH |
116-180 |
|
0.618 |
116-102 |
|
0.500 |
116-078 |
|
0.382 |
116-053 |
|
LOW |
115-295 |
|
0.618 |
115-168 |
|
1.000 |
115-090 |
|
1.618 |
114-283 |
|
2.618 |
114-078 |
|
4.250 |
113-064 |
|
|
| Fisher Pivots for day following 30-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
116-082 |
116-090 |
| PP |
116-080 |
116-088 |
| S1 |
116-078 |
116-087 |
|