CBOT 10-Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 02-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2009 |
02-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
115-275 |
116-085 |
0-130 |
0.4% |
114-310 |
| High |
116-100 |
117-010 |
0-230 |
0.6% |
116-150 |
| Low |
115-235 |
116-085 |
0-170 |
0.5% |
114-175 |
| Close |
116-085 |
116-270 |
0-185 |
0.5% |
116-130 |
| Range |
0-185 |
0-245 |
0-060 |
32.4% |
1-295 |
| ATR |
0-230 |
0-231 |
0-001 |
0.5% |
0-000 |
| Volume |
880,715 |
701,172 |
-179,543 |
-20.4% |
3,589,722 |
|
| Daily Pivots for day following 02-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-003 |
118-222 |
117-085 |
|
| R3 |
118-078 |
117-297 |
117-017 |
|
| R2 |
117-153 |
117-153 |
116-315 |
|
| R1 |
117-052 |
117-052 |
116-292 |
117-102 |
| PP |
116-228 |
116-228 |
116-228 |
116-254 |
| S1 |
116-127 |
116-127 |
116-248 |
116-178 |
| S2 |
115-303 |
115-303 |
116-225 |
|
| S3 |
115-058 |
115-202 |
116-203 |
|
| S4 |
114-133 |
114-277 |
116-135 |
|
|
| 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 |
117-010 |
115-235 |
1-095 |
1.1% |
0-160 |
0.4% |
86% |
True |
False |
730,667 |
| 10 |
117-010 |
113-230 |
3-100 |
2.8% |
0-200 |
0.5% |
94% |
True |
False |
726,025 |
| 20 |
117-010 |
112-290 |
4-040 |
3.5% |
0-211 |
0.6% |
95% |
True |
False |
731,398 |
| 40 |
120-110 |
112-290 |
7-140 |
6.4% |
0-168 |
0.4% |
53% |
False |
False |
512,346 |
| 60 |
122-070 |
112-290 |
9-100 |
8.0% |
0-112 |
0.3% |
42% |
False |
False |
341,972 |
| 80 |
124-110 |
112-290 |
11-140 |
9.8% |
0-084 |
0.2% |
34% |
False |
False |
256,479 |
| 100 |
124-110 |
112-290 |
11-140 |
9.8% |
0-067 |
0.2% |
34% |
False |
False |
205,184 |
| 120 |
124-110 |
112-290 |
11-140 |
9.8% |
0-056 |
0.1% |
34% |
False |
False |
170,987 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-091 |
|
2.618 |
119-011 |
|
1.618 |
118-086 |
|
1.000 |
117-255 |
|
0.618 |
117-161 |
|
HIGH |
117-010 |
|
0.618 |
116-236 |
|
0.500 |
116-208 |
|
0.382 |
116-179 |
|
LOW |
116-085 |
|
0.618 |
115-254 |
|
1.000 |
115-160 |
|
1.618 |
115-009 |
|
2.618 |
114-084 |
|
4.250 |
113-004 |
|
|
| Fisher Pivots for day following 02-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
116-249 |
116-221 |
| PP |
116-228 |
116-172 |
| S1 |
116-208 |
116-122 |
|