CBOT 10-Year T-Note Future June 2009
| Trading Metrics calculated at close of trading on 27-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2009 |
27-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
121-225 |
122-010 |
0-105 |
0.3% |
122-235 |
| High |
121-280 |
122-100 |
0-140 |
0.4% |
123-135 |
| Low |
121-175 |
121-240 |
0-065 |
0.2% |
121-175 |
| Close |
121-175 |
122-095 |
0-240 |
0.6% |
121-175 |
| Range |
0-105 |
0-180 |
0-075 |
71.4% |
1-280 |
| ATR |
0-247 |
0-247 |
0-000 |
-0.1% |
0-000 |
| Volume |
671,530 |
485,529 |
-186,001 |
-27.7% |
3,086,832 |
|
| Daily Pivots for day following 27-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-258 |
123-197 |
122-194 |
|
| R3 |
123-078 |
123-017 |
122-144 |
|
| R2 |
122-218 |
122-218 |
122-128 |
|
| R1 |
122-157 |
122-157 |
122-112 |
122-188 |
| PP |
122-038 |
122-038 |
122-038 |
122-054 |
| S1 |
121-297 |
121-297 |
122-078 |
122-008 |
| S2 |
121-178 |
121-178 |
122-062 |
|
| S3 |
120-318 |
121-117 |
122-046 |
|
| S4 |
120-138 |
120-257 |
121-316 |
|
|
| Weekly Pivots for week ending 24-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-255 |
126-175 |
122-185 |
|
| R3 |
125-295 |
124-215 |
122-020 |
|
| R2 |
124-015 |
124-015 |
121-285 |
|
| R1 |
122-255 |
122-255 |
121-230 |
122-155 |
| PP |
122-055 |
122-055 |
122-055 |
122-005 |
| S1 |
120-295 |
120-295 |
121-120 |
120-195 |
| S2 |
120-095 |
120-095 |
121-065 |
|
| S3 |
118-135 |
119-015 |
121-010 |
|
| S4 |
116-175 |
117-055 |
120-165 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
123-135 |
121-175 |
1-280 |
1.5% |
0-192 |
0.5% |
40% |
False |
False |
597,640 |
| 10 |
123-255 |
121-175 |
2-080 |
1.8% |
0-176 |
0.4% |
33% |
False |
False |
541,609 |
| 20 |
124-090 |
121-175 |
2-235 |
2.2% |
0-178 |
0.5% |
27% |
False |
False |
527,712 |
| 40 |
126-010 |
119-240 |
6-090 |
5.1% |
0-235 |
0.6% |
41% |
False |
False |
608,970 |
| 60 |
126-010 |
119-140 |
6-190 |
5.4% |
0-176 |
0.4% |
43% |
False |
False |
425,081 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-225 |
|
2.618 |
123-251 |
|
1.618 |
123-071 |
|
1.000 |
122-280 |
|
0.618 |
122-211 |
|
HIGH |
122-100 |
|
0.618 |
122-031 |
|
0.500 |
122-010 |
|
0.382 |
121-309 |
|
LOW |
121-240 |
|
0.618 |
121-129 |
|
1.000 |
121-060 |
|
1.618 |
120-269 |
|
2.618 |
120-089 |
|
4.250 |
119-115 |
|
|
| Fisher Pivots for day following 27-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
122-067 |
122-056 |
| PP |
122-038 |
122-017 |
| S1 |
122-010 |
121-298 |
|