CBOT 10-Year T-Note Future June 2009
| Trading Metrics calculated at close of trading on 08-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2009 |
08-May-2009 |
Change |
Change % |
Previous Week |
| Open |
120-150 |
119-275 |
-0-195 |
-0.5% |
120-220 |
| High |
120-200 |
120-185 |
-0-015 |
0.0% |
121-110 |
| Low |
119-280 |
119-275 |
-0-005 |
0.0% |
119-275 |
| Close |
120-080 |
120-115 |
0-035 |
0.1% |
120-115 |
| Range |
0-240 |
0-230 |
-0-010 |
-4.2% |
1-155 |
| ATR |
0-231 |
0-231 |
0-000 |
0.0% |
0-000 |
| Volume |
613,013 |
858,138 |
245,125 |
40.0% |
2,697,710 |
|
| Daily Pivots for day following 08-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-135 |
122-035 |
120-242 |
|
| R3 |
121-225 |
121-125 |
120-178 |
|
| R2 |
120-315 |
120-315 |
120-157 |
|
| R1 |
120-215 |
120-215 |
120-136 |
120-265 |
| PP |
120-085 |
120-085 |
120-085 |
120-110 |
| S1 |
119-305 |
119-305 |
120-094 |
120-035 |
| S2 |
119-175 |
119-175 |
120-073 |
|
| S3 |
118-265 |
119-075 |
120-052 |
|
| S4 |
118-035 |
118-165 |
119-308 |
|
|
| Weekly Pivots for week ending 08-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-312 |
124-048 |
121-056 |
|
| R3 |
123-157 |
122-213 |
120-246 |
|
| R2 |
122-002 |
122-002 |
120-202 |
|
| R1 |
121-058 |
121-058 |
120-159 |
120-272 |
| PP |
120-167 |
120-167 |
120-167 |
120-114 |
| S1 |
119-223 |
119-223 |
120-071 |
119-118 |
| S2 |
119-012 |
119-012 |
120-028 |
|
| S3 |
117-177 |
118-068 |
119-304 |
|
| S4 |
116-022 |
116-233 |
119-174 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-110 |
119-275 |
1-155 |
1.2% |
0-167 |
0.4% |
34% |
False |
True |
539,542 |
| 10 |
122-100 |
119-275 |
2-145 |
2.0% |
0-177 |
0.5% |
20% |
False |
True |
589,107 |
| 20 |
123-255 |
119-275 |
3-300 |
3.3% |
0-181 |
0.5% |
13% |
False |
True |
566,379 |
| 40 |
126-010 |
119-275 |
6-055 |
5.1% |
0-225 |
0.6% |
8% |
False |
True |
590,782 |
| 60 |
126-010 |
119-190 |
6-140 |
5.3% |
0-203 |
0.5% |
12% |
False |
False |
514,431 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-202 |
|
2.618 |
122-147 |
|
1.618 |
121-237 |
|
1.000 |
121-095 |
|
0.618 |
121-007 |
|
HIGH |
120-185 |
|
0.618 |
120-097 |
|
0.500 |
120-070 |
|
0.382 |
120-043 |
|
LOW |
119-275 |
|
0.618 |
119-133 |
|
1.000 |
119-045 |
|
1.618 |
118-223 |
|
2.618 |
117-313 |
|
4.250 |
116-258 |
|
|
| Fisher Pivots for day following 08-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
120-100 |
120-192 |
| PP |
120-085 |
120-167 |
| S1 |
120-070 |
120-141 |
|