CBOT 10-Year T-Note Future June 2009
| Trading Metrics calculated at close of trading on 12-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2009 |
12-May-2009 |
Change |
Change % |
Previous Week |
| Open |
120-315 |
120-310 |
-0-005 |
0.0% |
120-220 |
| High |
121-085 |
121-130 |
0-045 |
0.1% |
121-110 |
| Low |
120-315 |
120-295 |
-0-020 |
-0.1% |
119-275 |
| Close |
121-085 |
121-095 |
0-010 |
0.0% |
120-115 |
| Range |
0-090 |
0-155 |
0-065 |
72.2% |
1-155 |
| ATR |
0-235 |
0-229 |
-0-006 |
-2.4% |
0-000 |
| Volume |
679,021 |
515,537 |
-163,484 |
-24.1% |
2,697,710 |
|
| Daily Pivots for day following 12-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-212 |
122-148 |
121-180 |
|
| R3 |
122-057 |
121-313 |
121-138 |
|
| R2 |
121-222 |
121-222 |
121-123 |
|
| R1 |
121-158 |
121-158 |
121-109 |
121-190 |
| PP |
121-067 |
121-067 |
121-067 |
121-082 |
| S1 |
121-003 |
121-003 |
121-081 |
121-035 |
| S2 |
120-232 |
120-232 |
121-067 |
|
| S3 |
120-077 |
120-168 |
121-052 |
|
| S4 |
119-242 |
120-013 |
121-010 |
|
|
| 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 |
121-130 |
119-275 |
1-175 |
1.3% |
0-185 |
0.5% |
93% |
True |
False |
627,710 |
| 10 |
121-240 |
119-275 |
1-285 |
1.6% |
0-168 |
0.4% |
76% |
False |
False |
599,079 |
| 20 |
123-255 |
119-275 |
3-300 |
3.2% |
0-172 |
0.4% |
37% |
False |
False |
584,132 |
| 40 |
126-010 |
119-275 |
6-055 |
5.1% |
0-218 |
0.6% |
23% |
False |
False |
583,749 |
| 60 |
126-010 |
119-190 |
6-140 |
5.3% |
0-206 |
0.5% |
26% |
False |
False |
533,918 |
| 80 |
126-010 |
119-140 |
6-190 |
5.4% |
0-155 |
0.4% |
28% |
False |
False |
401,503 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-149 |
|
2.618 |
122-216 |
|
1.618 |
122-061 |
|
1.000 |
121-285 |
|
0.618 |
121-226 |
|
HIGH |
121-130 |
|
0.618 |
121-071 |
|
0.500 |
121-052 |
|
0.382 |
121-034 |
|
LOW |
120-295 |
|
0.618 |
120-199 |
|
1.000 |
120-140 |
|
1.618 |
120-044 |
|
2.618 |
119-209 |
|
4.250 |
118-276 |
|
|
| Fisher Pivots for day following 12-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
121-081 |
121-024 |
| PP |
121-067 |
120-273 |
| S1 |
121-052 |
120-202 |
|