CBOT 10-Year T-Note Future June 2009
| Trading Metrics calculated at close of trading on 15-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2009 |
15-May-2009 |
Change |
Change % |
Previous Week |
| Open |
121-310 |
121-230 |
-0-080 |
-0.2% |
120-315 |
| High |
121-310 |
121-230 |
-0-080 |
-0.2% |
121-310 |
| Low |
121-170 |
121-080 |
-0-090 |
-0.2% |
120-295 |
| Close |
121-215 |
121-165 |
-0-050 |
-0.1% |
121-165 |
| Range |
0-140 |
0-150 |
0-010 |
7.1% |
1-015 |
| ATR |
0-220 |
0-215 |
-0-005 |
-2.3% |
0-000 |
| Volume |
649,050 |
528,079 |
-120,971 |
-18.6% |
2,945,989 |
|
| Daily Pivots for day following 15-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-288 |
122-217 |
121-248 |
|
| R3 |
122-138 |
122-067 |
121-206 |
|
| R2 |
121-308 |
121-308 |
121-192 |
|
| R1 |
121-237 |
121-237 |
121-179 |
121-198 |
| PP |
121-158 |
121-158 |
121-158 |
121-139 |
| S1 |
121-087 |
121-087 |
121-151 |
121-048 |
| S2 |
121-008 |
121-008 |
121-138 |
|
| S3 |
120-178 |
120-257 |
121-124 |
|
| S4 |
120-028 |
120-107 |
121-082 |
|
|
| Weekly Pivots for week ending 15-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-195 |
124-035 |
122-029 |
|
| R3 |
123-180 |
123-020 |
121-257 |
|
| R2 |
122-165 |
122-165 |
121-226 |
|
| R1 |
122-005 |
122-005 |
121-196 |
122-085 |
| PP |
121-150 |
121-150 |
121-150 |
121-190 |
| S1 |
120-310 |
120-310 |
121-134 |
121-070 |
| S2 |
120-135 |
120-135 |
121-104 |
|
| S3 |
119-120 |
119-295 |
121-073 |
|
| S4 |
118-105 |
118-280 |
120-301 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-310 |
120-295 |
1-015 |
0.9% |
0-144 |
0.4% |
57% |
False |
False |
589,197 |
| 10 |
121-310 |
119-275 |
2-035 |
1.7% |
0-156 |
0.4% |
79% |
False |
False |
564,369 |
| 20 |
123-135 |
119-275 |
3-180 |
2.9% |
0-171 |
0.4% |
46% |
False |
False |
596,194 |
| 40 |
124-290 |
119-275 |
5-015 |
4.2% |
0-176 |
0.5% |
33% |
False |
False |
571,058 |
| 60 |
126-010 |
119-190 |
6-140 |
5.3% |
0-211 |
0.5% |
30% |
False |
False |
562,521 |
| 80 |
126-010 |
119-140 |
6-190 |
5.4% |
0-161 |
0.4% |
32% |
False |
False |
423,387 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-228 |
|
2.618 |
122-303 |
|
1.618 |
122-153 |
|
1.000 |
122-060 |
|
0.618 |
122-003 |
|
HIGH |
121-230 |
|
0.618 |
121-173 |
|
0.500 |
121-155 |
|
0.382 |
121-137 |
|
LOW |
121-080 |
|
0.618 |
120-307 |
|
1.000 |
120-250 |
|
1.618 |
120-157 |
|
2.618 |
120-007 |
|
4.250 |
119-082 |
|
|
| Fisher Pivots for day following 15-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
121-162 |
121-195 |
| PP |
121-158 |
121-185 |
| S1 |
121-155 |
121-175 |
|