CBOT 10-Year T-Note Future June 2009
| Trading Metrics calculated at close of trading on 20-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2009 |
20-May-2009 |
Change |
Change % |
Previous Week |
| Open |
120-185 |
120-265 |
0-080 |
0.2% |
120-315 |
| High |
120-215 |
121-025 |
0-130 |
0.3% |
121-310 |
| Low |
120-185 |
120-210 |
0-025 |
0.1% |
120-295 |
| Close |
120-210 |
120-305 |
0-095 |
0.2% |
121-165 |
| Range |
0-030 |
0-135 |
0-105 |
350.0% |
1-015 |
| ATR |
0-210 |
0-204 |
-0-005 |
-2.5% |
0-000 |
| Volume |
556,584 |
645,954 |
89,370 |
16.1% |
2,945,989 |
|
| Daily Pivots for day following 20-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-052 |
121-313 |
121-059 |
|
| R3 |
121-237 |
121-178 |
121-022 |
|
| R2 |
121-102 |
121-102 |
121-010 |
|
| R1 |
121-043 |
121-043 |
120-317 |
121-072 |
| PP |
120-287 |
120-287 |
120-287 |
120-301 |
| S1 |
120-228 |
120-228 |
120-293 |
120-258 |
| S2 |
120-152 |
120-152 |
120-280 |
|
| S3 |
120-017 |
120-093 |
120-268 |
|
| S4 |
119-202 |
119-278 |
120-231 |
|
|
| 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 |
120-185 |
1-125 |
1.1% |
0-147 |
0.4% |
27% |
False |
False |
582,237 |
| 10 |
121-310 |
119-275 |
2-035 |
1.7% |
0-164 |
0.4% |
52% |
False |
False |
615,119 |
| 20 |
122-100 |
119-275 |
2-145 |
2.0% |
0-159 |
0.4% |
45% |
False |
False |
594,147 |
| 40 |
124-090 |
119-275 |
4-135 |
3.7% |
0-176 |
0.5% |
25% |
False |
False |
568,678 |
| 60 |
126-010 |
119-190 |
6-140 |
5.3% |
0-215 |
0.6% |
21% |
False |
False |
588,195 |
| 80 |
126-010 |
119-140 |
6-190 |
5.5% |
0-166 |
0.4% |
23% |
False |
False |
444,986 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-279 |
|
2.618 |
122-058 |
|
1.618 |
121-243 |
|
1.000 |
121-160 |
|
0.618 |
121-108 |
|
HIGH |
121-025 |
|
0.618 |
120-293 |
|
0.500 |
120-278 |
|
0.382 |
120-262 |
|
LOW |
120-210 |
|
0.618 |
120-127 |
|
1.000 |
120-075 |
|
1.618 |
119-312 |
|
2.618 |
119-177 |
|
4.250 |
118-276 |
|
|
| Fisher Pivots for day following 20-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
120-296 |
121-045 |
| PP |
120-287 |
121-025 |
| S1 |
120-278 |
121-005 |
|