CBOT 10-Year T-Note Future June 2009
| Trading Metrics calculated at close of trading on 27-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2009 |
27-May-2009 |
Change |
Change % |
Previous Week |
| Open |
119-155 |
118-135 |
-1-020 |
-0.9% |
121-225 |
| High |
119-180 |
118-180 |
-1-000 |
-0.8% |
121-225 |
| Low |
118-235 |
117-125 |
-1-110 |
-1.1% |
119-055 |
| Close |
118-235 |
117-165 |
-1-070 |
-1.0% |
119-055 |
| Range |
0-265 |
1-055 |
0-110 |
41.5% |
2-170 |
| ATR |
0-227 |
0-242 |
0-014 |
6.4% |
0-000 |
| Volume |
673,648 |
990,408 |
316,760 |
47.0% |
3,530,808 |
|
| Daily Pivots for day following 27-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-108 |
120-192 |
118-051 |
|
| R3 |
120-053 |
119-137 |
117-268 |
|
| R2 |
118-318 |
118-318 |
117-234 |
|
| R1 |
118-082 |
118-082 |
117-199 |
118-012 |
| PP |
117-263 |
117-263 |
117-263 |
117-229 |
| S1 |
117-027 |
117-027 |
117-131 |
116-278 |
| S2 |
116-208 |
116-208 |
117-096 |
|
| S3 |
115-153 |
115-292 |
117-062 |
|
| S4 |
114-098 |
114-237 |
116-279 |
|
|
| Weekly Pivots for week ending 22-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-195 |
125-295 |
120-180 |
|
| R3 |
125-025 |
123-125 |
119-278 |
|
| R2 |
122-175 |
122-175 |
119-204 |
|
| R1 |
120-275 |
120-275 |
119-129 |
120-140 |
| PP |
120-005 |
120-005 |
120-005 |
119-258 |
| S1 |
118-105 |
118-105 |
118-301 |
117-290 |
| S2 |
117-155 |
117-155 |
118-226 |
|
| S3 |
114-305 |
115-255 |
118-152 |
|
| S4 |
112-135 |
113-085 |
117-250 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-125 |
117-125 |
4-000 |
3.4% |
0-278 |
0.7% |
3% |
False |
True |
821,352 |
| 10 |
121-310 |
117-125 |
4-185 |
3.9% |
0-218 |
0.6% |
3% |
False |
True |
694,629 |
| 20 |
121-310 |
117-125 |
4-185 |
3.9% |
0-192 |
0.5% |
3% |
False |
True |
646,854 |
| 40 |
124-090 |
117-125 |
6-285 |
5.9% |
0-185 |
0.5% |
2% |
False |
True |
591,680 |
| 60 |
126-010 |
117-125 |
8-205 |
7.4% |
0-219 |
0.6% |
1% |
False |
True |
622,553 |
| 80 |
126-010 |
117-125 |
8-205 |
7.4% |
0-182 |
0.5% |
1% |
False |
True |
488,080 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-174 |
|
2.618 |
121-202 |
|
1.618 |
120-147 |
|
1.000 |
119-235 |
|
0.618 |
119-092 |
|
HIGH |
118-180 |
|
0.618 |
118-037 |
|
0.500 |
117-312 |
|
0.382 |
117-268 |
|
LOW |
117-125 |
|
0.618 |
116-213 |
|
1.000 |
116-070 |
|
1.618 |
115-158 |
|
2.618 |
114-103 |
|
4.250 |
112-131 |
|
|
| Fisher Pivots for day following 27-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
117-312 |
118-162 |
| PP |
117-263 |
118-057 |
| S1 |
117-214 |
117-271 |
|