CBOT 10-Year T-Note Future June 2009
| Trading Metrics calculated at close of trading on 28-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2009 |
28-May-2009 |
Change |
Change % |
Previous Week |
| Open |
118-135 |
117-180 |
-0-275 |
-0.7% |
121-225 |
| High |
118-180 |
118-000 |
-0-180 |
-0.5% |
121-225 |
| Low |
117-125 |
117-030 |
-0-095 |
-0.3% |
119-055 |
| Close |
117-165 |
117-165 |
0-000 |
0.0% |
119-055 |
| Range |
1-055 |
0-290 |
-0-085 |
-22.7% |
2-170 |
| ATR |
0-242 |
0-245 |
0-003 |
1.4% |
0-000 |
| Volume |
990,408 |
1,502,078 |
511,670 |
51.7% |
3,530,808 |
|
| Daily Pivots for day following 28-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-082 |
119-253 |
118-004 |
|
| R3 |
119-112 |
118-283 |
117-245 |
|
| R2 |
118-142 |
118-142 |
117-218 |
|
| R1 |
117-313 |
117-313 |
117-192 |
117-242 |
| PP |
117-172 |
117-172 |
117-172 |
117-136 |
| S1 |
117-023 |
117-023 |
117-138 |
116-272 |
| S2 |
116-202 |
116-202 |
117-112 |
|
| S3 |
115-232 |
116-053 |
117-085 |
|
| S4 |
114-262 |
115-083 |
117-006 |
|
|
| 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 |
117-030 |
4-095 |
3.7% |
0-309 |
0.8% |
10% |
False |
True |
992,576 |
| 10 |
121-310 |
117-030 |
4-280 |
4.1% |
0-228 |
0.6% |
9% |
False |
True |
787,407 |
| 20 |
121-310 |
117-030 |
4-280 |
4.1% |
0-195 |
0.5% |
9% |
False |
True |
687,631 |
| 40 |
124-090 |
117-030 |
7-060 |
6.1% |
0-191 |
0.5% |
6% |
False |
True |
616,473 |
| 60 |
126-010 |
117-030 |
8-300 |
7.6% |
0-221 |
0.6% |
5% |
False |
True |
637,421 |
| 80 |
126-010 |
117-030 |
8-300 |
7.6% |
0-186 |
0.5% |
5% |
False |
True |
506,823 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-272 |
|
2.618 |
120-119 |
|
1.618 |
119-149 |
|
1.000 |
118-290 |
|
0.618 |
118-179 |
|
HIGH |
118-000 |
|
0.618 |
117-209 |
|
0.500 |
117-175 |
|
0.382 |
117-141 |
|
LOW |
117-030 |
|
0.618 |
116-171 |
|
1.000 |
116-060 |
|
1.618 |
115-201 |
|
2.618 |
114-231 |
|
4.250 |
113-078 |
|
|
| Fisher Pivots for day following 28-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
117-175 |
118-105 |
| PP |
117-172 |
118-018 |
| S1 |
117-168 |
117-252 |
|