CBOT 10-Year T-Note Future June 2009
| Trading Metrics calculated at close of trading on 05-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2009 |
05-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
117-220 |
115-255 |
-1-285 |
-1.6% |
117-025 |
| High |
117-265 |
115-255 |
-2-010 |
-1.7% |
117-265 |
| Low |
117-220 |
115-025 |
-2-195 |
-2.2% |
115-025 |
| Close |
117-265 |
115-040 |
-2-225 |
-2.3% |
115-040 |
| Range |
0-045 |
0-230 |
0-185 |
411.1% |
2-240 |
| ATR |
0-252 |
0-297 |
0-045 |
17.8% |
0-000 |
| Volume |
81,421 |
31,296 |
-50,125 |
-61.6% |
528,139 |
|
| Daily Pivots for day following 05-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-157 |
117-008 |
115-166 |
|
| R3 |
116-247 |
116-098 |
115-103 |
|
| R2 |
116-017 |
116-017 |
115-082 |
|
| R1 |
115-188 |
115-188 |
115-061 |
115-148 |
| PP |
115-107 |
115-107 |
115-107 |
115-086 |
| S1 |
114-278 |
114-278 |
115-019 |
114-238 |
| S2 |
114-197 |
114-197 |
114-318 |
|
| S3 |
113-287 |
114-048 |
114-297 |
|
| S4 |
113-057 |
113-138 |
114-234 |
|
|
| Weekly Pivots for week ending 05-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-083 |
122-142 |
116-204 |
|
| R3 |
121-163 |
119-222 |
115-282 |
|
| R2 |
118-243 |
118-243 |
115-201 |
|
| R1 |
116-302 |
116-302 |
115-121 |
116-152 |
| PP |
116-003 |
116-003 |
116-003 |
115-249 |
| S1 |
114-062 |
114-062 |
114-279 |
113-232 |
| S2 |
113-083 |
113-083 |
114-199 |
|
| S3 |
110-163 |
111-142 |
114-118 |
|
| S4 |
107-243 |
108-222 |
113-196 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-200 |
115-025 |
3-175 |
3.1% |
0-110 |
0.3% |
1% |
False |
True |
399,553 |
| 10 |
121-125 |
115-025 |
6-100 |
5.5% |
0-210 |
0.6% |
1% |
False |
True |
696,065 |
| 20 |
121-310 |
115-025 |
6-285 |
6.0% |
0-186 |
0.5% |
1% |
False |
True |
655,592 |
| 40 |
123-255 |
115-025 |
8-230 |
7.6% |
0-181 |
0.5% |
1% |
False |
True |
597,502 |
| 60 |
126-010 |
115-025 |
10-305 |
9.5% |
0-211 |
0.6% |
0% |
False |
True |
610,094 |
| 80 |
126-010 |
115-025 |
10-305 |
9.5% |
0-193 |
0.5% |
0% |
False |
True |
531,462 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-272 |
|
2.618 |
117-217 |
|
1.618 |
116-307 |
|
1.000 |
116-165 |
|
0.618 |
116-077 |
|
HIGH |
115-255 |
|
0.618 |
115-167 |
|
0.500 |
115-140 |
|
0.382 |
115-113 |
|
LOW |
115-025 |
|
0.618 |
114-203 |
|
1.000 |
114-115 |
|
1.618 |
113-293 |
|
2.618 |
113-063 |
|
4.250 |
112-008 |
|
|
| Fisher Pivots for day following 05-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
115-140 |
116-145 |
| PP |
115-107 |
116-003 |
| S1 |
115-073 |
115-182 |
|