CBOT 10-Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 07-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2009 |
07-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
120-070 |
120-180 |
0-110 |
0.3% |
122-050 |
| High |
120-070 |
120-180 |
0-110 |
0.3% |
122-220 |
| Low |
120-070 |
120-180 |
0-110 |
0.3% |
120-120 |
| Close |
120-070 |
120-180 |
0-110 |
0.3% |
120-120 |
| Range |
|
|
|
|
|
| ATR |
0-215 |
0-208 |
-0-008 |
-3.5% |
0-000 |
| Volume |
0 |
4 |
4 |
|
13 |
|
| Daily Pivots for day following 07-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-180 |
120-180 |
120-180 |
|
| R3 |
120-180 |
120-180 |
120-180 |
|
| R2 |
120-180 |
120-180 |
120-180 |
|
| R1 |
120-180 |
120-180 |
120-180 |
120-180 |
| PP |
120-180 |
120-180 |
120-180 |
120-180 |
| S1 |
120-180 |
120-180 |
120-180 |
120-180 |
| S2 |
120-180 |
120-180 |
120-180 |
|
| S3 |
120-180 |
120-180 |
120-180 |
|
| S4 |
120-180 |
120-180 |
120-180 |
|
|
| Weekly Pivots for week ending 03-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-027 |
126-173 |
121-207 |
|
| R3 |
125-247 |
124-073 |
121-004 |
|
| R2 |
123-147 |
123-147 |
120-256 |
|
| R1 |
121-293 |
121-293 |
120-188 |
121-170 |
| PP |
121-047 |
121-047 |
121-047 |
120-305 |
| S1 |
119-193 |
119-193 |
120-052 |
119-070 |
| S2 |
118-267 |
118-267 |
119-304 |
|
| S3 |
116-167 |
117-093 |
119-236 |
|
| S4 |
114-067 |
114-313 |
119-033 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122-220 |
120-070 |
2-150 |
2.0% |
0-000 |
0.0% |
14% |
False |
False |
1 |
| 10 |
122-220 |
120-070 |
2-150 |
2.0% |
0-000 |
0.0% |
14% |
False |
False |
2 |
| 20 |
124-110 |
119-300 |
4-130 |
3.7% |
0-000 |
0.0% |
14% |
False |
False |
2 |
| 40 |
124-110 |
118-260 |
5-170 |
4.6% |
0-000 |
0.0% |
32% |
False |
False |
2 |
| 60 |
124-110 |
118-140 |
5-290 |
4.9% |
0-000 |
0.0% |
36% |
False |
False |
2 |
| 80 |
125-240 |
118-140 |
7-100 |
6.1% |
0-000 |
0.0% |
29% |
False |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-180 |
|
2.618 |
120-180 |
|
1.618 |
120-180 |
|
1.000 |
120-180 |
|
0.618 |
120-180 |
|
HIGH |
120-180 |
|
0.618 |
120-180 |
|
0.500 |
120-180 |
|
0.382 |
120-180 |
|
LOW |
120-180 |
|
0.618 |
120-180 |
|
1.000 |
120-180 |
|
1.618 |
120-180 |
|
2.618 |
120-180 |
|
4.250 |
120-180 |
|
|
| Fisher Pivots for day following 07-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
120-180 |
120-162 |
| PP |
120-180 |
120-143 |
| S1 |
120-180 |
120-125 |
|