CBOT 10-Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 15-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2009 |
15-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
121-310 |
122-070 |
0-080 |
0.2% |
120-070 |
| High |
121-310 |
122-070 |
0-080 |
0.2% |
121-040 |
| Low |
121-310 |
122-070 |
0-080 |
0.2% |
120-070 |
| Close |
121-310 |
122-070 |
0-080 |
0.2% |
120-230 |
| Range |
|
|
|
|
|
| ATR |
0-200 |
0-192 |
-0-009 |
-4.3% |
0-000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 15-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-070 |
122-070 |
122-070 |
|
| R3 |
122-070 |
122-070 |
122-070 |
|
| R2 |
122-070 |
122-070 |
122-070 |
|
| R1 |
122-070 |
122-070 |
122-070 |
122-070 |
| PP |
122-070 |
122-070 |
122-070 |
122-070 |
| S1 |
122-070 |
122-070 |
122-070 |
122-070 |
| S2 |
122-070 |
122-070 |
122-070 |
|
| S3 |
122-070 |
122-070 |
122-070 |
|
| S4 |
122-070 |
122-070 |
122-070 |
|
|
| Weekly Pivots for week ending 10-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-130 |
122-310 |
121-070 |
|
| R3 |
122-160 |
122-020 |
120-310 |
|
| R2 |
121-190 |
121-190 |
120-283 |
|
| R1 |
121-050 |
121-050 |
120-257 |
121-120 |
| PP |
120-220 |
120-220 |
120-220 |
120-255 |
| S1 |
120-080 |
120-080 |
120-203 |
120-150 |
| S2 |
119-250 |
119-250 |
120-177 |
|
| S3 |
118-280 |
119-110 |
120-150 |
|
| S4 |
117-310 |
118-140 |
120-070 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122-070 |
120-230 |
1-160 |
1.2% |
0-000 |
0.0% |
100% |
True |
False |
1 |
| 10 |
122-220 |
120-070 |
2-150 |
2.0% |
0-000 |
0.0% |
81% |
False |
False |
1 |
| 20 |
124-110 |
120-070 |
4-040 |
3.4% |
0-000 |
0.0% |
48% |
False |
False |
2 |
| 40 |
124-110 |
118-260 |
5-170 |
4.5% |
0-000 |
0.0% |
62% |
False |
False |
2 |
| 60 |
124-110 |
118-140 |
5-290 |
4.8% |
0-000 |
0.0% |
64% |
False |
False |
2 |
| 80 |
125-240 |
118-140 |
7-100 |
6.0% |
0-000 |
0.0% |
52% |
False |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-070 |
|
2.618 |
122-070 |
|
1.618 |
122-070 |
|
1.000 |
122-070 |
|
0.618 |
122-070 |
|
HIGH |
122-070 |
|
0.618 |
122-070 |
|
0.500 |
122-070 |
|
0.382 |
122-070 |
|
LOW |
122-070 |
|
0.618 |
122-070 |
|
1.000 |
122-070 |
|
1.618 |
122-070 |
|
2.618 |
122-070 |
|
4.250 |
122-070 |
|
|
| Fisher Pivots for day following 15-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
122-070 |
122-032 |
| PP |
122-070 |
121-313 |
| S1 |
122-070 |
121-275 |
|