CBOT 10-Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 05-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2009 |
05-May-2009 |
Change |
Change % |
Previous Week |
| Open |
119-090 |
119-110 |
0-020 |
0.1% |
120-230 |
| High |
119-090 |
119-110 |
0-020 |
0.1% |
120-230 |
| Low |
119-090 |
119-110 |
0-020 |
0.1% |
119-040 |
| Close |
119-090 |
119-110 |
0-020 |
0.1% |
119-040 |
| Range |
|
|
|
|
|
| ATR |
0-164 |
0-154 |
-0-010 |
-6.3% |
0-000 |
| Volume |
2,804 |
1,550 |
-1,254 |
-44.7% |
12,592 |
|
| Daily Pivots for day following 05-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-110 |
119-110 |
119-110 |
|
| R3 |
119-110 |
119-110 |
119-110 |
|
| R2 |
119-110 |
119-110 |
119-110 |
|
| R1 |
119-110 |
119-110 |
119-110 |
119-110 |
| PP |
119-110 |
119-110 |
119-110 |
119-110 |
| S1 |
119-110 |
119-110 |
119-110 |
119-110 |
| S2 |
119-110 |
119-110 |
119-110 |
|
| S3 |
119-110 |
119-110 |
119-110 |
|
| S4 |
119-110 |
119-110 |
119-110 |
|
|
| Weekly Pivots for week ending 01-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-140 |
123-120 |
120-000 |
|
| R3 |
122-270 |
121-250 |
119-180 |
|
| R2 |
121-080 |
121-080 |
119-134 |
|
| R1 |
120-060 |
120-060 |
119-087 |
119-295 |
| PP |
119-210 |
119-210 |
119-210 |
119-168 |
| S1 |
118-190 |
118-190 |
118-313 |
118-105 |
| S2 |
118-020 |
118-020 |
118-266 |
|
| S3 |
116-150 |
117-000 |
118-220 |
|
| S4 |
114-280 |
115-130 |
118-080 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-170 |
119-040 |
0-130 |
0.3% |
0-000 |
0.0% |
54% |
False |
False |
2,056 |
| 10 |
120-230 |
119-040 |
1-190 |
1.3% |
0-000 |
0.0% |
14% |
False |
False |
1,697 |
| 20 |
122-070 |
119-040 |
3-030 |
2.6% |
0-000 |
0.0% |
7% |
False |
False |
850 |
| 40 |
124-110 |
119-040 |
5-070 |
4.4% |
0-000 |
0.0% |
4% |
False |
False |
426 |
| 60 |
124-110 |
118-140 |
5-290 |
4.9% |
0-000 |
0.0% |
15% |
False |
False |
284 |
| 80 |
124-110 |
118-140 |
5-290 |
4.9% |
0-000 |
0.0% |
15% |
False |
False |
214 |
| 100 |
125-240 |
118-140 |
7-100 |
6.1% |
0-000 |
0.0% |
12% |
False |
False |
171 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-110 |
|
2.618 |
119-110 |
|
1.618 |
119-110 |
|
1.000 |
119-110 |
|
0.618 |
119-110 |
|
HIGH |
119-110 |
|
0.618 |
119-110 |
|
0.500 |
119-110 |
|
0.382 |
119-110 |
|
LOW |
119-110 |
|
0.618 |
119-110 |
|
1.000 |
119-110 |
|
1.618 |
119-110 |
|
2.618 |
119-110 |
|
4.250 |
119-110 |
|
|
| Fisher Pivots for day following 05-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
119-110 |
119-098 |
| PP |
119-110 |
119-087 |
| S1 |
119-110 |
119-075 |
|