CBOT 10-Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 11-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2009 |
11-May-2009 |
Change |
Change % |
Previous Week |
| Open |
118-250 |
119-220 |
0-290 |
0.8% |
119-090 |
| High |
118-250 |
119-220 |
0-290 |
0.8% |
119-170 |
| Low |
118-250 |
119-220 |
0-290 |
0.8% |
118-220 |
| Close |
118-250 |
119-220 |
0-290 |
0.8% |
118-250 |
| Range |
|
|
|
|
|
| ATR |
0-147 |
0-157 |
0-010 |
7.0% |
0-000 |
| Volume |
1,889 |
2,865 |
976 |
51.7% |
18,483 |
|
| Daily Pivots for day following 11-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-220 |
119-220 |
119-220 |
|
| R3 |
119-220 |
119-220 |
119-220 |
|
| R2 |
119-220 |
119-220 |
119-220 |
|
| R1 |
119-220 |
119-220 |
119-220 |
119-220 |
| PP |
119-220 |
119-220 |
119-220 |
119-220 |
| S1 |
119-220 |
119-220 |
119-220 |
119-220 |
| S2 |
119-220 |
119-220 |
119-220 |
|
| S3 |
119-220 |
119-220 |
119-220 |
|
| S4 |
119-220 |
119-220 |
119-220 |
|
|
| Weekly Pivots for week ending 08-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-170 |
121-000 |
119-078 |
|
| R3 |
120-220 |
120-050 |
119-004 |
|
| R2 |
119-270 |
119-270 |
118-300 |
|
| R1 |
119-100 |
119-100 |
118-275 |
119-050 |
| PP |
119-000 |
119-000 |
119-000 |
118-295 |
| S1 |
118-150 |
118-150 |
118-225 |
118-100 |
| S2 |
118-050 |
118-050 |
118-200 |
|
| S3 |
117-100 |
117-200 |
118-176 |
|
| S4 |
116-150 |
116-250 |
118-102 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-220 |
118-220 |
1-000 |
0.8% |
0-000 |
0.0% |
100% |
True |
False |
3,708 |
| 10 |
120-030 |
118-220 |
1-130 |
1.2% |
0-000 |
0.0% |
71% |
False |
False |
3,267 |
| 20 |
122-070 |
118-220 |
3-170 |
3.0% |
0-000 |
0.0% |
28% |
False |
False |
1,699 |
| 40 |
124-110 |
118-220 |
5-210 |
4.7% |
0-000 |
0.0% |
18% |
False |
False |
850 |
| 60 |
124-110 |
118-220 |
5-210 |
4.7% |
0-000 |
0.0% |
18% |
False |
False |
567 |
| 80 |
124-110 |
118-140 |
5-290 |
4.9% |
0-000 |
0.0% |
21% |
False |
False |
426 |
| 100 |
125-240 |
118-140 |
7-100 |
6.1% |
0-000 |
0.0% |
17% |
False |
False |
341 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-220 |
|
2.618 |
119-220 |
|
1.618 |
119-220 |
|
1.000 |
119-220 |
|
0.618 |
119-220 |
|
HIGH |
119-220 |
|
0.618 |
119-220 |
|
0.500 |
119-220 |
|
0.382 |
119-220 |
|
LOW |
119-220 |
|
0.618 |
119-220 |
|
1.000 |
119-220 |
|
1.618 |
119-220 |
|
2.618 |
119-220 |
|
4.250 |
119-220 |
|
|
| Fisher Pivots for day following 11-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
119-220 |
119-167 |
| PP |
119-220 |
119-113 |
| S1 |
119-220 |
119-060 |
|