CBOT 10-Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 21-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2009 |
21-May-2009 |
Change |
Change % |
Previous Week |
| Open |
119-140 |
118-130 |
-1-010 |
-0.9% |
119-220 |
| High |
119-140 |
118-130 |
-1-010 |
-0.9% |
120-110 |
| Low |
119-140 |
118-130 |
-1-010 |
-0.9% |
119-130 |
| Close |
119-140 |
118-130 |
-1-010 |
-0.9% |
120-000 |
| Range |
|
|
|
|
|
| ATR |
0-137 |
0-151 |
0-014 |
10.0% |
0-000 |
| Volume |
34,481 |
74,708 |
40,227 |
116.7% |
41,678 |
|
| Daily Pivots for day following 21-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-130 |
118-130 |
118-130 |
|
| R3 |
118-130 |
118-130 |
118-130 |
|
| R2 |
118-130 |
118-130 |
118-130 |
|
| R1 |
118-130 |
118-130 |
118-130 |
118-130 |
| PP |
118-130 |
118-130 |
118-130 |
118-130 |
| S1 |
118-130 |
118-130 |
118-130 |
118-130 |
| S2 |
118-130 |
118-130 |
118-130 |
|
| S3 |
118-130 |
118-130 |
118-130 |
|
| S4 |
118-130 |
118-130 |
118-130 |
|
|
| Weekly Pivots for week ending 15-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-233 |
122-097 |
120-165 |
|
| R3 |
121-253 |
121-117 |
120-082 |
|
| R2 |
120-273 |
120-273 |
120-055 |
|
| R1 |
120-137 |
120-137 |
120-028 |
120-205 |
| PP |
119-293 |
119-293 |
119-293 |
120-008 |
| S1 |
119-157 |
119-157 |
119-292 |
119-225 |
| S2 |
118-313 |
118-313 |
119-265 |
|
| S3 |
118-013 |
118-177 |
119-238 |
|
| S4 |
117-033 |
117-197 |
119-155 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-310 |
118-130 |
1-180 |
1.3% |
0-000 |
0.0% |
0% |
False |
True |
28,281 |
| 10 |
120-110 |
118-130 |
1-300 |
1.6% |
0-030 |
0.1% |
0% |
False |
True |
17,244 |
| 20 |
120-230 |
118-130 |
2-100 |
2.0% |
0-015 |
0.0% |
0% |
False |
True |
10,081 |
| 40 |
122-220 |
118-130 |
4-090 |
3.6% |
0-008 |
0.0% |
0% |
False |
True |
5,042 |
| 60 |
124-110 |
118-130 |
5-300 |
5.0% |
0-005 |
0.0% |
0% |
False |
True |
3,362 |
| 80 |
124-110 |
118-130 |
5-300 |
5.0% |
0-004 |
0.0% |
0% |
False |
True |
2,522 |
| 100 |
125-140 |
118-130 |
7-010 |
5.9% |
0-003 |
0.0% |
0% |
False |
True |
2,018 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-130 |
|
2.618 |
118-130 |
|
1.618 |
118-130 |
|
1.000 |
118-130 |
|
0.618 |
118-130 |
|
HIGH |
118-130 |
|
0.618 |
118-130 |
|
0.500 |
118-130 |
|
0.382 |
118-130 |
|
LOW |
118-130 |
|
0.618 |
118-130 |
|
1.000 |
118-130 |
|
1.618 |
118-130 |
|
2.618 |
118-130 |
|
4.250 |
118-130 |
|
|
| Fisher Pivots for day following 21-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
118-130 |
118-295 |
| PP |
118-130 |
118-240 |
| S1 |
118-130 |
118-185 |
|