CBOT 10-Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 29-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2009 |
29-May-2009 |
Change |
Change % |
Previous Week |
| Open |
116-120 |
116-040 |
-0-080 |
-0.2% |
118-010 |
| High |
116-120 |
117-010 |
0-210 |
0.6% |
118-010 |
| Low |
115-220 |
116-040 |
0-140 |
0.4% |
115-220 |
| Close |
115-300 |
117-000 |
1-020 |
0.9% |
117-000 |
| Range |
0-220 |
0-290 |
0-070 |
31.8% |
2-110 |
| ATR |
0-182 |
0-194 |
0-012 |
6.6% |
0-000 |
| Volume |
648,936 |
855,009 |
206,073 |
31.8% |
1,962,047 |
|
| Daily Pivots for day following 29-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-140 |
119-040 |
117-160 |
|
| R3 |
118-170 |
118-070 |
117-080 |
|
| R2 |
117-200 |
117-200 |
117-053 |
|
| R1 |
117-100 |
117-100 |
117-027 |
117-150 |
| PP |
116-230 |
116-230 |
116-230 |
116-255 |
| S1 |
116-130 |
116-130 |
116-293 |
116-180 |
| S2 |
115-260 |
115-260 |
116-267 |
|
| S3 |
114-290 |
115-160 |
116-240 |
|
| S4 |
114-000 |
114-190 |
116-160 |
|
|
| Weekly Pivots for week ending 29-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-300 |
122-260 |
118-092 |
|
| R3 |
121-190 |
120-150 |
117-206 |
|
| R2 |
119-080 |
119-080 |
117-138 |
|
| R1 |
118-040 |
118-040 |
117-069 |
117-165 |
| PP |
116-290 |
116-290 |
116-290 |
116-192 |
| S1 |
115-250 |
115-250 |
116-251 |
115-055 |
| S2 |
114-180 |
114-180 |
116-182 |
|
| S3 |
112-070 |
113-140 |
116-114 |
|
| S4 |
109-280 |
111-030 |
115-228 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-030 |
115-220 |
2-130 |
2.1% |
0-238 |
0.6% |
55% |
False |
False |
418,252 |
| 10 |
119-310 |
115-220 |
4-090 |
3.7% |
0-119 |
0.3% |
31% |
False |
False |
223,266 |
| 20 |
120-110 |
115-220 |
4-210 |
4.0% |
0-074 |
0.2% |
28% |
False |
False |
114,033 |
| 40 |
122-070 |
115-220 |
6-170 |
5.6% |
0-037 |
0.1% |
20% |
False |
False |
57,323 |
| 60 |
124-110 |
115-220 |
8-210 |
7.4% |
0-025 |
0.1% |
15% |
False |
False |
38,216 |
| 80 |
124-110 |
115-220 |
8-210 |
7.4% |
0-019 |
0.0% |
15% |
False |
False |
28,663 |
| 100 |
124-110 |
115-220 |
8-210 |
7.4% |
0-015 |
0.0% |
15% |
False |
False |
22,930 |
| 120 |
125-240 |
115-220 |
10-020 |
8.6% |
0-012 |
0.0% |
13% |
False |
False |
19,109 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-282 |
|
2.618 |
119-129 |
|
1.618 |
118-159 |
|
1.000 |
117-300 |
|
0.618 |
117-189 |
|
HIGH |
117-010 |
|
0.618 |
116-219 |
|
0.500 |
116-185 |
|
0.382 |
116-151 |
|
LOW |
116-040 |
|
0.618 |
115-181 |
|
1.000 |
115-070 |
|
1.618 |
114-211 |
|
2.618 |
113-241 |
|
4.250 |
112-088 |
|
|
| Fisher Pivots for day following 29-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
116-275 |
116-252 |
| PP |
116-230 |
116-183 |
| S1 |
116-185 |
116-115 |
|