CBOT 10-Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 01-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2009 |
01-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
116-040 |
116-220 |
0-180 |
0.5% |
118-010 |
| High |
117-010 |
116-220 |
-0-110 |
-0.3% |
118-010 |
| Low |
116-040 |
115-120 |
-0-240 |
-0.6% |
115-220 |
| Close |
117-000 |
115-135 |
-1-185 |
-1.3% |
117-000 |
| Range |
0-290 |
1-100 |
0-130 |
44.8% |
2-110 |
| ATR |
0-194 |
0-218 |
0-023 |
12.0% |
0-000 |
| Volume |
855,009 |
899,980 |
44,971 |
5.3% |
1,962,047 |
|
| Daily Pivots for day following 01-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-245 |
118-290 |
116-046 |
|
| R3 |
118-145 |
117-190 |
115-250 |
|
| R2 |
117-045 |
117-045 |
115-212 |
|
| R1 |
116-090 |
116-090 |
115-174 |
116-018 |
| PP |
115-265 |
115-265 |
115-265 |
115-229 |
| S1 |
114-310 |
114-310 |
115-096 |
114-238 |
| S2 |
114-165 |
114-165 |
115-058 |
|
| S3 |
113-065 |
113-210 |
115-020 |
|
| S4 |
111-285 |
112-110 |
114-224 |
|
|
| 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 |
118-010 |
115-120 |
2-210 |
2.3% |
0-298 |
0.8% |
2% |
False |
True |
572,405 |
| 10 |
119-140 |
115-120 |
4-020 |
3.5% |
0-161 |
0.4% |
1% |
False |
True |
312,011 |
| 20 |
120-110 |
115-120 |
4-310 |
4.3% |
0-096 |
0.3% |
1% |
False |
True |
159,013 |
| 40 |
122-070 |
115-120 |
6-270 |
5.9% |
0-048 |
0.1% |
1% |
False |
True |
79,823 |
| 60 |
124-110 |
115-120 |
8-310 |
7.8% |
0-032 |
0.1% |
1% |
False |
True |
53,216 |
| 80 |
124-110 |
115-120 |
8-310 |
7.8% |
0-024 |
0.1% |
1% |
False |
True |
39,912 |
| 100 |
124-110 |
115-120 |
8-310 |
7.8% |
0-019 |
0.1% |
1% |
False |
True |
31,930 |
| 120 |
125-240 |
115-120 |
10-120 |
9.0% |
0-016 |
0.0% |
0% |
False |
True |
26,609 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-085 |
|
2.618 |
120-040 |
|
1.618 |
118-260 |
|
1.000 |
118-000 |
|
0.618 |
117-160 |
|
HIGH |
116-220 |
|
0.618 |
116-060 |
|
0.500 |
116-010 |
|
0.382 |
115-280 |
|
LOW |
115-120 |
|
0.618 |
114-180 |
|
1.000 |
114-020 |
|
1.618 |
113-080 |
|
2.618 |
111-300 |
|
4.250 |
109-255 |
|
|
| Fisher Pivots for day following 01-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
116-010 |
116-065 |
| PP |
115-265 |
115-302 |
| S1 |
115-200 |
115-218 |
|