CBOT 10-Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 02-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2009 |
02-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
116-220 |
115-200 |
-1-020 |
-0.9% |
118-010 |
| High |
116-220 |
115-300 |
-0-240 |
-0.6% |
118-010 |
| Low |
115-120 |
115-095 |
-0-025 |
-0.1% |
115-220 |
| Close |
115-135 |
115-190 |
0-055 |
0.1% |
117-000 |
| Range |
1-100 |
0-205 |
-0-215 |
-51.2% |
2-110 |
| ATR |
0-218 |
0-217 |
-0-001 |
-0.4% |
0-000 |
| Volume |
899,980 |
885,901 |
-14,079 |
-1.6% |
1,962,047 |
|
| Daily Pivots for day following 02-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-170 |
117-065 |
115-303 |
|
| R3 |
116-285 |
116-180 |
115-246 |
|
| R2 |
116-080 |
116-080 |
115-228 |
|
| R1 |
115-295 |
115-295 |
115-209 |
115-245 |
| PP |
115-195 |
115-195 |
115-195 |
115-170 |
| S1 |
115-090 |
115-090 |
115-171 |
115-040 |
| S2 |
114-310 |
114-310 |
115-152 |
|
| S3 |
114-105 |
114-205 |
115-134 |
|
| S4 |
113-220 |
114-000 |
115-077 |
|
|
| 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 |
117-010 |
115-095 |
1-235 |
1.5% |
0-287 |
0.8% |
17% |
False |
True |
731,823 |
| 10 |
119-140 |
115-095 |
4-045 |
3.6% |
0-182 |
0.5% |
7% |
False |
True |
399,790 |
| 20 |
120-110 |
115-095 |
5-015 |
4.4% |
0-106 |
0.3% |
6% |
False |
True |
203,168 |
| 40 |
122-070 |
115-095 |
6-295 |
6.0% |
0-053 |
0.1% |
4% |
False |
True |
101,970 |
| 60 |
124-110 |
115-095 |
9-015 |
7.8% |
0-035 |
0.1% |
3% |
False |
True |
67,981 |
| 80 |
124-110 |
115-095 |
9-015 |
7.8% |
0-026 |
0.1% |
3% |
False |
True |
50,986 |
| 100 |
124-110 |
115-095 |
9-015 |
7.8% |
0-021 |
0.1% |
3% |
False |
True |
40,789 |
| 120 |
125-240 |
115-095 |
10-145 |
9.0% |
0-018 |
0.0% |
3% |
False |
True |
33,991 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-211 |
|
2.618 |
117-197 |
|
1.618 |
116-312 |
|
1.000 |
116-185 |
|
0.618 |
116-107 |
|
HIGH |
115-300 |
|
0.618 |
115-222 |
|
0.500 |
115-198 |
|
0.382 |
115-173 |
|
LOW |
115-095 |
|
0.618 |
114-288 |
|
1.000 |
114-210 |
|
1.618 |
114-083 |
|
2.618 |
113-198 |
|
4.250 |
112-184 |
|
|
| Fisher Pivots for day following 02-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
115-198 |
116-052 |
| PP |
115-195 |
115-312 |
| S1 |
115-192 |
115-251 |
|