CBOT 10-Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 03-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2009 |
03-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
115-200 |
115-310 |
0-110 |
0.3% |
118-010 |
| High |
115-300 |
116-080 |
0-100 |
0.3% |
118-010 |
| Low |
115-095 |
115-310 |
0-215 |
0.6% |
115-220 |
| Close |
115-190 |
116-055 |
0-185 |
0.5% |
117-000 |
| Range |
0-205 |
0-090 |
-0-115 |
-56.1% |
2-110 |
| ATR |
0-217 |
0-216 |
0-000 |
-0.2% |
0-000 |
| Volume |
885,901 |
930,836 |
44,935 |
5.1% |
1,962,047 |
|
| Daily Pivots for day following 03-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-312 |
116-273 |
116-104 |
|
| R3 |
116-222 |
116-183 |
116-080 |
|
| R2 |
116-132 |
116-132 |
116-072 |
|
| R1 |
116-093 |
116-093 |
116-063 |
116-112 |
| PP |
116-042 |
116-042 |
116-042 |
116-051 |
| S1 |
116-003 |
116-003 |
116-047 |
116-022 |
| S2 |
115-272 |
115-272 |
116-038 |
|
| S3 |
115-182 |
115-233 |
116-030 |
|
| S4 |
115-092 |
115-143 |
116-006 |
|
|
| 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% |
0-245 |
0.7% |
50% |
False |
False |
844,132 |
| 10 |
119-140 |
115-095 |
4-045 |
3.6% |
0-190 |
0.5% |
21% |
False |
False |
491,716 |
| 20 |
120-110 |
115-095 |
5-015 |
4.3% |
0-110 |
0.3% |
17% |
False |
False |
249,633 |
| 40 |
122-070 |
115-095 |
6-295 |
6.0% |
0-055 |
0.1% |
13% |
False |
False |
125,241 |
| 60 |
124-110 |
115-095 |
9-015 |
7.8% |
0-037 |
0.1% |
10% |
False |
False |
83,495 |
| 80 |
124-110 |
115-095 |
9-015 |
7.8% |
0-028 |
0.1% |
10% |
False |
False |
62,621 |
| 100 |
124-110 |
115-095 |
9-015 |
7.8% |
0-022 |
0.1% |
10% |
False |
False |
50,097 |
| 120 |
125-240 |
115-095 |
10-145 |
9.0% |
0-018 |
0.0% |
8% |
False |
False |
41,748 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-142 |
|
2.618 |
116-316 |
|
1.618 |
116-226 |
|
1.000 |
116-170 |
|
0.618 |
116-136 |
|
HIGH |
116-080 |
|
0.618 |
116-046 |
|
0.500 |
116-035 |
|
0.382 |
116-024 |
|
LOW |
115-310 |
|
0.618 |
115-254 |
|
1.000 |
115-220 |
|
1.618 |
115-164 |
|
2.618 |
115-074 |
|
4.250 |
114-248 |
|
|
| Fisher Pivots for day following 03-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
116-048 |
116-036 |
| PP |
116-042 |
116-017 |
| S1 |
116-035 |
115-318 |
|