CBOT 10-Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 04-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2009 |
04-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
115-310 |
115-305 |
-0-005 |
0.0% |
118-010 |
| High |
116-080 |
115-305 |
-0-095 |
-0.3% |
118-010 |
| Low |
115-310 |
115-005 |
-0-305 |
-0.8% |
115-220 |
| Close |
116-055 |
115-005 |
-1-050 |
-1.0% |
117-000 |
| Range |
0-090 |
0-300 |
0-210 |
233.3% |
2-110 |
| ATR |
0-216 |
0-227 |
0-011 |
5.1% |
0-000 |
| Volume |
930,836 |
880,703 |
-50,133 |
-5.4% |
1,962,047 |
|
| Daily Pivots for day following 04-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-045 |
117-165 |
115-170 |
|
| R3 |
117-065 |
116-185 |
115-088 |
|
| R2 |
116-085 |
116-085 |
115-060 |
|
| R1 |
115-205 |
115-205 |
115-032 |
115-155 |
| PP |
115-105 |
115-105 |
115-105 |
115-080 |
| S1 |
114-225 |
114-225 |
114-298 |
114-175 |
| S2 |
114-125 |
114-125 |
114-270 |
|
| S3 |
113-145 |
113-245 |
114-242 |
|
| S4 |
112-165 |
112-265 |
114-160 |
|
|
| 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 |
117-010 |
115-005 |
2-005 |
1.8% |
0-261 |
0.7% |
0% |
False |
True |
890,485 |
| 10 |
118-130 |
115-005 |
3-125 |
2.9% |
0-220 |
0.6% |
0% |
False |
True |
576,338 |
| 20 |
120-110 |
115-005 |
5-105 |
4.6% |
0-125 |
0.3% |
0% |
False |
True |
293,294 |
| 40 |
122-070 |
115-005 |
7-065 |
6.3% |
0-063 |
0.2% |
0% |
False |
True |
147,259 |
| 60 |
124-110 |
115-005 |
9-105 |
8.1% |
0-042 |
0.1% |
0% |
False |
True |
98,173 |
| 80 |
124-110 |
115-005 |
9-105 |
8.1% |
0-031 |
0.1% |
0% |
False |
True |
73,630 |
| 100 |
124-110 |
115-005 |
9-105 |
8.1% |
0-025 |
0.1% |
0% |
False |
True |
58,904 |
| 120 |
125-240 |
115-005 |
10-235 |
9.3% |
0-021 |
0.1% |
0% |
False |
True |
49,087 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-300 |
|
2.618 |
118-130 |
|
1.618 |
117-150 |
|
1.000 |
116-285 |
|
0.618 |
116-170 |
|
HIGH |
115-305 |
|
0.618 |
115-190 |
|
0.500 |
115-155 |
|
0.382 |
115-120 |
|
LOW |
115-005 |
|
0.618 |
114-140 |
|
1.000 |
114-025 |
|
1.618 |
113-160 |
|
2.618 |
112-180 |
|
4.250 |
111-010 |
|
|
| Fisher Pivots for day following 04-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
115-155 |
115-202 |
| PP |
115-105 |
115-137 |
| S1 |
115-055 |
115-071 |
|