CBOT 10-Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 08-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2009 |
08-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
114-185 |
113-250 |
-0-255 |
-0.7% |
116-220 |
| High |
114-190 |
113-250 |
-0-260 |
-0.7% |
116-220 |
| Low |
113-120 |
113-080 |
-0-040 |
-0.1% |
113-120 |
| Close |
113-130 |
113-080 |
-0-050 |
-0.1% |
113-130 |
| Range |
1-070 |
0-170 |
-0-220 |
-56.4% |
3-100 |
| ATR |
0-249 |
0-243 |
-0-006 |
-2.3% |
0-000 |
| Volume |
733,062 |
1,129,235 |
396,173 |
54.0% |
4,330,482 |
|
| Daily Pivots for day following 08-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-007 |
114-213 |
113-174 |
|
| R3 |
114-157 |
114-043 |
113-127 |
|
| R2 |
113-307 |
113-307 |
113-111 |
|
| R1 |
113-193 |
113-193 |
113-096 |
113-165 |
| PP |
113-137 |
113-137 |
113-137 |
113-122 |
| S1 |
113-023 |
113-023 |
113-064 |
112-315 |
| S2 |
112-287 |
112-287 |
113-049 |
|
| S3 |
112-117 |
112-173 |
113-033 |
|
| S4 |
111-267 |
112-003 |
112-306 |
|
|
| Weekly Pivots for week ending 05-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-137 |
122-073 |
115-073 |
|
| R3 |
121-037 |
118-293 |
114-102 |
|
| R2 |
117-257 |
117-257 |
114-004 |
|
| R1 |
115-193 |
115-193 |
113-227 |
115-015 |
| PP |
114-157 |
114-157 |
114-157 |
114-068 |
| S1 |
112-093 |
112-093 |
113-033 |
111-235 |
| S2 |
111-057 |
111-057 |
112-256 |
|
| S3 |
107-277 |
108-313 |
112-158 |
|
| S4 |
104-177 |
105-213 |
111-187 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116-080 |
113-080 |
3-000 |
2.6% |
0-231 |
0.6% |
0% |
False |
True |
911,947 |
| 10 |
118-010 |
113-080 |
4-250 |
4.2% |
0-264 |
0.7% |
0% |
False |
True |
742,176 |
| 20 |
120-110 |
113-080 |
7-030 |
6.3% |
0-153 |
0.4% |
0% |
False |
True |
386,076 |
| 40 |
122-070 |
113-080 |
8-310 |
7.9% |
0-077 |
0.2% |
0% |
False |
True |
193,816 |
| 60 |
124-110 |
113-080 |
11-030 |
9.8% |
0-051 |
0.1% |
0% |
False |
True |
129,211 |
| 80 |
124-110 |
113-080 |
11-030 |
9.8% |
0-038 |
0.1% |
0% |
False |
True |
96,909 |
| 100 |
124-110 |
113-080 |
11-030 |
9.8% |
0-031 |
0.1% |
0% |
False |
True |
77,527 |
| 120 |
125-240 |
113-080 |
12-160 |
11.0% |
0-026 |
0.1% |
0% |
False |
True |
64,606 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-012 |
|
2.618 |
115-055 |
|
1.618 |
114-205 |
|
1.000 |
114-100 |
|
0.618 |
114-035 |
|
HIGH |
113-250 |
|
0.618 |
113-185 |
|
0.500 |
113-165 |
|
0.382 |
113-145 |
|
LOW |
113-080 |
|
0.618 |
112-295 |
|
1.000 |
112-230 |
|
1.618 |
112-125 |
|
2.618 |
111-275 |
|
4.250 |
110-318 |
|
|
| Fisher Pivots for day following 08-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
113-165 |
114-192 |
| PP |
113-137 |
114-048 |
| S1 |
113-108 |
113-224 |
|