CBOT 10-Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 09-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2009 |
09-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
113-250 |
113-165 |
-0-085 |
-0.2% |
116-220 |
| High |
113-250 |
113-265 |
0-015 |
0.0% |
116-220 |
| Low |
113-080 |
113-160 |
0-080 |
0.2% |
113-120 |
| Close |
113-080 |
113-220 |
0-140 |
0.4% |
113-130 |
| Range |
0-170 |
0-105 |
-0-065 |
-38.2% |
3-100 |
| ATR |
0-243 |
0-239 |
-0-004 |
-1.7% |
0-000 |
| Volume |
1,129,235 |
614,682 |
-514,553 |
-45.6% |
4,330,482 |
|
| Daily Pivots for day following 09-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-210 |
114-160 |
113-278 |
|
| R3 |
114-105 |
114-055 |
113-249 |
|
| R2 |
114-000 |
114-000 |
113-239 |
|
| R1 |
113-270 |
113-270 |
113-230 |
113-295 |
| PP |
113-215 |
113-215 |
113-215 |
113-228 |
| S1 |
113-165 |
113-165 |
113-210 |
113-190 |
| S2 |
113-110 |
113-110 |
113-201 |
|
| S3 |
113-005 |
113-060 |
113-191 |
|
| S4 |
112-220 |
112-275 |
113-162 |
|
|
| 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% |
0-211 |
0.6% |
15% |
False |
False |
857,703 |
| 10 |
117-010 |
113-080 |
3-250 |
3.3% |
0-249 |
0.7% |
12% |
False |
False |
794,763 |
| 20 |
120-110 |
113-080 |
7-030 |
6.2% |
0-158 |
0.4% |
6% |
False |
False |
416,667 |
| 40 |
122-070 |
113-080 |
8-310 |
7.9% |
0-079 |
0.2% |
5% |
False |
False |
209,183 |
| 60 |
124-110 |
113-080 |
11-030 |
9.8% |
0-053 |
0.1% |
4% |
False |
False |
139,456 |
| 80 |
124-110 |
113-080 |
11-030 |
9.8% |
0-040 |
0.1% |
4% |
False |
False |
104,592 |
| 100 |
124-110 |
113-080 |
11-030 |
9.8% |
0-032 |
0.1% |
4% |
False |
False |
83,674 |
| 120 |
125-240 |
113-080 |
12-160 |
11.0% |
0-026 |
0.1% |
4% |
False |
False |
69,729 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-071 |
|
2.618 |
114-220 |
|
1.618 |
114-115 |
|
1.000 |
114-050 |
|
0.618 |
114-010 |
|
HIGH |
113-265 |
|
0.618 |
113-225 |
|
0.500 |
113-212 |
|
0.382 |
113-200 |
|
LOW |
113-160 |
|
0.618 |
113-095 |
|
1.000 |
113-055 |
|
1.618 |
112-310 |
|
2.618 |
112-205 |
|
4.250 |
112-034 |
|
|
| Fisher Pivots for day following 09-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
113-218 |
113-295 |
| PP |
113-215 |
113-270 |
| S1 |
113-212 |
113-245 |
|