CBOT 10-Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 10-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2009 |
10-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
113-165 |
113-070 |
-0-095 |
-0.3% |
116-220 |
| High |
113-265 |
113-175 |
-0-090 |
-0.2% |
116-220 |
| Low |
113-160 |
113-030 |
-0-130 |
-0.4% |
113-120 |
| Close |
113-220 |
113-120 |
-0-100 |
-0.3% |
113-130 |
| Range |
0-105 |
0-145 |
0-040 |
38.1% |
3-100 |
| ATR |
0-239 |
0-235 |
-0-003 |
-1.5% |
0-000 |
| Volume |
614,682 |
581,536 |
-33,146 |
-5.4% |
4,330,482 |
|
| Daily Pivots for day following 10-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-223 |
114-157 |
113-200 |
|
| R3 |
114-078 |
114-012 |
113-160 |
|
| R2 |
113-253 |
113-253 |
113-147 |
|
| R1 |
113-187 |
113-187 |
113-133 |
113-220 |
| PP |
113-108 |
113-108 |
113-108 |
113-125 |
| S1 |
113-042 |
113-042 |
113-107 |
113-075 |
| S2 |
112-283 |
112-283 |
113-093 |
|
| S3 |
112-138 |
112-217 |
113-080 |
|
| S4 |
111-313 |
112-072 |
113-040 |
|
|
| 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 |
115-305 |
113-030 |
2-275 |
2.5% |
0-222 |
0.6% |
10% |
False |
True |
787,843 |
| 10 |
117-010 |
113-030 |
3-300 |
3.5% |
0-234 |
0.6% |
7% |
False |
True |
815,988 |
| 20 |
120-110 |
113-030 |
7-080 |
6.4% |
0-166 |
0.5% |
4% |
False |
True |
445,314 |
| 40 |
122-070 |
113-030 |
9-040 |
8.0% |
0-083 |
0.2% |
3% |
False |
True |
223,721 |
| 60 |
124-110 |
113-030 |
11-080 |
9.9% |
0-055 |
0.2% |
3% |
False |
True |
149,148 |
| 80 |
124-110 |
113-030 |
11-080 |
9.9% |
0-041 |
0.1% |
3% |
False |
True |
111,862 |
| 100 |
124-110 |
113-030 |
11-080 |
9.9% |
0-033 |
0.1% |
3% |
False |
True |
89,490 |
| 120 |
125-240 |
113-030 |
12-210 |
11.2% |
0-028 |
0.1% |
2% |
False |
True |
74,575 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-151 |
|
2.618 |
114-235 |
|
1.618 |
114-090 |
|
1.000 |
114-000 |
|
0.618 |
113-265 |
|
HIGH |
113-175 |
|
0.618 |
113-120 |
|
0.500 |
113-102 |
|
0.382 |
113-085 |
|
LOW |
113-030 |
|
0.618 |
112-260 |
|
1.000 |
112-205 |
|
1.618 |
112-115 |
|
2.618 |
111-290 |
|
4.250 |
111-054 |
|
|
| Fisher Pivots for day following 10-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
113-114 |
113-148 |
| PP |
113-108 |
113-138 |
| S1 |
113-102 |
113-129 |
|