CBOT 10-Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 11-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2009 |
11-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
113-070 |
112-290 |
-0-100 |
-0.3% |
116-220 |
| High |
113-175 |
114-090 |
0-235 |
0.6% |
116-220 |
| Low |
113-030 |
112-290 |
-0-060 |
-0.2% |
113-120 |
| Close |
113-120 |
114-010 |
0-210 |
0.6% |
113-130 |
| Range |
0-145 |
1-120 |
0-295 |
203.4% |
3-100 |
| ATR |
0-235 |
0-250 |
0-015 |
6.2% |
0-000 |
| Volume |
581,536 |
791,808 |
210,272 |
36.2% |
4,330,482 |
|
| Daily Pivots for day following 11-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-277 |
117-103 |
114-252 |
|
| R3 |
116-157 |
115-303 |
114-131 |
|
| R2 |
115-037 |
115-037 |
114-091 |
|
| R1 |
114-183 |
114-183 |
114-050 |
114-270 |
| PP |
113-237 |
113-237 |
113-237 |
113-280 |
| S1 |
113-063 |
113-063 |
113-290 |
113-150 |
| S2 |
112-117 |
112-117 |
113-249 |
|
| S3 |
110-317 |
111-263 |
113-209 |
|
| S4 |
109-197 |
110-143 |
113-088 |
|
|
| 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 |
114-190 |
112-290 |
1-220 |
1.5% |
0-250 |
0.7% |
67% |
False |
True |
770,064 |
| 10 |
117-010 |
112-290 |
4-040 |
3.6% |
0-256 |
0.7% |
27% |
False |
True |
830,275 |
| 20 |
120-040 |
112-290 |
7-070 |
6.3% |
0-173 |
0.5% |
16% |
False |
True |
484,567 |
| 40 |
121-200 |
112-290 |
8-230 |
7.6% |
0-094 |
0.3% |
13% |
False |
True |
243,517 |
| 60 |
124-110 |
112-290 |
11-140 |
10.0% |
0-063 |
0.2% |
10% |
False |
True |
162,345 |
| 80 |
124-110 |
112-290 |
11-140 |
10.0% |
0-047 |
0.1% |
10% |
False |
True |
121,759 |
| 100 |
124-110 |
112-290 |
11-140 |
10.0% |
0-038 |
0.1% |
10% |
False |
True |
97,408 |
| 120 |
125-240 |
112-290 |
12-270 |
11.3% |
0-031 |
0.1% |
9% |
False |
True |
81,173 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-040 |
|
2.618 |
117-282 |
|
1.618 |
116-162 |
|
1.000 |
115-210 |
|
0.618 |
115-042 |
|
HIGH |
114-090 |
|
0.618 |
113-242 |
|
0.500 |
113-190 |
|
0.382 |
113-138 |
|
LOW |
112-290 |
|
0.618 |
112-018 |
|
1.000 |
111-170 |
|
1.618 |
110-218 |
|
2.618 |
109-098 |
|
4.250 |
107-020 |
|
|
| Fisher Pivots for day following 11-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
113-283 |
113-283 |
| PP |
113-237 |
113-237 |
| S1 |
113-190 |
113-190 |
|