CBOT 10-Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 16-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2009 |
16-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
114-210 |
114-140 |
-0-070 |
-0.2% |
113-250 |
| High |
114-260 |
115-055 |
0-115 |
0.3% |
114-170 |
| Low |
114-210 |
114-140 |
-0-070 |
-0.2% |
112-290 |
| Close |
114-260 |
115-025 |
0-085 |
0.2% |
114-110 |
| Range |
0-050 |
0-235 |
0-185 |
370.0% |
1-200 |
| ATR |
0-237 |
0-237 |
0-000 |
-0.1% |
0-000 |
| Volume |
574,693 |
517,590 |
-57,103 |
-9.9% |
3,989,511 |
|
| Daily Pivots for day following 16-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-032 |
116-263 |
115-154 |
|
| R3 |
116-117 |
116-028 |
115-090 |
|
| R2 |
115-202 |
115-202 |
115-068 |
|
| R1 |
115-113 |
115-113 |
115-047 |
115-158 |
| PP |
114-287 |
114-287 |
114-287 |
114-309 |
| S1 |
114-198 |
114-198 |
115-003 |
114-242 |
| S2 |
114-052 |
114-052 |
114-302 |
|
| S3 |
113-137 |
113-283 |
114-280 |
|
| S4 |
112-222 |
113-048 |
114-216 |
|
|
| Weekly Pivots for week ending 12-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-257 |
118-063 |
115-076 |
|
| R3 |
117-057 |
116-183 |
114-253 |
|
| R2 |
115-177 |
115-177 |
114-205 |
|
| R1 |
114-303 |
114-303 |
114-158 |
115-080 |
| PP |
113-297 |
113-297 |
113-297 |
114-025 |
| S1 |
113-103 |
113-103 |
114-062 |
113-200 |
| S2 |
112-097 |
112-097 |
114-015 |
|
| S3 |
110-217 |
111-223 |
113-287 |
|
| S4 |
109-017 |
110-023 |
113-144 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
115-055 |
112-290 |
2-085 |
2.0% |
0-198 |
0.5% |
96% |
True |
False |
667,575 |
| 10 |
116-080 |
112-290 |
3-110 |
2.9% |
0-204 |
0.6% |
65% |
False |
False |
762,639 |
| 20 |
119-140 |
112-290 |
6-170 |
5.7% |
0-193 |
0.5% |
33% |
False |
False |
581,214 |
| 40 |
120-270 |
112-290 |
7-300 |
6.9% |
0-104 |
0.3% |
27% |
False |
False |
292,630 |
| 60 |
123-020 |
112-290 |
10-050 |
8.8% |
0-069 |
0.2% |
21% |
False |
False |
195,087 |
| 80 |
124-110 |
112-290 |
11-140 |
9.9% |
0-052 |
0.1% |
19% |
False |
False |
146,316 |
| 100 |
124-110 |
112-290 |
11-140 |
9.9% |
0-042 |
0.1% |
19% |
False |
False |
117,053 |
| 120 |
125-140 |
112-290 |
12-170 |
10.9% |
0-035 |
0.1% |
17% |
False |
False |
97,544 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-094 |
|
2.618 |
117-030 |
|
1.618 |
116-115 |
|
1.000 |
115-290 |
|
0.618 |
115-200 |
|
HIGH |
115-055 |
|
0.618 |
114-285 |
|
0.500 |
114-258 |
|
0.382 |
114-230 |
|
LOW |
114-140 |
|
0.618 |
113-315 |
|
1.000 |
113-225 |
|
1.618 |
113-080 |
|
2.618 |
112-165 |
|
4.250 |
111-101 |
|
|
| Fisher Pivots for day following 16-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
114-316 |
114-301 |
| PP |
114-287 |
114-257 |
| S1 |
114-258 |
114-212 |
|