CBOT 10-Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 18-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2009 |
18-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
115-000 |
114-305 |
-0-015 |
0.0% |
113-250 |
| High |
115-240 |
114-305 |
-0-255 |
-0.7% |
114-170 |
| Low |
114-315 |
113-310 |
-1-005 |
-0.9% |
112-290 |
| Close |
115-110 |
114-005 |
-1-105 |
-1.2% |
114-110 |
| Range |
0-245 |
0-315 |
0-070 |
28.6% |
1-200 |
| ATR |
0-237 |
0-252 |
0-014 |
6.1% |
0-000 |
| Volume |
708,024 |
844,828 |
136,804 |
19.3% |
3,989,511 |
|
| Daily Pivots for day following 18-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-085 |
116-200 |
114-178 |
|
| R3 |
116-090 |
115-205 |
114-092 |
|
| R2 |
115-095 |
115-095 |
114-063 |
|
| R1 |
114-210 |
114-210 |
114-034 |
114-155 |
| PP |
114-100 |
114-100 |
114-100 |
114-072 |
| S1 |
113-215 |
113-215 |
113-296 |
113-160 |
| S2 |
113-105 |
113-105 |
113-267 |
|
| S3 |
112-110 |
112-220 |
113-238 |
|
| S4 |
111-115 |
111-225 |
113-152 |
|
|
| 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 |
115-240 |
113-310 |
1-250 |
1.6% |
0-193 |
0.5% |
3% |
False |
True |
703,477 |
| 10 |
115-240 |
112-290 |
2-270 |
2.5% |
0-222 |
0.6% |
39% |
False |
False |
736,770 |
| 20 |
118-130 |
112-290 |
5-160 |
4.8% |
0-221 |
0.6% |
20% |
False |
False |
656,554 |
| 40 |
120-230 |
112-290 |
7-260 |
6.9% |
0-118 |
0.3% |
14% |
False |
False |
331,451 |
| 60 |
122-220 |
112-290 |
9-250 |
8.6% |
0-079 |
0.2% |
11% |
False |
False |
220,968 |
| 80 |
124-110 |
112-290 |
11-140 |
10.0% |
0-059 |
0.2% |
10% |
False |
False |
165,726 |
| 100 |
124-110 |
112-290 |
11-140 |
10.0% |
0-047 |
0.1% |
10% |
False |
False |
132,581 |
| 120 |
125-140 |
112-290 |
12-170 |
11.0% |
0-039 |
0.1% |
9% |
False |
False |
110,485 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-044 |
|
2.618 |
117-170 |
|
1.618 |
116-175 |
|
1.000 |
115-300 |
|
0.618 |
115-180 |
|
HIGH |
114-305 |
|
0.618 |
114-185 |
|
0.500 |
114-148 |
|
0.382 |
114-110 |
|
LOW |
113-310 |
|
0.618 |
113-115 |
|
1.000 |
112-315 |
|
1.618 |
112-120 |
|
2.618 |
111-125 |
|
4.250 |
109-251 |
|
|
| Fisher Pivots for day following 18-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
114-148 |
114-275 |
| PP |
114-100 |
114-185 |
| S1 |
114-052 |
114-095 |
|