CBOT 10-Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 19-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2009 |
19-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
114-305 |
114-010 |
-0-295 |
-0.8% |
114-210 |
| High |
114-305 |
114-160 |
-0-145 |
-0.4% |
115-240 |
| Low |
113-310 |
113-230 |
-0-080 |
-0.2% |
113-230 |
| Close |
114-005 |
114-120 |
0-115 |
0.3% |
114-120 |
| Range |
0-315 |
0-250 |
-0-065 |
-20.6% |
2-010 |
| ATR |
0-252 |
0-252 |
0-000 |
-0.1% |
0-000 |
| Volume |
844,828 |
922,654 |
77,826 |
9.2% |
3,567,789 |
|
| Daily Pivots for day following 19-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-173 |
116-077 |
114-258 |
|
| R3 |
115-243 |
115-147 |
114-189 |
|
| R2 |
114-313 |
114-313 |
114-166 |
|
| R1 |
114-217 |
114-217 |
114-143 |
114-265 |
| PP |
114-063 |
114-063 |
114-063 |
114-088 |
| S1 |
113-287 |
113-287 |
114-097 |
114-015 |
| S2 |
113-133 |
113-133 |
114-074 |
|
| S3 |
112-203 |
113-037 |
114-051 |
|
| S4 |
111-273 |
112-107 |
113-302 |
|
|
| Weekly Pivots for week ending 19-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-227 |
119-183 |
115-158 |
|
| R3 |
118-217 |
117-173 |
114-299 |
|
| R2 |
116-207 |
116-207 |
114-239 |
|
| R1 |
115-163 |
115-163 |
114-180 |
115-020 |
| PP |
114-197 |
114-197 |
114-197 |
114-125 |
| S1 |
113-153 |
113-153 |
114-060 |
113-010 |
| S2 |
112-187 |
112-187 |
114-001 |
|
| S3 |
110-177 |
111-143 |
113-261 |
|
| S4 |
108-167 |
109-133 |
113-082 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
115-240 |
113-230 |
2-010 |
1.8% |
0-219 |
0.6% |
32% |
False |
True |
713,557 |
| 10 |
115-240 |
112-290 |
2-270 |
2.5% |
0-208 |
0.6% |
52% |
False |
False |
755,730 |
| 20 |
118-030 |
112-290 |
5-060 |
4.5% |
0-234 |
0.6% |
28% |
False |
False |
698,952 |
| 40 |
120-230 |
112-290 |
7-260 |
6.8% |
0-124 |
0.3% |
19% |
False |
False |
354,517 |
| 60 |
122-220 |
112-290 |
9-250 |
8.6% |
0-083 |
0.2% |
15% |
False |
False |
236,345 |
| 80 |
124-110 |
112-290 |
11-140 |
10.0% |
0-062 |
0.2% |
13% |
False |
False |
177,259 |
| 100 |
124-110 |
112-290 |
11-140 |
10.0% |
0-050 |
0.1% |
13% |
False |
False |
141,808 |
| 120 |
125-140 |
112-290 |
12-170 |
11.0% |
0-041 |
0.1% |
12% |
False |
False |
118,173 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-262 |
|
2.618 |
116-174 |
|
1.618 |
115-244 |
|
1.000 |
115-090 |
|
0.618 |
114-314 |
|
HIGH |
114-160 |
|
0.618 |
114-064 |
|
0.500 |
114-035 |
|
0.382 |
114-006 |
|
LOW |
113-230 |
|
0.618 |
113-076 |
|
1.000 |
112-300 |
|
1.618 |
112-146 |
|
2.618 |
111-216 |
|
4.250 |
110-128 |
|
|
| Fisher Pivots for day following 19-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
114-092 |
114-235 |
| PP |
114-063 |
114-197 |
| S1 |
114-035 |
114-158 |
|