CBOT 10-Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 23-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2009 |
23-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
114-310 |
114-310 |
0-000 |
0.0% |
114-210 |
| High |
115-060 |
115-170 |
0-110 |
0.3% |
115-240 |
| Low |
114-310 |
114-175 |
-0-135 |
-0.4% |
113-230 |
| Close |
115-045 |
115-155 |
0-110 |
0.3% |
114-120 |
| Range |
0-070 |
0-315 |
0-245 |
350.0% |
2-010 |
| ATR |
0-252 |
0-257 |
0-004 |
1.8% |
0-000 |
| Volume |
612,918 |
538,689 |
-74,229 |
-12.1% |
3,567,789 |
|
| Daily Pivots for day following 23-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-045 |
117-255 |
116-008 |
|
| R3 |
117-050 |
116-260 |
115-242 |
|
| R2 |
116-055 |
116-055 |
115-213 |
|
| R1 |
115-265 |
115-265 |
115-184 |
116-000 |
| PP |
115-060 |
115-060 |
115-060 |
115-088 |
| S1 |
114-270 |
114-270 |
115-126 |
115-005 |
| S2 |
114-065 |
114-065 |
115-097 |
|
| S3 |
113-070 |
113-275 |
115-068 |
|
| S4 |
112-075 |
112-280 |
114-302 |
|
|
| 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% |
0-239 |
0.6% |
87% |
False |
False |
725,422 |
| 10 |
115-240 |
112-290 |
2-270 |
2.5% |
0-218 |
0.6% |
91% |
False |
False |
696,499 |
| 20 |
117-010 |
112-290 |
4-040 |
3.6% |
0-234 |
0.6% |
63% |
False |
False |
745,631 |
| 40 |
120-110 |
112-290 |
7-140 |
6.4% |
0-134 |
0.4% |
35% |
False |
False |
383,275 |
| 60 |
122-220 |
112-290 |
9-250 |
8.5% |
0-089 |
0.2% |
26% |
False |
False |
255,539 |
| 80 |
124-110 |
112-290 |
11-140 |
9.9% |
0-067 |
0.2% |
23% |
False |
False |
191,654 |
| 100 |
124-110 |
112-290 |
11-140 |
9.9% |
0-054 |
0.1% |
23% |
False |
False |
153,324 |
| 120 |
124-110 |
112-290 |
11-140 |
9.9% |
0-045 |
0.1% |
23% |
False |
False |
127,770 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-229 |
|
2.618 |
118-035 |
|
1.618 |
117-040 |
|
1.000 |
116-165 |
|
0.618 |
116-045 |
|
HIGH |
115-170 |
|
0.618 |
115-050 |
|
0.500 |
115-012 |
|
0.382 |
114-295 |
|
LOW |
114-175 |
|
0.618 |
113-300 |
|
1.000 |
113-180 |
|
1.618 |
112-305 |
|
2.618 |
111-310 |
|
4.250 |
110-116 |
|
|
| Fisher Pivots for day following 23-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
115-108 |
115-063 |
| PP |
115-060 |
114-292 |
| S1 |
115-012 |
114-200 |
|