CBOT 10-Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 25-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2009 |
25-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
115-100 |
115-025 |
-0-075 |
-0.2% |
114-210 |
| High |
115-230 |
116-070 |
0-160 |
0.4% |
115-240 |
| Low |
115-030 |
115-025 |
-0-005 |
0.0% |
113-230 |
| Close |
115-060 |
116-065 |
1-005 |
0.9% |
114-120 |
| Range |
0-200 |
1-045 |
0-165 |
82.5% |
2-010 |
| ATR |
0-253 |
0-261 |
0-008 |
3.2% |
0-000 |
| Volume |
701,532 |
831,128 |
129,596 |
18.5% |
3,567,789 |
|
| Daily Pivots for day following 25-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-082 |
118-278 |
116-266 |
|
| R3 |
118-037 |
117-233 |
116-165 |
|
| R2 |
116-312 |
116-312 |
116-132 |
|
| R1 |
116-188 |
116-188 |
116-098 |
116-250 |
| PP |
115-267 |
115-267 |
115-267 |
115-298 |
| S1 |
115-143 |
115-143 |
116-032 |
115-205 |
| S2 |
114-222 |
114-222 |
115-318 |
|
| S3 |
113-177 |
114-098 |
115-285 |
|
| S4 |
112-132 |
113-053 |
115-184 |
|
|
| 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 |
116-070 |
113-230 |
2-160 |
2.2% |
0-240 |
0.6% |
99% |
True |
False |
721,384 |
| 10 |
116-070 |
113-230 |
2-160 |
2.2% |
0-216 |
0.6% |
99% |
True |
False |
712,430 |
| 20 |
117-010 |
112-290 |
4-040 |
3.5% |
0-236 |
0.6% |
80% |
False |
False |
771,352 |
| 40 |
120-110 |
112-290 |
7-140 |
6.4% |
0-148 |
0.4% |
44% |
False |
False |
421,418 |
| 60 |
122-220 |
112-290 |
9-250 |
8.4% |
0-099 |
0.3% |
34% |
False |
False |
281,083 |
| 80 |
124-110 |
112-290 |
11-140 |
9.8% |
0-074 |
0.2% |
29% |
False |
False |
210,813 |
| 100 |
124-110 |
112-290 |
11-140 |
9.8% |
0-059 |
0.2% |
29% |
False |
False |
168,650 |
| 120 |
124-110 |
112-290 |
11-140 |
9.8% |
0-049 |
0.1% |
29% |
False |
False |
140,542 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-021 |
|
2.618 |
119-066 |
|
1.618 |
118-021 |
|
1.000 |
117-115 |
|
0.618 |
116-296 |
|
HIGH |
116-070 |
|
0.618 |
115-251 |
|
0.500 |
115-208 |
|
0.382 |
115-164 |
|
LOW |
115-025 |
|
0.618 |
114-119 |
|
1.000 |
113-300 |
|
1.618 |
113-074 |
|
2.618 |
112-029 |
|
4.250 |
110-074 |
|
|
| Fisher Pivots for day following 25-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
116-006 |
115-298 |
| PP |
115-267 |
115-210 |
| S1 |
115-208 |
115-122 |
|