CBOT 10-Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 26-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2009 |
26-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
115-025 |
116-065 |
1-040 |
1.0% |
114-310 |
| High |
116-070 |
116-150 |
0-080 |
0.2% |
116-150 |
| Low |
115-025 |
116-065 |
1-040 |
1.0% |
114-175 |
| Close |
116-065 |
116-130 |
0-065 |
0.2% |
116-130 |
| Range |
1-045 |
0-085 |
-0-280 |
-76.7% |
1-295 |
| ATR |
0-261 |
0-248 |
-0-013 |
-4.8% |
0-000 |
| Volume |
831,128 |
905,455 |
74,327 |
8.9% |
3,589,722 |
|
| Daily Pivots for day following 26-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-050 |
117-015 |
116-177 |
|
| R3 |
116-285 |
116-250 |
116-153 |
|
| R2 |
116-200 |
116-200 |
116-146 |
|
| R1 |
116-165 |
116-165 |
116-138 |
116-182 |
| PP |
116-115 |
116-115 |
116-115 |
116-124 |
| S1 |
116-080 |
116-080 |
116-122 |
116-098 |
| S2 |
116-030 |
116-030 |
116-114 |
|
| S3 |
115-265 |
115-315 |
116-107 |
|
| S4 |
115-180 |
115-230 |
116-083 |
|
|
| Weekly Pivots for week ending 26-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-183 |
120-292 |
117-148 |
|
| R3 |
119-208 |
118-317 |
116-299 |
|
| R2 |
117-233 |
117-233 |
116-243 |
|
| R1 |
117-022 |
117-022 |
116-186 |
117-128 |
| PP |
115-258 |
115-258 |
115-258 |
115-311 |
| S1 |
115-047 |
115-047 |
116-074 |
115-152 |
| S2 |
113-283 |
113-283 |
116-017 |
|
| S3 |
111-308 |
113-072 |
115-281 |
|
| S4 |
110-013 |
111-097 |
115-112 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116-150 |
114-175 |
1-295 |
1.7% |
0-207 |
0.6% |
97% |
True |
False |
717,944 |
| 10 |
116-150 |
113-230 |
2-240 |
2.4% |
0-213 |
0.6% |
98% |
True |
False |
715,751 |
| 20 |
116-220 |
112-290 |
3-250 |
3.2% |
0-226 |
0.6% |
93% |
False |
False |
773,875 |
| 40 |
120-110 |
112-290 |
7-140 |
6.4% |
0-150 |
0.4% |
47% |
False |
False |
443,954 |
| 60 |
122-070 |
112-290 |
9-100 |
8.0% |
0-100 |
0.3% |
38% |
False |
False |
296,174 |
| 80 |
124-110 |
112-290 |
11-140 |
9.8% |
0-075 |
0.2% |
31% |
False |
False |
222,131 |
| 100 |
124-110 |
112-290 |
11-140 |
9.8% |
0-060 |
0.2% |
31% |
False |
False |
177,705 |
| 120 |
124-110 |
112-290 |
11-140 |
9.8% |
0-050 |
0.1% |
31% |
False |
False |
148,088 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-191 |
|
2.618 |
117-053 |
|
1.618 |
116-288 |
|
1.000 |
116-235 |
|
0.618 |
116-203 |
|
HIGH |
116-150 |
|
0.618 |
116-118 |
|
0.500 |
116-108 |
|
0.382 |
116-097 |
|
LOW |
116-065 |
|
0.618 |
116-012 |
|
1.000 |
115-300 |
|
1.618 |
115-247 |
|
2.618 |
115-162 |
|
4.250 |
115-024 |
|
|
| Fisher Pivots for day following 26-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
116-122 |
116-062 |
| PP |
116-115 |
115-315 |
| S1 |
116-108 |
115-248 |
|