CBOT 10-Year T-Note Future June 2009
| Trading Metrics calculated at close of trading on 15-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2009 |
15-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
123-030 |
123-200 |
0-170 |
0.4% |
122-070 |
| High |
123-190 |
123-255 |
0-065 |
0.2% |
122-255 |
| Low |
123-030 |
123-120 |
0-090 |
0.2% |
121-265 |
| Close |
123-190 |
123-255 |
0-065 |
0.2% |
122-105 |
| Range |
0-160 |
0-135 |
-0-025 |
-15.6% |
0-310 |
| ATR |
0-271 |
0-261 |
-0-010 |
-3.6% |
0-000 |
| Volume |
333,548 |
481,761 |
148,213 |
44.4% |
2,159,503 |
|
| Daily Pivots for day following 15-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-295 |
124-250 |
124-009 |
|
| R3 |
124-160 |
124-115 |
123-292 |
|
| R2 |
124-025 |
124-025 |
123-280 |
|
| R1 |
123-300 |
123-300 |
123-267 |
124-002 |
| PP |
123-210 |
123-210 |
123-210 |
123-221 |
| S1 |
123-165 |
123-165 |
123-243 |
123-188 |
| S2 |
123-075 |
123-075 |
123-230 |
|
| S3 |
122-260 |
123-030 |
123-218 |
|
| S4 |
122-125 |
122-215 |
123-181 |
|
|
| Weekly Pivots for week ending 10-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-072 |
124-238 |
122-276 |
|
| R3 |
124-082 |
123-248 |
122-190 |
|
| R2 |
123-092 |
123-092 |
122-162 |
|
| R1 |
122-258 |
122-258 |
122-133 |
123-015 |
| PP |
122-102 |
122-102 |
122-102 |
122-140 |
| S1 |
121-268 |
121-268 |
122-077 |
122-025 |
| S2 |
121-112 |
121-112 |
122-048 |
|
| S3 |
120-122 |
120-278 |
122-020 |
|
| S4 |
119-132 |
119-288 |
121-254 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
123-255 |
122-000 |
1-255 |
1.5% |
0-186 |
0.5% |
100% |
True |
False |
450,615 |
| 10 |
124-090 |
121-265 |
2-145 |
2.0% |
0-186 |
0.5% |
80% |
False |
False |
500,967 |
| 20 |
126-010 |
120-310 |
5-020 |
4.1% |
0-258 |
0.7% |
56% |
False |
False |
578,826 |
| 40 |
126-010 |
119-190 |
6-140 |
5.2% |
0-227 |
0.6% |
65% |
False |
False |
520,625 |
| 60 |
126-010 |
119-140 |
6-190 |
5.3% |
0-152 |
0.4% |
66% |
False |
False |
348,654 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-189 |
|
2.618 |
124-288 |
|
1.618 |
124-153 |
|
1.000 |
124-070 |
|
0.618 |
124-018 |
|
HIGH |
123-255 |
|
0.618 |
123-203 |
|
0.500 |
123-188 |
|
0.382 |
123-172 |
|
LOW |
123-120 |
|
0.618 |
123-037 |
|
1.000 |
122-305 |
|
1.618 |
122-222 |
|
2.618 |
122-087 |
|
4.250 |
121-186 |
|
|
| Fisher Pivots for day following 15-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
123-232 |
123-172 |
| PP |
123-210 |
123-090 |
| S1 |
123-188 |
123-008 |
|