CBOT 10-Year T-Note Future June 2009
| Trading Metrics calculated at close of trading on 21-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2009 |
21-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
122-235 |
123-045 |
0-130 |
0.3% |
122-085 |
| High |
123-055 |
123-135 |
0-080 |
0.2% |
123-255 |
| Low |
122-225 |
122-125 |
-0-100 |
-0.3% |
122-080 |
| Close |
123-010 |
122-130 |
-0-200 |
-0.5% |
122-090 |
| Range |
0-150 |
1-010 |
0-180 |
120.0% |
1-175 |
| ATR |
0-261 |
0-266 |
0-005 |
1.9% |
0-000 |
| Volume |
584,160 |
501,166 |
-82,994 |
-14.2% |
2,349,685 |
|
| Daily Pivots for day following 21-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-267 |
125-048 |
122-312 |
|
| R3 |
124-257 |
124-038 |
122-221 |
|
| R2 |
123-247 |
123-247 |
122-190 |
|
| R1 |
123-028 |
123-028 |
122-160 |
122-292 |
| PP |
122-237 |
122-237 |
122-237 |
122-209 |
| S1 |
122-018 |
122-018 |
122-100 |
121-282 |
| S2 |
121-227 |
121-227 |
122-070 |
|
| S3 |
120-217 |
121-008 |
122-039 |
|
| S4 |
119-207 |
119-318 |
121-268 |
|
|
| Weekly Pivots for week ending 17-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-133 |
126-127 |
123-042 |
|
| R3 |
125-278 |
124-272 |
122-226 |
|
| R2 |
124-103 |
124-103 |
122-181 |
|
| R1 |
123-097 |
123-097 |
122-135 |
123-260 |
| PP |
122-248 |
122-248 |
122-248 |
123-010 |
| S1 |
121-242 |
121-242 |
122-045 |
122-085 |
| S2 |
121-073 |
121-073 |
121-319 |
|
| S3 |
119-218 |
120-067 |
121-274 |
|
| S4 |
118-043 |
118-212 |
121-138 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
123-255 |
122-090 |
1-165 |
1.2% |
0-194 |
0.5% |
8% |
False |
False |
519,102 |
| 10 |
123-255 |
122-000 |
1-255 |
1.5% |
0-185 |
0.5% |
23% |
False |
False |
484,124 |
| 20 |
124-090 |
121-265 |
2-145 |
2.0% |
0-193 |
0.5% |
24% |
False |
False |
529,631 |
| 40 |
126-010 |
119-190 |
6-140 |
5.3% |
0-242 |
0.6% |
44% |
False |
False |
570,193 |
| 60 |
126-010 |
119-140 |
6-190 |
5.4% |
0-166 |
0.4% |
45% |
False |
False |
383,806 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-258 |
|
2.618 |
126-039 |
|
1.618 |
125-029 |
|
1.000 |
124-145 |
|
0.618 |
124-019 |
|
HIGH |
123-135 |
|
0.618 |
123-009 |
|
0.500 |
122-290 |
|
0.382 |
122-251 |
|
LOW |
122-125 |
|
0.618 |
121-241 |
|
1.000 |
121-115 |
|
1.618 |
120-231 |
|
2.618 |
119-221 |
|
4.250 |
118-002 |
|
|
| Fisher Pivots for day following 21-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
122-290 |
122-272 |
| PP |
122-237 |
122-225 |
| S1 |
122-183 |
122-178 |
|