CBOT 10-Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 30-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2009 |
30-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
119-170 |
119-100 |
-0-070 |
-0.2% |
121-150 |
| High |
119-170 |
119-100 |
-0-070 |
-0.2% |
121-150 |
| Low |
119-170 |
119-100 |
-0-070 |
-0.2% |
120-000 |
| Close |
119-170 |
119-100 |
-0-070 |
-0.2% |
120-000 |
| Range |
|
|
|
|
|
| ATR |
0-190 |
0-181 |
-0-009 |
-4.5% |
0-000 |
| Volume |
1,541 |
4,011 |
2,470 |
160.3% |
37 |
|
| Daily Pivots for day following 30-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-100 |
119-100 |
119-100 |
|
| R3 |
119-100 |
119-100 |
119-100 |
|
| R2 |
119-100 |
119-100 |
119-100 |
|
| R1 |
119-100 |
119-100 |
119-100 |
119-100 |
| PP |
119-100 |
119-100 |
119-100 |
119-100 |
| S1 |
119-100 |
119-100 |
119-100 |
119-100 |
| S2 |
119-100 |
119-100 |
119-100 |
|
| S3 |
119-100 |
119-100 |
119-100 |
|
| S4 |
119-100 |
119-100 |
119-100 |
|
|
| Weekly Pivots for week ending 24-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-287 |
123-293 |
120-258 |
|
| R3 |
123-137 |
122-143 |
120-129 |
|
| R2 |
121-307 |
121-307 |
120-086 |
|
| R1 |
120-313 |
120-313 |
120-043 |
120-235 |
| PP |
120-157 |
120-157 |
120-157 |
120-118 |
| S1 |
119-163 |
119-163 |
119-277 |
119-085 |
| S2 |
119-007 |
119-007 |
119-234 |
|
| S3 |
117-177 |
118-013 |
119-191 |
|
| S4 |
116-027 |
116-183 |
119-062 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-230 |
119-100 |
1-130 |
1.2% |
0-000 |
0.0% |
0% |
False |
True |
2,444 |
| 10 |
121-150 |
119-100 |
2-050 |
1.8% |
0-000 |
0.0% |
0% |
False |
True |
1,225 |
| 20 |
122-070 |
119-100 |
2-290 |
2.4% |
0-000 |
0.0% |
0% |
False |
True |
614 |
| 40 |
124-110 |
119-100 |
5-010 |
4.2% |
0-000 |
0.0% |
0% |
False |
True |
308 |
| 60 |
124-110 |
118-140 |
5-290 |
5.0% |
0-000 |
0.0% |
15% |
False |
False |
206 |
| 80 |
124-110 |
118-140 |
5-290 |
5.0% |
0-000 |
0.0% |
15% |
False |
False |
155 |
| 100 |
125-240 |
118-140 |
7-100 |
6.1% |
0-000 |
0.0% |
12% |
False |
False |
124 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-100 |
|
2.618 |
119-100 |
|
1.618 |
119-100 |
|
1.000 |
119-100 |
|
0.618 |
119-100 |
|
HIGH |
119-100 |
|
0.618 |
119-100 |
|
0.500 |
119-100 |
|
0.382 |
119-100 |
|
LOW |
119-100 |
|
0.618 |
119-100 |
|
1.000 |
119-100 |
|
1.618 |
119-100 |
|
2.618 |
119-100 |
|
4.250 |
119-100 |
|
|
| Fisher Pivots for day following 30-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
119-100 |
119-225 |
| PP |
119-100 |
119-183 |
| S1 |
119-100 |
119-142 |
|