CBOT 10-Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 12-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2009 |
12-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
115-225 |
116-090 |
0-185 |
0.5% |
116-210 |
| High |
116-080 |
116-120 |
0-040 |
0.1% |
116-210 |
| Low |
115-205 |
115-005 |
-0-200 |
-0.5% |
114-250 |
| Close |
116-030 |
116-055 |
0-025 |
0.1% |
114-300 |
| Range |
0-195 |
1-115 |
0-240 |
123.1% |
1-280 |
| ATR |
0-249 |
0-262 |
0-013 |
5.3% |
0-000 |
| Volume |
504,867 |
786,046 |
281,179 |
55.7% |
4,215,261 |
|
| Daily Pivots for day following 12-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-298 |
119-132 |
116-294 |
|
| R3 |
118-183 |
118-017 |
116-175 |
|
| R2 |
117-068 |
117-068 |
116-135 |
|
| R1 |
116-222 |
116-222 |
116-095 |
116-088 |
| PP |
115-273 |
115-273 |
115-273 |
115-206 |
| S1 |
115-107 |
115-107 |
116-015 |
114-292 |
| S2 |
114-158 |
114-158 |
115-295 |
|
| S3 |
113-043 |
113-312 |
115-255 |
|
| S4 |
111-248 |
112-197 |
115-136 |
|
|
| Weekly Pivots for week ending 07-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-027 |
119-283 |
115-310 |
|
| R3 |
119-067 |
118-003 |
115-145 |
|
| R2 |
117-107 |
117-107 |
115-090 |
|
| R1 |
116-043 |
116-043 |
115-035 |
115-255 |
| PP |
115-147 |
115-147 |
115-147 |
115-092 |
| S1 |
114-083 |
114-083 |
114-245 |
113-295 |
| S2 |
113-187 |
113-187 |
114-190 |
|
| S3 |
111-227 |
112-123 |
114-135 |
|
| S4 |
109-267 |
110-163 |
113-290 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116-120 |
114-250 |
1-190 |
1.4% |
0-254 |
0.7% |
87% |
True |
False |
788,150 |
| 10 |
117-090 |
114-250 |
2-160 |
2.2% |
0-250 |
0.7% |
56% |
False |
False |
789,701 |
| 20 |
118-000 |
114-250 |
3-070 |
2.8% |
0-236 |
0.6% |
43% |
False |
False |
775,290 |
| 40 |
118-280 |
113-230 |
5-050 |
4.4% |
0-220 |
0.6% |
48% |
False |
False |
750,990 |
| 60 |
119-140 |
112-290 |
6-170 |
5.6% |
0-211 |
0.6% |
50% |
False |
False |
694,398 |
| 80 |
120-270 |
112-290 |
7-300 |
6.8% |
0-162 |
0.4% |
41% |
False |
False |
521,810 |
| 100 |
123-020 |
112-290 |
10-050 |
8.7% |
0-129 |
0.3% |
32% |
False |
False |
417,448 |
| 120 |
124-110 |
112-290 |
11-140 |
9.8% |
0-108 |
0.3% |
29% |
False |
False |
347,874 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-049 |
|
2.618 |
119-299 |
|
1.618 |
118-184 |
|
1.000 |
117-235 |
|
0.618 |
117-069 |
|
HIGH |
116-120 |
|
0.618 |
115-274 |
|
0.500 |
115-222 |
|
0.382 |
115-171 |
|
LOW |
115-005 |
|
0.618 |
114-056 |
|
1.000 |
113-210 |
|
1.618 |
112-261 |
|
2.618 |
111-146 |
|
4.250 |
109-076 |
|
|
| Fisher Pivots for day following 12-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
116-004 |
116-004 |
| PP |
115-273 |
115-273 |
| S1 |
115-222 |
115-222 |
|