CBOT 10-Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 08-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2009 |
08-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
116-210 |
117-145 |
0-255 |
0.7% |
116-180 |
| High |
117-095 |
118-210 |
1-115 |
1.2% |
117-010 |
| Low |
116-210 |
117-140 |
0-250 |
0.7% |
115-235 |
| Close |
117-090 |
118-200 |
1-110 |
1.1% |
116-270 |
| Range |
0-205 |
1-070 |
0-185 |
90.2% |
1-095 |
| ATR |
0-222 |
0-237 |
0-016 |
7.0% |
0-000 |
| Volume |
531,278 |
691,052 |
159,774 |
30.1% |
2,747,883 |
|
| Daily Pivots for day following 08-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-287 |
121-153 |
119-094 |
|
| R3 |
120-217 |
120-083 |
118-307 |
|
| R2 |
119-147 |
119-147 |
118-272 |
|
| R1 |
119-013 |
119-013 |
118-236 |
119-080 |
| PP |
118-077 |
118-077 |
118-077 |
118-110 |
| S1 |
117-263 |
117-263 |
118-164 |
118-010 |
| S2 |
117-007 |
117-007 |
118-128 |
|
| S3 |
115-257 |
116-193 |
118-093 |
|
| S4 |
114-187 |
115-123 |
117-306 |
|
|
| Weekly Pivots for week ending 03-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-137 |
119-298 |
117-178 |
|
| R3 |
119-042 |
118-203 |
117-064 |
|
| R2 |
117-267 |
117-267 |
117-026 |
|
| R1 |
117-108 |
117-108 |
116-308 |
117-188 |
| PP |
116-172 |
116-172 |
116-172 |
116-211 |
| S1 |
116-013 |
116-013 |
116-232 |
116-092 |
| S2 |
115-077 |
115-077 |
116-194 |
|
| S3 |
113-302 |
114-238 |
116-156 |
|
| S4 |
112-207 |
113-143 |
116-042 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-210 |
115-235 |
2-295 |
2.5% |
0-227 |
0.6% |
99% |
True |
False |
698,288 |
| 10 |
118-210 |
115-025 |
3-185 |
3.0% |
0-207 |
0.5% |
99% |
True |
False |
709,555 |
| 20 |
118-210 |
112-290 |
5-240 |
4.8% |
0-213 |
0.6% |
99% |
True |
False |
703,027 |
| 40 |
120-110 |
112-290 |
7-140 |
6.3% |
0-186 |
0.5% |
77% |
False |
False |
559,847 |
| 60 |
122-070 |
112-290 |
9-100 |
7.9% |
0-124 |
0.3% |
61% |
False |
False |
373,798 |
| 80 |
124-110 |
112-290 |
11-140 |
9.6% |
0-093 |
0.2% |
50% |
False |
False |
280,349 |
| 100 |
124-110 |
112-290 |
11-140 |
9.6% |
0-074 |
0.2% |
50% |
False |
False |
224,279 |
| 120 |
124-110 |
112-290 |
11-140 |
9.6% |
0-062 |
0.2% |
50% |
False |
False |
186,900 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-268 |
|
2.618 |
121-271 |
|
1.618 |
120-201 |
|
1.000 |
119-280 |
|
0.618 |
119-131 |
|
HIGH |
118-210 |
|
0.618 |
118-061 |
|
0.500 |
118-015 |
|
0.382 |
117-289 |
|
LOW |
117-140 |
|
0.618 |
116-219 |
|
1.000 |
116-070 |
|
1.618 |
115-149 |
|
2.618 |
114-079 |
|
4.250 |
112-082 |
|
|
| Fisher Pivots for day following 08-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
118-138 |
118-095 |
| PP |
118-077 |
117-310 |
| S1 |
118-015 |
117-205 |
|