CBOT 10-Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 10-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2009 |
10-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
118-065 |
118-160 |
0-095 |
0.3% |
116-280 |
| High |
118-065 |
118-280 |
0-215 |
0.6% |
118-280 |
| Low |
117-240 |
118-160 |
0-240 |
0.6% |
116-200 |
| Close |
117-275 |
118-225 |
0-270 |
0.7% |
118-225 |
| Range |
0-145 |
0-120 |
-0-025 |
-17.2% |
2-080 |
| ATR |
0-240 |
0-246 |
0-006 |
2.5% |
0-000 |
| Volume |
960,140 |
802,745 |
-157,395 |
-16.4% |
3,672,441 |
|
| Daily Pivots for day following 10-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-262 |
119-203 |
118-291 |
|
| R3 |
119-142 |
119-083 |
118-258 |
|
| R2 |
119-022 |
119-022 |
118-247 |
|
| R1 |
118-283 |
118-283 |
118-236 |
118-312 |
| PP |
118-222 |
118-222 |
118-222 |
118-236 |
| S1 |
118-163 |
118-163 |
118-214 |
118-192 |
| S2 |
118-102 |
118-102 |
118-203 |
|
| S3 |
117-302 |
118-043 |
118-192 |
|
| S4 |
117-182 |
117-243 |
118-159 |
|
|
| Weekly Pivots for week ending 10-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-262 |
124-003 |
119-301 |
|
| R3 |
122-182 |
121-243 |
119-103 |
|
| R2 |
120-102 |
120-102 |
119-037 |
|
| R1 |
119-163 |
119-163 |
118-291 |
119-292 |
| PP |
118-022 |
118-022 |
118-022 |
118-086 |
| S1 |
117-083 |
117-083 |
118-159 |
117-212 |
| S2 |
115-262 |
115-262 |
118-093 |
|
| S3 |
113-182 |
115-003 |
118-027 |
|
| S4 |
111-102 |
112-243 |
117-149 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-280 |
116-200 |
2-080 |
1.9% |
0-194 |
0.5% |
92% |
True |
False |
734,488 |
| 10 |
118-280 |
115-235 |
3-045 |
2.6% |
0-177 |
0.5% |
95% |
True |
False |
732,577 |
| 20 |
118-280 |
113-230 |
5-050 |
4.3% |
0-197 |
0.5% |
97% |
True |
False |
722,504 |
| 40 |
120-040 |
112-290 |
7-070 |
6.1% |
0-185 |
0.5% |
80% |
False |
False |
603,536 |
| 60 |
121-200 |
112-290 |
8-230 |
7.3% |
0-128 |
0.3% |
66% |
False |
False |
403,179 |
| 80 |
124-110 |
112-290 |
11-140 |
9.6% |
0-096 |
0.3% |
51% |
False |
False |
302,385 |
| 100 |
124-110 |
112-290 |
11-140 |
9.6% |
0-077 |
0.2% |
51% |
False |
False |
241,908 |
| 120 |
124-110 |
112-290 |
11-140 |
9.6% |
0-064 |
0.2% |
51% |
False |
False |
201,590 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-150 |
|
2.618 |
119-274 |
|
1.618 |
119-154 |
|
1.000 |
119-080 |
|
0.618 |
119-034 |
|
HIGH |
118-280 |
|
0.618 |
118-234 |
|
0.500 |
118-220 |
|
0.382 |
118-206 |
|
LOW |
118-160 |
|
0.618 |
118-086 |
|
1.000 |
118-040 |
|
1.618 |
117-286 |
|
2.618 |
117-166 |
|
4.250 |
116-290 |
|
|
| Fisher Pivots for day following 10-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
118-223 |
118-167 |
| PP |
118-222 |
118-108 |
| S1 |
118-220 |
118-050 |
|