CBOT 10-Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 16-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2009 |
16-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
117-140 |
116-255 |
-0-205 |
-0.5% |
116-280 |
| High |
117-140 |
117-110 |
-0-030 |
-0.1% |
118-280 |
| Low |
116-220 |
116-255 |
0-035 |
0.1% |
116-200 |
| Close |
116-225 |
117-005 |
0-100 |
0.3% |
118-225 |
| Range |
0-240 |
0-175 |
-0-065 |
-27.1% |
2-080 |
| ATR |
0-247 |
0-244 |
-0-003 |
-1.2% |
0-000 |
| Volume |
904,992 |
1,017,449 |
112,457 |
12.4% |
3,672,441 |
|
| Daily Pivots for day following 16-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-222 |
118-128 |
117-101 |
|
| R3 |
118-047 |
117-273 |
117-053 |
|
| R2 |
117-192 |
117-192 |
117-037 |
|
| R1 |
117-098 |
117-098 |
117-021 |
117-145 |
| PP |
117-017 |
117-017 |
117-017 |
117-040 |
| S1 |
116-243 |
116-243 |
116-309 |
116-290 |
| S2 |
116-162 |
116-162 |
116-293 |
|
| S3 |
115-307 |
116-068 |
116-277 |
|
| S4 |
115-132 |
115-213 |
116-229 |
|
|
| 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 |
116-220 |
2-060 |
1.9% |
0-167 |
0.4% |
15% |
False |
False |
773,689 |
| 10 |
118-280 |
116-085 |
2-195 |
2.2% |
0-193 |
0.5% |
29% |
False |
False |
743,931 |
| 20 |
118-280 |
113-230 |
5-050 |
4.4% |
0-200 |
0.5% |
64% |
False |
False |
742,161 |
| 40 |
119-140 |
112-290 |
6-170 |
5.6% |
0-203 |
0.5% |
63% |
False |
False |
679,099 |
| 60 |
120-230 |
112-290 |
7-260 |
6.7% |
0-140 |
0.4% |
53% |
False |
False |
454,274 |
| 80 |
122-280 |
112-290 |
9-310 |
8.5% |
0-105 |
0.3% |
41% |
False |
False |
340,706 |
| 100 |
124-110 |
112-290 |
11-140 |
9.8% |
0-084 |
0.2% |
36% |
False |
False |
272,565 |
| 120 |
124-110 |
112-290 |
11-140 |
9.8% |
0-070 |
0.2% |
36% |
False |
False |
227,138 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-214 |
|
2.618 |
118-248 |
|
1.618 |
118-073 |
|
1.000 |
117-285 |
|
0.618 |
117-218 |
|
HIGH |
117-110 |
|
0.618 |
117-043 |
|
0.500 |
117-022 |
|
0.382 |
117-002 |
|
LOW |
116-255 |
|
0.618 |
116-147 |
|
1.000 |
116-080 |
|
1.618 |
115-292 |
|
2.618 |
115-117 |
|
4.250 |
114-151 |
|
|
| Fisher Pivots for day following 16-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
117-022 |
117-120 |
| PP |
117-017 |
117-082 |
| S1 |
117-011 |
117-043 |
|