CBOT 10-Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 20-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2009 |
20-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
117-060 |
116-030 |
-1-030 |
-0.9% |
118-245 |
| High |
117-060 |
117-000 |
-0-060 |
-0.2% |
118-270 |
| Low |
116-115 |
116-030 |
-0-085 |
-0.2% |
116-115 |
| Close |
116-125 |
117-000 |
0-195 |
0.5% |
116-125 |
| Range |
0-265 |
0-290 |
0-025 |
9.4% |
2-155 |
| ATR |
0-245 |
0-249 |
0-003 |
1.3% |
0-000 |
| Volume |
799,503 |
715,295 |
-84,208 |
-10.5% |
3,865,203 |
|
| Daily Pivots for day following 20-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-133 |
119-037 |
117-160 |
|
| R3 |
118-163 |
118-067 |
117-080 |
|
| R2 |
117-193 |
117-193 |
117-053 |
|
| R1 |
117-097 |
117-097 |
117-027 |
117-145 |
| PP |
116-223 |
116-223 |
116-223 |
116-248 |
| S1 |
116-127 |
116-127 |
116-293 |
116-175 |
| S2 |
115-253 |
115-253 |
116-267 |
|
| S3 |
114-283 |
115-157 |
116-240 |
|
| S4 |
113-313 |
114-187 |
116-160 |
|
|
| Weekly Pivots for week ending 17-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-208 |
123-002 |
117-242 |
|
| R3 |
122-053 |
120-167 |
117-024 |
|
| R2 |
119-218 |
119-218 |
116-271 |
|
| R1 |
118-012 |
118-012 |
116-198 |
117-198 |
| PP |
117-063 |
117-063 |
117-063 |
116-316 |
| S1 |
115-177 |
115-177 |
116-052 |
115-042 |
| S2 |
114-228 |
114-228 |
115-299 |
|
| S3 |
112-073 |
113-022 |
115-226 |
|
| S4 |
109-238 |
110-187 |
115-008 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-020 |
116-030 |
1-310 |
1.7% |
0-220 |
0.6% |
46% |
False |
True |
788,557 |
| 10 |
118-280 |
116-030 |
2-250 |
2.4% |
0-213 |
0.6% |
33% |
False |
True |
756,571 |
| 20 |
118-280 |
114-175 |
4-105 |
3.7% |
0-200 |
0.5% |
57% |
False |
False |
729,527 |
| 40 |
118-280 |
112-290 |
5-310 |
5.1% |
0-216 |
0.6% |
69% |
False |
False |
714,239 |
| 60 |
120-230 |
112-290 |
7-260 |
6.7% |
0-149 |
0.4% |
52% |
False |
False |
479,520 |
| 80 |
122-220 |
112-290 |
9-250 |
8.4% |
0-112 |
0.3% |
42% |
False |
False |
359,641 |
| 100 |
124-110 |
112-290 |
11-140 |
9.8% |
0-090 |
0.2% |
36% |
False |
False |
287,713 |
| 120 |
124-110 |
112-290 |
11-140 |
9.8% |
0-075 |
0.2% |
36% |
False |
False |
239,761 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-272 |
|
2.618 |
119-119 |
|
1.618 |
118-149 |
|
1.000 |
117-290 |
|
0.618 |
117-179 |
|
HIGH |
117-000 |
|
0.618 |
116-209 |
|
0.500 |
116-175 |
|
0.382 |
116-141 |
|
LOW |
116-030 |
|
0.618 |
115-171 |
|
1.000 |
115-060 |
|
1.618 |
114-201 |
|
2.618 |
113-231 |
|
4.250 |
112-078 |
|
|
| Fisher Pivots for day following 20-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
116-272 |
116-290 |
| PP |
116-223 |
116-260 |
| S1 |
116-175 |
116-230 |
|