CBOT 10-Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 21-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2009 |
21-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
116-030 |
116-220 |
0-190 |
0.5% |
118-245 |
| High |
117-000 |
118-000 |
1-000 |
0.9% |
118-270 |
| Low |
116-030 |
116-165 |
0-135 |
0.4% |
116-115 |
| Close |
117-000 |
117-250 |
0-250 |
0.7% |
116-125 |
| Range |
0-290 |
1-155 |
0-185 |
63.8% |
2-155 |
| ATR |
0-249 |
0-265 |
0-016 |
6.5% |
0-000 |
| Volume |
715,295 |
591,013 |
-124,282 |
-17.4% |
3,865,203 |
|
| Daily Pivots for day following 21-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-283 |
121-102 |
118-191 |
|
| R3 |
120-128 |
119-267 |
118-061 |
|
| R2 |
118-293 |
118-293 |
118-017 |
|
| R1 |
118-112 |
118-112 |
117-294 |
118-202 |
| PP |
117-138 |
117-138 |
117-138 |
117-184 |
| S1 |
116-277 |
116-277 |
117-206 |
117-048 |
| S2 |
115-303 |
115-303 |
117-163 |
|
| S3 |
114-148 |
115-122 |
117-119 |
|
| S4 |
112-313 |
113-287 |
116-309 |
|
|
| 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 |
118-000 |
116-030 |
1-290 |
1.6% |
0-289 |
0.8% |
89% |
True |
False |
805,650 |
| 10 |
118-280 |
116-030 |
2-250 |
2.4% |
0-240 |
0.6% |
61% |
False |
False |
762,544 |
| 20 |
118-280 |
114-175 |
4-105 |
3.7% |
0-220 |
0.6% |
75% |
False |
False |
728,431 |
| 40 |
118-280 |
112-290 |
5-310 |
5.1% |
0-225 |
0.6% |
82% |
False |
False |
725,784 |
| 60 |
120-230 |
112-290 |
7-260 |
6.6% |
0-157 |
0.4% |
62% |
False |
False |
489,370 |
| 80 |
122-220 |
112-290 |
9-250 |
8.3% |
0-118 |
0.3% |
50% |
False |
False |
367,028 |
| 100 |
124-110 |
112-290 |
11-140 |
9.7% |
0-094 |
0.3% |
43% |
False |
False |
293,623 |
| 120 |
124-110 |
112-290 |
11-140 |
9.7% |
0-079 |
0.2% |
43% |
False |
False |
244,686 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-099 |
|
2.618 |
121-284 |
|
1.618 |
120-129 |
|
1.000 |
119-155 |
|
0.618 |
118-294 |
|
HIGH |
118-000 |
|
0.618 |
117-139 |
|
0.500 |
117-082 |
|
0.382 |
117-026 |
|
LOW |
116-165 |
|
0.618 |
115-191 |
|
1.000 |
115-010 |
|
1.618 |
114-036 |
|
2.618 |
112-201 |
|
4.250 |
110-066 |
|
|
| Fisher Pivots for day following 21-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
117-194 |
117-172 |
| PP |
117-138 |
117-093 |
| S1 |
117-082 |
117-015 |
|