CBOT 10-Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 22-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2009 |
22-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
116-220 |
117-235 |
1-015 |
0.9% |
118-245 |
| High |
118-000 |
117-235 |
-0-085 |
-0.2% |
118-270 |
| Low |
116-165 |
117-075 |
0-230 |
0.6% |
116-115 |
| Close |
117-250 |
117-075 |
-0-175 |
-0.5% |
116-125 |
| Range |
1-155 |
0-160 |
-0-315 |
-66.3% |
2-155 |
| ATR |
0-265 |
0-258 |
-0-006 |
-2.4% |
0-000 |
| Volume |
591,013 |
968,888 |
377,875 |
63.9% |
3,865,203 |
|
| Daily Pivots for day following 22-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-288 |
118-182 |
117-163 |
|
| R3 |
118-128 |
118-022 |
117-119 |
|
| R2 |
117-288 |
117-288 |
117-104 |
|
| R1 |
117-182 |
117-182 |
117-090 |
117-155 |
| PP |
117-128 |
117-128 |
117-128 |
117-115 |
| S1 |
117-022 |
117-022 |
117-060 |
116-315 |
| S2 |
116-288 |
116-288 |
117-046 |
|
| S3 |
116-128 |
116-182 |
117-031 |
|
| S4 |
115-288 |
116-022 |
116-307 |
|
|
| 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% |
0-273 |
0.7% |
60% |
False |
False |
818,429 |
| 10 |
118-280 |
116-030 |
2-250 |
2.4% |
0-217 |
0.6% |
41% |
False |
False |
790,328 |
| 20 |
118-280 |
115-025 |
3-255 |
3.2% |
0-212 |
0.6% |
57% |
False |
False |
749,941 |
| 40 |
118-280 |
112-290 |
5-310 |
5.1% |
0-223 |
0.6% |
73% |
False |
False |
747,786 |
| 60 |
120-110 |
112-290 |
7-140 |
6.3% |
0-160 |
0.4% |
58% |
False |
False |
505,497 |
| 80 |
122-220 |
112-290 |
9-250 |
8.3% |
0-120 |
0.3% |
44% |
False |
False |
379,139 |
| 100 |
124-110 |
112-290 |
11-140 |
9.8% |
0-096 |
0.3% |
38% |
False |
False |
303,312 |
| 120 |
124-110 |
112-290 |
11-140 |
9.8% |
0-080 |
0.2% |
38% |
False |
False |
252,760 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-275 |
|
2.618 |
119-014 |
|
1.618 |
118-174 |
|
1.000 |
118-075 |
|
0.618 |
118-014 |
|
HIGH |
117-235 |
|
0.618 |
117-174 |
|
0.500 |
117-155 |
|
0.382 |
117-136 |
|
LOW |
117-075 |
|
0.618 |
116-296 |
|
1.000 |
116-235 |
|
1.618 |
116-136 |
|
2.618 |
115-296 |
|
4.250 |
115-035 |
|
|
| Fisher Pivots for day following 22-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
117-155 |
117-055 |
| PP |
117-128 |
117-035 |
| S1 |
117-102 |
117-015 |
|