CBOT 10-Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 23-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2009 |
23-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
117-235 |
117-125 |
-0-110 |
-0.3% |
118-245 |
| High |
117-235 |
117-125 |
-0-110 |
-0.3% |
118-270 |
| Low |
117-075 |
116-010 |
-1-065 |
-1.0% |
116-115 |
| Close |
117-075 |
116-010 |
-1-065 |
-1.0% |
116-125 |
| Range |
0-160 |
1-115 |
0-275 |
171.9% |
2-155 |
| ATR |
0-258 |
0-271 |
0-013 |
4.9% |
0-000 |
| Volume |
968,888 |
713,122 |
-255,766 |
-26.4% |
3,865,203 |
|
| Daily Pivots for day following 23-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-180 |
119-210 |
116-249 |
|
| R3 |
119-065 |
118-095 |
116-130 |
|
| R2 |
117-270 |
117-270 |
116-090 |
|
| R1 |
116-300 |
116-300 |
116-050 |
116-228 |
| PP |
116-155 |
116-155 |
116-155 |
116-119 |
| S1 |
115-185 |
115-185 |
115-290 |
115-112 |
| S2 |
115-040 |
115-040 |
115-250 |
|
| S3 |
113-245 |
114-070 |
115-210 |
|
| S4 |
112-130 |
112-275 |
115-091 |
|
|
| 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 |
116-010 |
1-310 |
1.7% |
1-005 |
0.9% |
0% |
False |
True |
757,564 |
| 10 |
118-280 |
116-010 |
2-270 |
2.5% |
0-246 |
0.7% |
0% |
False |
True |
765,626 |
| 20 |
118-280 |
115-025 |
3-255 |
3.3% |
0-224 |
0.6% |
25% |
False |
False |
750,521 |
| 40 |
118-280 |
112-290 |
5-310 |
5.1% |
0-226 |
0.6% |
52% |
False |
False |
756,382 |
| 60 |
120-110 |
112-290 |
7-140 |
6.4% |
0-167 |
0.5% |
42% |
False |
False |
517,292 |
| 80 |
122-220 |
112-290 |
9-250 |
8.4% |
0-125 |
0.3% |
32% |
False |
False |
388,053 |
| 100 |
124-110 |
112-290 |
11-140 |
9.9% |
0-100 |
0.3% |
27% |
False |
False |
310,443 |
| 120 |
124-110 |
112-290 |
11-140 |
9.9% |
0-084 |
0.2% |
27% |
False |
False |
258,703 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-054 |
|
2.618 |
120-304 |
|
1.618 |
119-189 |
|
1.000 |
118-240 |
|
0.618 |
118-074 |
|
HIGH |
117-125 |
|
0.618 |
116-279 |
|
0.500 |
116-228 |
|
0.382 |
116-176 |
|
LOW |
116-010 |
|
0.618 |
115-061 |
|
1.000 |
114-215 |
|
1.618 |
113-266 |
|
2.618 |
112-151 |
|
4.250 |
110-081 |
|
|
| Fisher Pivots for day following 23-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
116-228 |
117-005 |
| PP |
116-155 |
116-220 |
| S1 |
116-082 |
116-115 |
|