CBOT 10-Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 27-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2009 |
27-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
116-115 |
115-220 |
-0-215 |
-0.6% |
116-030 |
| High |
116-120 |
116-015 |
-0-105 |
-0.3% |
118-000 |
| Low |
116-110 |
115-220 |
-0-210 |
-0.6% |
116-010 |
| Close |
116-120 |
116-015 |
-0-105 |
-0.3% |
116-120 |
| Range |
0-010 |
0-115 |
0-105 |
1,050.0% |
1-310 |
| ATR |
0-259 |
0-257 |
-0-003 |
-1.1% |
0-000 |
| Volume |
959,038 |
544,993 |
-414,045 |
-43.2% |
3,947,356 |
|
| Daily Pivots for day following 27-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-002 |
116-283 |
116-078 |
|
| R3 |
116-207 |
116-168 |
116-047 |
|
| R2 |
116-092 |
116-092 |
116-036 |
|
| R1 |
116-053 |
116-053 |
116-026 |
116-072 |
| PP |
115-297 |
115-297 |
115-297 |
115-306 |
| S1 |
115-258 |
115-258 |
116-004 |
115-278 |
| S2 |
115-182 |
115-182 |
115-314 |
|
| S3 |
115-067 |
115-143 |
115-303 |
|
| S4 |
114-272 |
115-028 |
115-272 |
|
|
| Weekly Pivots for week ending 24-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-227 |
121-163 |
117-146 |
|
| R3 |
120-237 |
119-173 |
116-293 |
|
| R2 |
118-247 |
118-247 |
116-236 |
|
| R1 |
117-183 |
117-183 |
116-178 |
118-055 |
| PP |
116-257 |
116-257 |
116-257 |
117-032 |
| S1 |
115-193 |
115-193 |
116-062 |
116-065 |
| S2 |
114-267 |
114-267 |
116-004 |
|
| S3 |
112-277 |
113-203 |
115-267 |
|
| S4 |
110-287 |
111-213 |
115-094 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-000 |
115-220 |
2-100 |
2.0% |
0-239 |
0.6% |
16% |
False |
True |
755,410 |
| 10 |
118-020 |
115-220 |
2-120 |
2.0% |
0-230 |
0.6% |
15% |
False |
True |
771,984 |
| 20 |
118-280 |
115-220 |
3-060 |
2.7% |
0-208 |
0.6% |
11% |
False |
True |
738,893 |
| 40 |
118-280 |
112-290 |
5-310 |
5.1% |
0-217 |
0.6% |
53% |
False |
False |
756,384 |
| 60 |
120-110 |
112-290 |
7-140 |
6.4% |
0-169 |
0.5% |
42% |
False |
False |
542,267 |
| 80 |
122-070 |
112-290 |
9-100 |
8.0% |
0-127 |
0.3% |
34% |
False |
False |
406,854 |
| 100 |
124-110 |
112-290 |
11-140 |
9.9% |
0-102 |
0.3% |
27% |
False |
False |
325,483 |
| 120 |
124-110 |
112-290 |
11-140 |
9.9% |
0-085 |
0.2% |
27% |
False |
False |
271,236 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-184 |
|
2.618 |
116-316 |
|
1.618 |
116-201 |
|
1.000 |
116-130 |
|
0.618 |
116-086 |
|
HIGH |
116-015 |
|
0.618 |
115-291 |
|
0.500 |
115-278 |
|
0.382 |
115-264 |
|
LOW |
115-220 |
|
0.618 |
115-149 |
|
1.000 |
115-105 |
|
1.618 |
115-034 |
|
2.618 |
114-239 |
|
4.250 |
114-051 |
|
|
| Fisher Pivots for day following 27-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
115-316 |
116-172 |
| PP |
115-297 |
116-120 |
| S1 |
115-278 |
116-068 |
|