CBOT 10-Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 28-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2009 |
28-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
115-220 |
116-020 |
0-120 |
0.3% |
116-030 |
| High |
116-015 |
116-205 |
0-190 |
0.5% |
118-000 |
| Low |
115-220 |
116-020 |
0-120 |
0.3% |
116-010 |
| Close |
116-015 |
116-025 |
0-010 |
0.0% |
116-120 |
| Range |
0-115 |
0-185 |
0-070 |
60.9% |
1-310 |
| ATR |
0-257 |
0-252 |
-0-005 |
-1.9% |
0-000 |
| Volume |
544,993 |
569,051 |
24,058 |
4.4% |
3,947,356 |
|
| Daily Pivots for day following 28-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-318 |
117-197 |
116-127 |
|
| R3 |
117-133 |
117-012 |
116-076 |
|
| R2 |
116-268 |
116-268 |
116-059 |
|
| R1 |
116-147 |
116-147 |
116-042 |
116-208 |
| PP |
116-083 |
116-083 |
116-083 |
116-114 |
| S1 |
115-282 |
115-282 |
116-008 |
116-022 |
| S2 |
115-218 |
115-218 |
115-311 |
|
| S3 |
115-033 |
115-097 |
115-294 |
|
| S4 |
114-168 |
114-232 |
115-243 |
|
|
| 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 |
117-235 |
115-220 |
2-015 |
1.8% |
0-181 |
0.5% |
19% |
False |
False |
751,018 |
| 10 |
118-000 |
115-220 |
2-100 |
2.0% |
0-235 |
0.6% |
17% |
False |
False |
778,334 |
| 20 |
118-280 |
115-220 |
3-060 |
2.7% |
0-213 |
0.6% |
12% |
False |
False |
735,098 |
| 40 |
118-280 |
112-290 |
5-310 |
5.1% |
0-211 |
0.6% |
53% |
False |
False |
748,111 |
| 60 |
120-110 |
112-290 |
7-140 |
6.4% |
0-172 |
0.5% |
43% |
False |
False |
551,745 |
| 80 |
122-070 |
112-290 |
9-100 |
8.0% |
0-129 |
0.3% |
34% |
False |
False |
413,967 |
| 100 |
124-110 |
112-290 |
11-140 |
9.9% |
0-103 |
0.3% |
28% |
False |
False |
331,174 |
| 120 |
124-110 |
112-290 |
11-140 |
9.9% |
0-086 |
0.2% |
28% |
False |
False |
275,978 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-031 |
|
2.618 |
118-049 |
|
1.618 |
117-184 |
|
1.000 |
117-070 |
|
0.618 |
116-319 |
|
HIGH |
116-205 |
|
0.618 |
116-134 |
|
0.500 |
116-112 |
|
0.382 |
116-091 |
|
LOW |
116-020 |
|
0.618 |
115-226 |
|
1.000 |
115-155 |
|
1.618 |
115-041 |
|
2.618 |
114-176 |
|
4.250 |
113-194 |
|
|
| Fisher Pivots for day following 28-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
116-112 |
116-052 |
| PP |
116-083 |
116-043 |
| S1 |
116-054 |
116-034 |
|