CBOT 10-Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 30-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2009 |
30-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
116-065 |
115-270 |
-0-115 |
-0.3% |
116-030 |
| High |
116-105 |
116-110 |
0-005 |
0.0% |
118-000 |
| Low |
116-000 |
115-270 |
-0-050 |
-0.1% |
116-010 |
| Close |
116-000 |
116-060 |
0-060 |
0.2% |
116-120 |
| Range |
0-105 |
0-160 |
0-055 |
52.4% |
1-310 |
| ATR |
0-241 |
0-236 |
-0-006 |
-2.4% |
0-000 |
| Volume |
730,450 |
762,678 |
32,228 |
4.4% |
3,947,356 |
|
| Daily Pivots for day following 30-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-200 |
117-130 |
116-148 |
|
| R3 |
117-040 |
116-290 |
116-104 |
|
| R2 |
116-200 |
116-200 |
116-089 |
|
| R1 |
116-130 |
116-130 |
116-075 |
116-165 |
| PP |
116-040 |
116-040 |
116-040 |
116-058 |
| S1 |
115-290 |
115-290 |
116-045 |
116-005 |
| S2 |
115-200 |
115-200 |
116-031 |
|
| S3 |
115-040 |
115-130 |
116-016 |
|
| S4 |
114-200 |
114-290 |
115-292 |
|
|
| 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 |
116-205 |
115-220 |
0-305 |
0.8% |
0-115 |
0.3% |
52% |
False |
False |
713,242 |
| 10 |
118-000 |
115-220 |
2-100 |
2.0% |
0-220 |
0.6% |
22% |
False |
False |
735,403 |
| 20 |
118-280 |
115-220 |
3-060 |
2.7% |
0-206 |
0.6% |
16% |
False |
False |
739,667 |
| 40 |
118-280 |
112-290 |
5-310 |
5.1% |
0-210 |
0.6% |
55% |
False |
False |
740,021 |
| 60 |
120-110 |
112-290 |
7-140 |
6.4% |
0-177 |
0.5% |
44% |
False |
False |
576,558 |
| 80 |
122-070 |
112-290 |
9-100 |
8.0% |
0-133 |
0.4% |
35% |
False |
False |
432,631 |
| 100 |
124-110 |
112-290 |
11-140 |
9.8% |
0-106 |
0.3% |
29% |
False |
False |
346,105 |
| 120 |
124-110 |
112-290 |
11-140 |
9.8% |
0-088 |
0.2% |
29% |
False |
False |
288,421 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-150 |
|
2.618 |
117-209 |
|
1.618 |
117-049 |
|
1.000 |
116-270 |
|
0.618 |
116-209 |
|
HIGH |
116-110 |
|
0.618 |
116-049 |
|
0.500 |
116-030 |
|
0.382 |
116-011 |
|
LOW |
115-270 |
|
0.618 |
115-171 |
|
1.000 |
115-110 |
|
1.618 |
115-011 |
|
2.618 |
114-171 |
|
4.250 |
113-230 |
|
|
| Fisher Pivots for day following 30-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
116-050 |
116-078 |
| PP |
116-040 |
116-072 |
| S1 |
116-030 |
116-066 |
|