CBOT 10-Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 31-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2009 |
31-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
115-270 |
116-075 |
0-125 |
0.3% |
115-220 |
| High |
116-110 |
117-090 |
0-300 |
0.8% |
117-090 |
| Low |
115-270 |
116-075 |
0-125 |
0.3% |
115-220 |
| Close |
116-060 |
117-090 |
1-030 |
0.9% |
117-090 |
| Range |
0-160 |
1-015 |
0-175 |
109.4% |
1-190 |
| ATR |
0-236 |
0-244 |
0-008 |
3.5% |
0-000 |
| Volume |
762,678 |
771,377 |
8,699 |
1.1% |
3,378,549 |
|
| Daily Pivots for day following 31-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-023 |
119-232 |
117-274 |
|
| R3 |
119-008 |
118-217 |
117-182 |
|
| R2 |
117-313 |
117-313 |
117-151 |
|
| R1 |
117-202 |
117-202 |
117-121 |
117-258 |
| PP |
116-298 |
116-298 |
116-298 |
117-006 |
| S1 |
116-187 |
116-187 |
117-059 |
116-242 |
| S2 |
115-283 |
115-283 |
117-029 |
|
| S3 |
114-268 |
115-172 |
116-318 |
|
| S4 |
113-253 |
114-157 |
116-226 |
|
|
| Weekly Pivots for week ending 31-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-170 |
121-000 |
118-050 |
|
| R3 |
119-300 |
119-130 |
117-230 |
|
| R2 |
118-110 |
118-110 |
117-184 |
|
| R1 |
117-260 |
117-260 |
117-137 |
118-025 |
| PP |
116-240 |
116-240 |
116-240 |
116-282 |
| S1 |
116-070 |
116-070 |
117-043 |
116-155 |
| S2 |
115-050 |
115-050 |
116-316 |
|
| S3 |
113-180 |
114-200 |
116-270 |
|
| S4 |
111-310 |
113-010 |
116-130 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117-090 |
115-220 |
1-190 |
1.4% |
0-180 |
0.5% |
100% |
True |
False |
675,709 |
| 10 |
118-000 |
115-220 |
2-100 |
2.0% |
0-227 |
0.6% |
69% |
False |
False |
732,590 |
| 20 |
118-280 |
115-220 |
3-060 |
2.7% |
0-211 |
0.6% |
50% |
False |
False |
743,177 |
| 40 |
118-280 |
112-290 |
5-310 |
5.1% |
0-211 |
0.6% |
73% |
False |
False |
737,287 |
| 60 |
120-110 |
112-290 |
7-140 |
6.3% |
0-182 |
0.5% |
59% |
False |
False |
589,290 |
| 80 |
122-070 |
112-290 |
9-100 |
7.9% |
0-137 |
0.4% |
47% |
False |
False |
442,273 |
| 100 |
124-110 |
112-290 |
11-140 |
9.8% |
0-109 |
0.3% |
38% |
False |
False |
353,819 |
| 120 |
124-110 |
112-290 |
11-140 |
9.8% |
0-091 |
0.2% |
38% |
False |
False |
294,849 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-234 |
|
2.618 |
120-007 |
|
1.618 |
118-312 |
|
1.000 |
118-105 |
|
0.618 |
117-297 |
|
HIGH |
117-090 |
|
0.618 |
116-282 |
|
0.500 |
116-242 |
|
0.382 |
116-203 |
|
LOW |
116-075 |
|
0.618 |
115-188 |
|
1.000 |
115-060 |
|
1.618 |
114-173 |
|
2.618 |
113-158 |
|
4.250 |
111-251 |
|
|
| Fisher Pivots for day following 31-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
117-034 |
117-013 |
| PP |
116-298 |
116-257 |
| S1 |
116-242 |
116-180 |
|