CBOT 10-Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 05-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2009 |
05-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
116-115 |
115-190 |
-0-245 |
-0.7% |
115-220 |
| High |
116-115 |
116-110 |
-0-005 |
0.0% |
117-090 |
| Low |
115-215 |
115-165 |
-0-050 |
-0.1% |
115-220 |
| Close |
116-015 |
115-165 |
-0-170 |
-0.5% |
117-090 |
| Range |
0-220 |
0-265 |
0-045 |
20.5% |
1-190 |
| ATR |
0-255 |
0-256 |
0-001 |
0.3% |
0-000 |
| Volume |
812,746 |
766,545 |
-46,201 |
-5.7% |
3,378,549 |
|
| Daily Pivots for day following 05-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-088 |
117-232 |
115-311 |
|
| R3 |
117-143 |
116-287 |
115-238 |
|
| R2 |
116-198 |
116-198 |
115-214 |
|
| R1 |
116-022 |
116-022 |
115-189 |
115-298 |
| PP |
115-253 |
115-253 |
115-253 |
115-231 |
| S1 |
115-077 |
115-077 |
115-141 |
115-032 |
| S2 |
114-308 |
114-308 |
115-116 |
|
| S3 |
114-043 |
114-132 |
115-092 |
|
| S4 |
113-098 |
113-187 |
115-019 |
|
|
| 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 |
115-165 |
1-245 |
1.5% |
0-245 |
0.7% |
0% |
False |
True |
791,252 |
| 10 |
117-125 |
115-165 |
1-280 |
1.6% |
0-208 |
0.6% |
0% |
False |
True |
747,291 |
| 20 |
118-280 |
115-165 |
3-115 |
2.9% |
0-212 |
0.6% |
0% |
False |
True |
768,810 |
| 40 |
118-280 |
112-290 |
5-310 |
5.2% |
0-212 |
0.6% |
44% |
False |
False |
735,918 |
| 60 |
120-110 |
112-290 |
7-140 |
6.4% |
0-194 |
0.5% |
35% |
False |
False |
629,501 |
| 80 |
122-070 |
112-290 |
9-100 |
8.1% |
0-146 |
0.4% |
28% |
False |
False |
472,551 |
| 100 |
124-110 |
112-290 |
11-140 |
9.9% |
0-117 |
0.3% |
23% |
False |
False |
378,041 |
| 120 |
124-110 |
112-290 |
11-140 |
9.9% |
0-097 |
0.3% |
23% |
False |
False |
315,034 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-276 |
|
2.618 |
118-164 |
|
1.618 |
117-219 |
|
1.000 |
117-055 |
|
0.618 |
116-274 |
|
HIGH |
116-110 |
|
0.618 |
116-009 |
|
0.500 |
115-298 |
|
0.382 |
115-266 |
|
LOW |
115-165 |
|
0.618 |
115-001 |
|
1.000 |
114-220 |
|
1.618 |
114-056 |
|
2.618 |
113-111 |
|
4.250 |
111-319 |
|
|
| Fisher Pivots for day following 05-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
115-298 |
116-028 |
| PP |
115-253 |
115-287 |
| S1 |
115-209 |
115-226 |
|