CBOT 10-Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 06-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2009 |
06-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
115-190 |
115-170 |
-0-020 |
-0.1% |
115-220 |
| High |
116-110 |
115-295 |
-0-135 |
-0.4% |
117-090 |
| Low |
115-165 |
115-120 |
-0-045 |
-0.1% |
115-220 |
| Close |
115-165 |
115-240 |
0-075 |
0.2% |
117-090 |
| Range |
0-265 |
0-175 |
-0-090 |
-34.0% |
1-190 |
| ATR |
0-256 |
0-250 |
-0-006 |
-2.3% |
0-000 |
| Volume |
766,545 |
1,003,578 |
237,033 |
30.9% |
3,378,549 |
|
| Daily Pivots for day following 06-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-103 |
117-027 |
116-016 |
|
| R3 |
116-248 |
116-172 |
115-288 |
|
| R2 |
116-073 |
116-073 |
115-272 |
|
| R1 |
115-317 |
115-317 |
115-256 |
116-035 |
| PP |
115-218 |
115-218 |
115-218 |
115-238 |
| S1 |
115-142 |
115-142 |
115-224 |
115-180 |
| S2 |
115-043 |
115-043 |
115-208 |
|
| S3 |
114-188 |
114-287 |
115-192 |
|
| S4 |
114-013 |
114-112 |
115-144 |
|
|
| 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 |
115-120 |
1-290 |
1.6% |
0-248 |
0.7% |
20% |
False |
True |
839,432 |
| 10 |
117-090 |
115-120 |
1-290 |
1.6% |
0-182 |
0.5% |
20% |
False |
True |
776,337 |
| 20 |
118-280 |
115-120 |
3-160 |
3.0% |
0-214 |
0.6% |
11% |
False |
True |
770,981 |
| 40 |
118-280 |
112-290 |
5-310 |
5.2% |
0-213 |
0.6% |
48% |
False |
False |
746,469 |
| 60 |
120-110 |
112-290 |
7-140 |
6.4% |
0-197 |
0.5% |
38% |
False |
False |
646,084 |
| 80 |
122-070 |
112-290 |
9-100 |
8.0% |
0-148 |
0.4% |
31% |
False |
False |
485,095 |
| 100 |
124-110 |
112-290 |
11-140 |
9.9% |
0-118 |
0.3% |
25% |
False |
False |
388,077 |
| 120 |
124-110 |
112-290 |
11-140 |
9.9% |
0-099 |
0.3% |
25% |
False |
False |
323,397 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-079 |
|
2.618 |
117-113 |
|
1.618 |
116-258 |
|
1.000 |
116-150 |
|
0.618 |
116-083 |
|
HIGH |
115-295 |
|
0.618 |
115-228 |
|
0.500 |
115-208 |
|
0.382 |
115-187 |
|
LOW |
115-120 |
|
0.618 |
115-012 |
|
1.000 |
114-265 |
|
1.618 |
114-157 |
|
2.618 |
113-302 |
|
4.250 |
113-016 |
|
|
| Fisher Pivots for day following 06-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
115-229 |
115-278 |
| PP |
115-218 |
115-265 |
| S1 |
115-208 |
115-252 |
|