CBOT 10-Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 07-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2009 |
07-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
115-170 |
115-245 |
0-075 |
0.2% |
116-210 |
| High |
115-295 |
115-245 |
-0-050 |
-0.1% |
116-210 |
| Low |
115-120 |
114-250 |
-0-190 |
-0.5% |
114-250 |
| Close |
115-240 |
114-300 |
-0-260 |
-0.7% |
114-300 |
| Range |
0-175 |
0-315 |
0-140 |
80.0% |
1-280 |
| ATR |
0-250 |
0-255 |
0-005 |
1.8% |
0-000 |
| Volume |
1,003,578 |
789,475 |
-214,103 |
-21.3% |
4,215,261 |
|
| Daily Pivots for day following 07-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-037 |
117-163 |
115-153 |
|
| R3 |
117-042 |
116-168 |
115-067 |
|
| R2 |
116-047 |
116-047 |
115-038 |
|
| R1 |
115-173 |
115-173 |
115-009 |
115-112 |
| PP |
115-052 |
115-052 |
115-052 |
115-021 |
| S1 |
114-178 |
114-178 |
114-271 |
114-118 |
| S2 |
114-057 |
114-057 |
114-242 |
|
| S3 |
113-062 |
113-183 |
114-213 |
|
| S4 |
112-067 |
112-188 |
114-127 |
|
|
| Weekly Pivots for week ending 07-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-027 |
119-283 |
115-310 |
|
| R3 |
119-067 |
118-003 |
115-145 |
|
| R2 |
117-107 |
117-107 |
115-090 |
|
| R1 |
116-043 |
116-043 |
115-035 |
115-255 |
| PP |
115-147 |
115-147 |
115-147 |
115-092 |
| S1 |
114-083 |
114-083 |
114-245 |
113-295 |
| S2 |
113-187 |
113-187 |
114-190 |
|
| S3 |
111-227 |
112-123 |
114-135 |
|
| S4 |
109-267 |
110-163 |
113-290 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116-210 |
114-250 |
1-280 |
1.6% |
0-244 |
0.7% |
8% |
False |
True |
843,052 |
| 10 |
117-090 |
114-250 |
2-160 |
2.2% |
0-212 |
0.6% |
6% |
False |
True |
759,381 |
| 20 |
118-270 |
114-250 |
4-020 |
3.5% |
0-224 |
0.6% |
4% |
False |
True |
770,318 |
| 40 |
118-280 |
113-230 |
5-050 |
4.5% |
0-210 |
0.6% |
24% |
False |
False |
746,411 |
| 60 |
120-040 |
112-290 |
7-070 |
6.3% |
0-198 |
0.5% |
28% |
False |
False |
659,130 |
| 80 |
121-200 |
112-290 |
8-230 |
7.6% |
0-152 |
0.4% |
23% |
False |
False |
494,964 |
| 100 |
124-110 |
112-290 |
11-140 |
10.0% |
0-122 |
0.3% |
18% |
False |
False |
395,971 |
| 120 |
124-110 |
112-290 |
11-140 |
10.0% |
0-101 |
0.3% |
18% |
False |
False |
329,976 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-304 |
|
2.618 |
118-110 |
|
1.618 |
117-115 |
|
1.000 |
116-240 |
|
0.618 |
116-120 |
|
HIGH |
115-245 |
|
0.618 |
115-125 |
|
0.500 |
115-088 |
|
0.382 |
115-050 |
|
LOW |
114-250 |
|
0.618 |
114-055 |
|
1.000 |
113-255 |
|
1.618 |
113-060 |
|
2.618 |
112-065 |
|
4.250 |
110-191 |
|
|
| Fisher Pivots for day following 07-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
115-088 |
115-180 |
| PP |
115-052 |
115-113 |
| S1 |
115-016 |
115-047 |
|