CBOT 10-Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 10-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2009 |
10-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
115-245 |
115-065 |
-0-180 |
-0.5% |
116-210 |
| High |
115-245 |
115-210 |
-0-035 |
-0.1% |
116-210 |
| Low |
114-250 |
115-060 |
0-130 |
0.4% |
114-250 |
| Close |
114-300 |
115-205 |
0-225 |
0.6% |
114-300 |
| Range |
0-315 |
0-150 |
-0-165 |
-52.4% |
1-280 |
| ATR |
0-255 |
0-253 |
-0-002 |
-0.7% |
0-000 |
| Volume |
789,475 |
856,784 |
67,309 |
8.5% |
4,215,261 |
|
| Daily Pivots for day following 10-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-288 |
116-237 |
115-288 |
|
| R3 |
116-138 |
116-087 |
115-246 |
|
| R2 |
115-308 |
115-308 |
115-232 |
|
| R1 |
115-257 |
115-257 |
115-219 |
115-282 |
| PP |
115-158 |
115-158 |
115-158 |
115-171 |
| S1 |
115-107 |
115-107 |
115-191 |
115-132 |
| S2 |
115-008 |
115-008 |
115-178 |
|
| S3 |
114-178 |
114-277 |
115-164 |
|
| S4 |
114-028 |
114-127 |
115-122 |
|
|
| 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 |
116-115 |
114-250 |
1-185 |
1.4% |
0-225 |
0.6% |
54% |
False |
False |
845,825 |
| 10 |
117-090 |
114-250 |
2-160 |
2.2% |
0-216 |
0.6% |
34% |
False |
False |
790,560 |
| 20 |
118-020 |
114-250 |
3-090 |
2.8% |
0-222 |
0.6% |
26% |
False |
False |
781,272 |
| 40 |
118-280 |
113-230 |
5-050 |
4.5% |
0-211 |
0.6% |
37% |
False |
False |
746,024 |
| 60 |
119-310 |
112-290 |
7-020 |
6.1% |
0-200 |
0.5% |
39% |
False |
False |
673,227 |
| 80 |
121-150 |
112-290 |
8-180 |
7.4% |
0-154 |
0.4% |
32% |
False |
False |
505,673 |
| 100 |
123-190 |
112-290 |
10-220 |
9.2% |
0-123 |
0.3% |
26% |
False |
False |
404,539 |
| 120 |
124-110 |
112-290 |
11-140 |
9.9% |
0-103 |
0.3% |
24% |
False |
False |
337,116 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-208 |
|
2.618 |
116-283 |
|
1.618 |
116-133 |
|
1.000 |
116-040 |
|
0.618 |
115-303 |
|
HIGH |
115-210 |
|
0.618 |
115-153 |
|
0.500 |
115-135 |
|
0.382 |
115-117 |
|
LOW |
115-060 |
|
0.618 |
114-287 |
|
1.000 |
114-230 |
|
1.618 |
114-137 |
|
2.618 |
113-307 |
|
4.250 |
113-062 |
|
|
| Fisher Pivots for day following 10-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
115-182 |
115-174 |
| PP |
115-158 |
115-143 |
| S1 |
115-135 |
115-112 |
|