CBOT 10-Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 14-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2009 |
14-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
115-225 |
117-000 |
1-095 |
1.1% |
115-065 |
| High |
117-005 |
117-245 |
0-240 |
0.6% |
117-245 |
| Low |
115-225 |
117-000 |
1-095 |
1.1% |
115-005 |
| Close |
117-005 |
117-085 |
0-080 |
0.2% |
117-085 |
| Range |
1-100 |
0-245 |
-0-175 |
-41.7% |
2-240 |
| ATR |
0-274 |
0-272 |
-0-002 |
-0.7% |
0-000 |
| Volume |
786,625 |
993,595 |
206,970 |
26.3% |
3,927,917 |
|
| Daily Pivots for day following 14-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-205 |
119-070 |
117-220 |
|
| R3 |
118-280 |
118-145 |
117-152 |
|
| R2 |
118-035 |
118-035 |
117-130 |
|
| R1 |
117-220 |
117-220 |
117-107 |
117-288 |
| PP |
117-110 |
117-110 |
117-110 |
117-144 |
| S1 |
116-295 |
116-295 |
117-063 |
117-042 |
| S2 |
116-185 |
116-185 |
117-040 |
|
| S3 |
115-260 |
116-050 |
117-018 |
|
| S4 |
115-015 |
115-125 |
116-270 |
|
|
| Weekly Pivots for week ending 14-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-298 |
123-272 |
118-249 |
|
| R3 |
122-058 |
121-032 |
118-007 |
|
| R2 |
119-138 |
119-138 |
117-246 |
|
| R1 |
118-112 |
118-112 |
117-166 |
118-285 |
| PP |
116-218 |
116-218 |
116-218 |
116-305 |
| S1 |
115-192 |
115-192 |
117-004 |
116-045 |
| S2 |
113-298 |
113-298 |
116-244 |
|
| S3 |
111-058 |
112-272 |
116-163 |
|
| S4 |
108-138 |
110-032 |
115-241 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117-245 |
115-005 |
2-240 |
2.3% |
0-289 |
0.8% |
82% |
True |
False |
785,583 |
| 10 |
117-245 |
114-250 |
2-315 |
2.5% |
0-266 |
0.7% |
83% |
True |
False |
814,317 |
| 20 |
118-000 |
114-250 |
3-070 |
2.7% |
0-247 |
0.7% |
77% |
False |
False |
773,454 |
| 40 |
118-280 |
113-230 |
5-050 |
4.4% |
0-222 |
0.6% |
69% |
False |
False |
756,674 |
| 60 |
118-280 |
112-290 |
5-310 |
5.1% |
0-222 |
0.6% |
73% |
False |
False |
723,301 |
| 80 |
120-230 |
112-290 |
7-260 |
6.7% |
0-170 |
0.5% |
56% |
False |
False |
544,062 |
| 100 |
122-220 |
112-290 |
9-250 |
8.3% |
0-136 |
0.4% |
45% |
False |
False |
435,250 |
| 120 |
124-110 |
112-290 |
11-140 |
9.8% |
0-113 |
0.3% |
38% |
False |
False |
362,709 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-006 |
|
2.618 |
119-246 |
|
1.618 |
119-001 |
|
1.000 |
118-170 |
|
0.618 |
118-076 |
|
HIGH |
117-245 |
|
0.618 |
117-151 |
|
0.500 |
117-122 |
|
0.382 |
117-094 |
|
LOW |
117-000 |
|
0.618 |
116-169 |
|
1.000 |
116-075 |
|
1.618 |
115-244 |
|
2.618 |
114-319 |
|
4.250 |
113-239 |
|
|
| Fisher Pivots for day following 14-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
117-122 |
116-312 |
| PP |
117-110 |
116-218 |
| S1 |
117-098 |
116-125 |
|