CBOT 10-Year T-Note Future December 2009
| Trading Metrics calculated at close of trading on 23-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2009 |
23-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
115-250 |
114-190 |
-1-060 |
-1.0% |
117-070 |
| High |
115-250 |
114-190 |
-1-060 |
-1.0% |
117-070 |
| Low |
115-250 |
114-190 |
-1-060 |
-1.0% |
114-300 |
| Close |
115-250 |
114-190 |
-1-060 |
-1.0% |
114-300 |
| Range |
|
|
|
|
|
| ATR |
|
|
|
|
|
| Volume |
2,465 |
367 |
-2,098 |
-85.1% |
4,784 |
|
| Daily Pivots for day following 23-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-190 |
114-190 |
114-190 |
|
| R3 |
114-190 |
114-190 |
114-190 |
|
| R2 |
114-190 |
114-190 |
114-190 |
|
| R1 |
114-190 |
114-190 |
114-190 |
114-190 |
| PP |
114-190 |
114-190 |
114-190 |
114-190 |
| S1 |
114-190 |
114-190 |
114-190 |
114-190 |
| S2 |
114-190 |
114-190 |
114-190 |
|
| S3 |
114-190 |
114-190 |
114-190 |
|
| S4 |
114-190 |
114-190 |
114-190 |
|
|
| Weekly Pivots for week ending 17-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-173 |
121-007 |
116-062 |
|
| R3 |
120-083 |
118-237 |
115-181 |
|
| R2 |
117-313 |
117-313 |
115-114 |
|
| R1 |
116-147 |
116-147 |
115-047 |
116-025 |
| PP |
115-223 |
115-223 |
115-223 |
115-162 |
| S1 |
114-057 |
114-057 |
114-233 |
113-255 |
| S2 |
113-133 |
113-133 |
114-166 |
|
| S3 |
111-043 |
111-287 |
114-099 |
|
| S4 |
108-273 |
109-197 |
113-218 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-190 |
|
2.618 |
114-190 |
|
1.618 |
114-190 |
|
1.000 |
114-190 |
|
0.618 |
114-190 |
|
HIGH |
114-190 |
|
0.618 |
114-190 |
|
0.500 |
114-190 |
|
0.382 |
114-190 |
|
LOW |
114-190 |
|
0.618 |
114-190 |
|
1.000 |
114-190 |
|
1.618 |
114-190 |
|
2.618 |
114-190 |
|
4.250 |
114-190 |
|
|
| Fisher Pivots for day following 23-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
114-190 |
115-145 |
| PP |
114-190 |
115-053 |
| S1 |
114-190 |
114-282 |
|