CBOT 10-Year T-Note Future December 2009
| Trading Metrics calculated at close of trading on 24-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2009 |
24-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
114-190 |
114-300 |
0-110 |
0.3% |
115-170 |
| High |
114-190 |
114-300 |
0-110 |
0.3% |
116-100 |
| Low |
114-190 |
114-300 |
0-110 |
0.3% |
114-190 |
| Close |
114-190 |
114-300 |
0-110 |
0.3% |
114-300 |
| Range |
|
|
|
|
|
| ATR |
|
|
|
|
|
| Volume |
367 |
18 |
-349 |
-95.1% |
3,956 |
|
| Daily Pivots for day following 24-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-300 |
114-300 |
114-300 |
|
| R3 |
114-300 |
114-300 |
114-300 |
|
| R2 |
114-300 |
114-300 |
114-300 |
|
| R1 |
114-300 |
114-300 |
114-300 |
114-300 |
| PP |
114-300 |
114-300 |
114-300 |
114-300 |
| S1 |
114-300 |
114-300 |
114-300 |
114-300 |
| S2 |
114-300 |
114-300 |
114-300 |
|
| S3 |
114-300 |
114-300 |
114-300 |
|
| S4 |
114-300 |
114-300 |
114-300 |
|
|
| Weekly Pivots for week ending 24-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-140 |
119-130 |
115-282 |
|
| R3 |
118-230 |
117-220 |
115-131 |
|
| R2 |
117-000 |
117-000 |
115-081 |
|
| R1 |
115-310 |
115-310 |
115-030 |
115-200 |
| PP |
115-090 |
115-090 |
115-090 |
115-035 |
| S1 |
114-080 |
114-080 |
114-250 |
113-290 |
| S2 |
113-180 |
113-180 |
114-199 |
|
| S3 |
111-270 |
112-170 |
114-149 |
|
| S4 |
110-040 |
110-260 |
113-318 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-300 |
|
2.618 |
114-300 |
|
1.618 |
114-300 |
|
1.000 |
114-300 |
|
0.618 |
114-300 |
|
HIGH |
114-300 |
|
0.618 |
114-300 |
|
0.500 |
114-300 |
|
0.382 |
114-300 |
|
LOW |
114-300 |
|
0.618 |
114-300 |
|
1.000 |
114-300 |
|
1.618 |
114-300 |
|
2.618 |
114-300 |
|
4.250 |
114-300 |
|
|
| Fisher Pivots for day following 24-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
114-300 |
115-060 |
| PP |
114-300 |
115-033 |
| S1 |
114-300 |
115-007 |
|