CBOT 10-Year T-Note Future December 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 |
113-080 |
114-040 |
0-280 |
0.8% |
114-200 |
| High |
113-080 |
114-040 |
0-280 |
0.8% |
114-200 |
| Low |
113-080 |
114-040 |
0-280 |
0.8% |
113-080 |
| Close |
113-130 |
114-040 |
0-230 |
0.6% |
113-130 |
| Range |
|
|
|
|
|
| ATR |
0-179 |
0-183 |
0-004 |
2.0% |
0-000 |
| Volume |
4,462 |
1,865 |
-2,597 |
-58.2% |
7,779 |
|
| Daily Pivots for day following 10-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-040 |
114-040 |
114-040 |
|
| R3 |
114-040 |
114-040 |
114-040 |
|
| R2 |
114-040 |
114-040 |
114-040 |
|
| R1 |
114-040 |
114-040 |
114-040 |
114-040 |
| PP |
114-040 |
114-040 |
114-040 |
114-040 |
| S1 |
114-040 |
114-040 |
114-040 |
114-040 |
| S2 |
114-040 |
114-040 |
114-040 |
|
| S3 |
114-040 |
114-040 |
114-040 |
|
| S4 |
114-040 |
114-040 |
114-040 |
|
|
| Weekly Pivots for week ending 07-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-283 |
117-007 |
114-052 |
|
| R3 |
116-163 |
115-207 |
113-251 |
|
| R2 |
115-043 |
115-043 |
113-211 |
|
| R1 |
114-087 |
114-087 |
113-170 |
114-005 |
| PP |
113-243 |
113-243 |
113-243 |
113-202 |
| S1 |
112-287 |
112-287 |
113-090 |
112-205 |
| S2 |
112-123 |
112-123 |
113-049 |
|
| S3 |
111-003 |
111-167 |
113-009 |
|
| S4 |
109-203 |
110-047 |
112-208 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-040 |
|
2.618 |
114-040 |
|
1.618 |
114-040 |
|
1.000 |
114-040 |
|
0.618 |
114-040 |
|
HIGH |
114-040 |
|
0.618 |
114-040 |
|
0.500 |
114-040 |
|
0.382 |
114-040 |
|
LOW |
114-040 |
|
0.618 |
114-040 |
|
1.000 |
114-040 |
|
1.618 |
114-040 |
|
2.618 |
114-040 |
|
4.250 |
114-040 |
|
|
| Fisher Pivots for day following 10-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
114-040 |
114-003 |
| PP |
114-040 |
113-287 |
| S1 |
114-040 |
113-250 |
|