CBOT 10-Year T-Note Future December 2009
| Trading Metrics calculated at close of trading on 19-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2009 |
19-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
116-120 |
116-310 |
0-190 |
0.5% |
114-040 |
| High |
116-120 |
116-310 |
0-190 |
0.5% |
115-280 |
| Low |
116-120 |
116-170 |
0-050 |
0.1% |
114-040 |
| Close |
116-030 |
116-170 |
0-140 |
0.4% |
115-280 |
| Range |
0-000 |
0-140 |
0-140 |
|
1-240 |
| ATR |
0-160 |
0-168 |
0-009 |
5.4% |
0-000 |
| Volume |
4,706 |
10,787 |
6,081 |
129.2% |
11,465 |
|
| Daily Pivots for day following 19-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-317 |
117-223 |
116-247 |
|
| R3 |
117-177 |
117-083 |
116-208 |
|
| R2 |
117-037 |
117-037 |
116-196 |
|
| R1 |
116-263 |
116-263 |
116-183 |
116-240 |
| PP |
116-217 |
116-217 |
116-217 |
116-205 |
| S1 |
116-123 |
116-123 |
116-157 |
116-100 |
| S2 |
116-077 |
116-077 |
116-144 |
|
| S3 |
115-257 |
115-303 |
116-132 |
|
| S4 |
115-117 |
115-163 |
116-093 |
|
|
| Weekly Pivots for week ending 14-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-173 |
119-307 |
116-268 |
|
| R3 |
118-253 |
118-067 |
116-114 |
|
| R2 |
117-013 |
117-013 |
116-063 |
|
| R1 |
116-147 |
116-147 |
116-011 |
116-240 |
| PP |
115-093 |
115-093 |
115-093 |
115-140 |
| S1 |
114-227 |
114-227 |
115-229 |
115-000 |
| S2 |
113-173 |
113-173 |
115-177 |
|
| S3 |
111-253 |
112-307 |
115-126 |
|
| S4 |
110-013 |
111-067 |
114-292 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-265 |
|
2.618 |
118-037 |
|
1.618 |
117-217 |
|
1.000 |
117-130 |
|
0.618 |
117-077 |
|
HIGH |
116-310 |
|
0.618 |
116-257 |
|
0.500 |
116-240 |
|
0.382 |
116-223 |
|
LOW |
116-170 |
|
0.618 |
116-083 |
|
1.000 |
116-030 |
|
1.618 |
115-263 |
|
2.618 |
115-123 |
|
4.250 |
114-215 |
|
|
| Fisher Pivots for day following 19-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
116-240 |
116-215 |
| PP |
116-217 |
116-200 |
| S1 |
116-193 |
116-185 |
|