CBOT 10-Year T-Note Future December 2009
| Trading Metrics calculated at close of trading on 20-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2009 |
20-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
116-310 |
116-220 |
-0-090 |
-0.2% |
114-040 |
| High |
116-310 |
116-220 |
-0-090 |
-0.2% |
115-280 |
| Low |
116-170 |
116-220 |
0-050 |
0.1% |
114-040 |
| Close |
116-170 |
116-220 |
0-050 |
0.1% |
115-280 |
| Range |
0-140 |
0-000 |
-0-140 |
-100.0% |
1-240 |
| ATR |
0-168 |
0-160 |
-0-008 |
-5.0% |
0-000 |
| Volume |
10,787 |
27,920 |
17,133 |
158.8% |
11,465 |
|
| Daily Pivots for day following 20-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-220 |
116-220 |
116-220 |
|
| R3 |
116-220 |
116-220 |
116-220 |
|
| R2 |
116-220 |
116-220 |
116-220 |
|
| R1 |
116-220 |
116-220 |
116-220 |
116-220 |
| PP |
116-220 |
116-220 |
116-220 |
116-220 |
| S1 |
116-220 |
116-220 |
116-220 |
116-220 |
| S2 |
116-220 |
116-220 |
116-220 |
|
| S3 |
116-220 |
116-220 |
116-220 |
|
| S4 |
116-220 |
116-220 |
116-220 |
|
|
| 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 |
116-220 |
|
2.618 |
116-220 |
|
1.618 |
116-220 |
|
1.000 |
116-220 |
|
0.618 |
116-220 |
|
HIGH |
116-220 |
|
0.618 |
116-220 |
|
0.500 |
116-220 |
|
0.382 |
116-220 |
|
LOW |
116-220 |
|
0.618 |
116-220 |
|
1.000 |
116-220 |
|
1.618 |
116-220 |
|
2.618 |
116-220 |
|
4.250 |
116-220 |
|
|
| Fisher Pivots for day following 20-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
116-220 |
116-218 |
| PP |
116-220 |
116-217 |
| S1 |
116-220 |
116-215 |
|