CBOT 10-Year T-Note Future December 2009
| Trading Metrics calculated at close of trading on 10-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2009 |
10-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
116-250 |
117-065 |
0-135 |
0.4% |
117-005 |
| High |
116-315 |
117-305 |
0-310 |
0.8% |
118-020 |
| Low |
116-200 |
117-060 |
0-180 |
0.5% |
116-315 |
| Close |
116-300 |
117-290 |
0-310 |
0.8% |
117-010 |
| Range |
0-115 |
0-245 |
0-130 |
113.0% |
1-025 |
| ATR |
0-157 |
0-169 |
0-012 |
7.6% |
0-000 |
| Volume |
626,068 |
696,492 |
70,424 |
11.2% |
3,143,417 |
|
| Daily Pivots for day following 10-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-313 |
119-227 |
118-105 |
|
| R3 |
119-068 |
118-302 |
118-037 |
|
| R2 |
118-143 |
118-143 |
118-015 |
|
| R1 |
118-057 |
118-057 |
117-312 |
118-100 |
| PP |
117-218 |
117-218 |
117-218 |
117-240 |
| S1 |
117-132 |
117-132 |
117-268 |
117-175 |
| S2 |
116-293 |
116-293 |
117-245 |
|
| S3 |
116-048 |
116-207 |
117-223 |
|
| S4 |
115-123 |
115-282 |
117-155 |
|
|
| Weekly Pivots for week ending 04-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-190 |
119-285 |
117-200 |
|
| R3 |
119-165 |
118-260 |
117-105 |
|
| R2 |
118-140 |
118-140 |
117-073 |
|
| R1 |
117-235 |
117-235 |
117-042 |
118-028 |
| PP |
117-115 |
117-115 |
117-115 |
117-171 |
| S1 |
116-210 |
116-210 |
116-298 |
117-002 |
| S2 |
116-090 |
116-090 |
116-267 |
|
| S3 |
115-065 |
115-185 |
116-235 |
|
| S4 |
114-040 |
114-160 |
116-140 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-066 |
|
2.618 |
119-306 |
|
1.618 |
119-061 |
|
1.000 |
118-230 |
|
0.618 |
118-136 |
|
HIGH |
117-305 |
|
0.618 |
117-211 |
|
0.500 |
117-182 |
|
0.382 |
117-154 |
|
LOW |
117-060 |
|
0.618 |
116-229 |
|
1.000 |
116-135 |
|
1.618 |
115-304 |
|
2.618 |
115-059 |
|
4.250 |
113-299 |
|
|
| Fisher Pivots for day following 10-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
117-254 |
117-224 |
| PP |
117-218 |
117-158 |
| S1 |
117-182 |
117-092 |
|