CBOT 10-Year T-Note Future December 2009
| Trading Metrics calculated at close of trading on 29-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2009 |
29-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
117-310 |
117-270 |
-0-040 |
-0.1% |
117-060 |
| High |
118-070 |
118-095 |
0-025 |
0.1% |
118-040 |
| Low |
117-295 |
117-270 |
-0-025 |
-0.1% |
116-215 |
| Close |
118-060 |
118-095 |
0-035 |
0.1% |
117-315 |
| Range |
0-095 |
0-145 |
0-050 |
52.6% |
1-145 |
| ATR |
0-169 |
0-167 |
-0-002 |
-1.0% |
0-000 |
| Volume |
749,418 |
466,912 |
-282,506 |
-37.7% |
3,689,611 |
|
| Daily Pivots for day following 29-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-162 |
119-113 |
118-175 |
|
| R3 |
119-017 |
118-288 |
118-135 |
|
| R2 |
118-192 |
118-192 |
118-122 |
|
| R1 |
118-143 |
118-143 |
118-108 |
118-168 |
| PP |
118-047 |
118-047 |
118-047 |
118-059 |
| S1 |
117-318 |
117-318 |
118-082 |
118-022 |
| S2 |
117-222 |
117-222 |
118-068 |
|
| S3 |
117-077 |
117-173 |
118-055 |
|
| S4 |
116-252 |
117-028 |
118-015 |
|
|
| Weekly Pivots for week ending 25-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-305 |
121-135 |
118-251 |
|
| R3 |
120-160 |
119-310 |
118-123 |
|
| R2 |
119-015 |
119-015 |
118-080 |
|
| R1 |
118-165 |
118-165 |
118-038 |
118-250 |
| PP |
117-190 |
117-190 |
117-190 |
117-232 |
| S1 |
117-020 |
117-020 |
117-272 |
117-105 |
| S2 |
116-045 |
116-045 |
117-230 |
|
| S3 |
114-220 |
115-195 |
117-187 |
|
| S4 |
113-075 |
114-050 |
117-059 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-071 |
|
2.618 |
119-155 |
|
1.618 |
119-010 |
|
1.000 |
118-240 |
|
0.618 |
118-185 |
|
HIGH |
118-095 |
|
0.618 |
118-040 |
|
0.500 |
118-022 |
|
0.382 |
118-005 |
|
LOW |
117-270 |
|
0.618 |
117-180 |
|
1.000 |
117-125 |
|
1.618 |
117-035 |
|
2.618 |
116-210 |
|
4.250 |
115-294 |
|
|
| Fisher Pivots for day following 29-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
118-071 |
118-061 |
| PP |
118-047 |
118-027 |
| S1 |
118-022 |
117-312 |
|