CBOT 10-Year T-Note Future December 2009
| Trading Metrics calculated at close of trading on 07-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2009 |
07-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
119-010 |
119-070 |
0-060 |
0.2% |
117-310 |
| High |
119-050 |
119-235 |
0-185 |
0.5% |
119-165 |
| Low |
118-310 |
119-070 |
0-080 |
0.2% |
117-270 |
| Close |
119-040 |
119-230 |
0-190 |
0.5% |
119-070 |
| Range |
0-060 |
0-165 |
0-105 |
175.0% |
1-215 |
| ATR |
0-156 |
0-159 |
0-003 |
1.8% |
0-000 |
| Volume |
656,854 |
761,970 |
105,116 |
16.0% |
4,085,312 |
|
| Daily Pivots for day following 07-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-033 |
120-297 |
120-001 |
|
| R3 |
120-188 |
120-132 |
119-275 |
|
| R2 |
120-023 |
120-023 |
119-260 |
|
| R1 |
119-287 |
119-287 |
119-245 |
119-315 |
| PP |
119-178 |
119-178 |
119-178 |
119-192 |
| S1 |
119-122 |
119-122 |
119-215 |
119-150 |
| S2 |
119-013 |
119-013 |
119-200 |
|
| S3 |
118-168 |
118-277 |
119-185 |
|
| S4 |
118-003 |
118-112 |
119-139 |
|
|
| Weekly Pivots for week ending 02-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-280 |
123-070 |
120-044 |
|
| R3 |
122-065 |
121-175 |
119-217 |
|
| R2 |
120-170 |
120-170 |
119-168 |
|
| R1 |
119-280 |
119-280 |
119-119 |
120-065 |
| PP |
118-275 |
118-275 |
118-275 |
119-008 |
| S1 |
118-065 |
118-065 |
119-021 |
118-170 |
| S2 |
117-060 |
117-060 |
118-292 |
|
| S3 |
115-165 |
116-170 |
118-243 |
|
| S4 |
113-270 |
114-275 |
118-096 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-235 |
118-180 |
1-055 |
1.0% |
0-134 |
0.3% |
99% |
True |
False |
954,746 |
| 10 |
119-235 |
117-110 |
2-125 |
2.0% |
0-132 |
0.3% |
99% |
True |
False |
846,589 |
| 20 |
119-235 |
116-215 |
3-020 |
2.6% |
0-153 |
0.4% |
99% |
True |
False |
801,726 |
| 40 |
119-235 |
114-230 |
5-005 |
4.2% |
0-110 |
0.3% |
100% |
True |
False |
550,841 |
| 60 |
119-235 |
113-080 |
6-155 |
5.4% |
0-073 |
0.2% |
100% |
True |
False |
367,576 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-296 |
|
2.618 |
121-027 |
|
1.618 |
120-182 |
|
1.000 |
120-080 |
|
0.618 |
120-017 |
|
HIGH |
119-235 |
|
0.618 |
119-172 |
|
0.500 |
119-152 |
|
0.382 |
119-133 |
|
LOW |
119-070 |
|
0.618 |
118-288 |
|
1.000 |
118-225 |
|
1.618 |
118-123 |
|
2.618 |
117-278 |
|
4.250 |
117-009 |
|
|
| Fisher Pivots for day following 07-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
119-204 |
119-191 |
| PP |
119-178 |
119-152 |
| S1 |
119-152 |
119-112 |
|