CBOT 10-Year T-Note Future December 2009
| Trading Metrics calculated at close of trading on 09-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2009 |
09-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
119-160 |
119-050 |
-0-110 |
-0.3% |
119-130 |
| High |
119-200 |
119-065 |
-0-135 |
-0.4% |
119-235 |
| Low |
119-050 |
118-040 |
-1-010 |
-0.9% |
118-040 |
| Close |
119-050 |
118-090 |
-0-280 |
-0.7% |
118-090 |
| Range |
0-150 |
1-025 |
0-195 |
130.0% |
1-195 |
| ATR |
0-161 |
0-174 |
0-013 |
8.2% |
0-000 |
| Volume |
807,060 |
912,034 |
104,974 |
13.0% |
4,397,543 |
|
| Daily Pivots for day following 09-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-247 |
121-033 |
118-280 |
|
| R3 |
120-222 |
120-008 |
118-185 |
|
| R2 |
119-197 |
119-197 |
118-153 |
|
| R1 |
118-303 |
118-303 |
118-122 |
118-238 |
| PP |
118-172 |
118-172 |
118-172 |
118-139 |
| S1 |
117-278 |
117-278 |
118-058 |
117-212 |
| S2 |
117-147 |
117-147 |
118-027 |
|
| S3 |
116-122 |
116-253 |
117-315 |
|
| S4 |
115-097 |
115-228 |
117-220 |
|
|
| Weekly Pivots for week ending 09-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-173 |
122-167 |
119-053 |
|
| R3 |
121-298 |
120-292 |
118-232 |
|
| R2 |
120-103 |
120-103 |
118-184 |
|
| R1 |
119-097 |
119-097 |
118-137 |
119-002 |
| PP |
118-228 |
118-228 |
118-228 |
118-181 |
| S1 |
117-222 |
117-222 |
118-043 |
117-128 |
| S2 |
117-033 |
117-033 |
117-316 |
|
| S3 |
115-158 |
116-027 |
117-268 |
|
| S4 |
113-283 |
114-152 |
117-127 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-235 |
118-040 |
1-195 |
1.4% |
0-164 |
0.4% |
10% |
False |
True |
879,508 |
| 10 |
119-235 |
117-270 |
1-285 |
1.6% |
0-150 |
0.4% |
23% |
False |
False |
848,285 |
| 20 |
119-235 |
116-215 |
3-020 |
2.6% |
0-155 |
0.4% |
53% |
False |
False |
811,958 |
| 40 |
119-235 |
115-220 |
4-015 |
3.4% |
0-122 |
0.3% |
64% |
False |
False |
593,664 |
| 60 |
119-235 |
113-080 |
6-155 |
5.5% |
0-082 |
0.2% |
78% |
False |
False |
396,181 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-251 |
|
2.618 |
122-008 |
|
1.618 |
120-303 |
|
1.000 |
120-090 |
|
0.618 |
119-278 |
|
HIGH |
119-065 |
|
0.618 |
118-253 |
|
0.500 |
118-212 |
|
0.382 |
118-172 |
|
LOW |
118-040 |
|
0.618 |
117-147 |
|
1.000 |
117-015 |
|
1.618 |
116-122 |
|
2.618 |
115-097 |
|
4.250 |
113-174 |
|
|
| Fisher Pivots for day following 09-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
118-212 |
118-298 |
| PP |
118-172 |
118-228 |
| S1 |
118-131 |
118-159 |
|