CBOT 10-Year T-Note Future December 2009
| Trading Metrics calculated at close of trading on 12-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2009 |
12-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
119-050 |
118-090 |
-0-280 |
-0.7% |
119-130 |
| High |
119-065 |
118-250 |
-0-135 |
-0.4% |
119-235 |
| Low |
118-040 |
118-090 |
0-050 |
0.1% |
118-040 |
| Close |
118-090 |
118-180 |
0-090 |
0.2% |
118-090 |
| Range |
1-025 |
0-160 |
-0-185 |
-53.6% |
1-195 |
| ATR |
0-174 |
0-173 |
-0-001 |
-0.6% |
0-000 |
| Volume |
912,034 |
1,063,525 |
151,491 |
16.6% |
4,397,543 |
|
| Daily Pivots for day following 12-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-013 |
119-257 |
118-268 |
|
| R3 |
119-173 |
119-097 |
118-224 |
|
| R2 |
119-013 |
119-013 |
118-209 |
|
| R1 |
118-257 |
118-257 |
118-195 |
118-295 |
| PP |
118-173 |
118-173 |
118-173 |
118-192 |
| S1 |
118-097 |
118-097 |
118-165 |
118-135 |
| S2 |
118-013 |
118-013 |
118-151 |
|
| S3 |
117-173 |
117-257 |
118-136 |
|
| S4 |
117-013 |
117-097 |
118-092 |
|
|
| 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% |
0-176 |
0.5% |
27% |
False |
False |
840,288 |
| 10 |
119-235 |
117-270 |
1-285 |
1.6% |
0-156 |
0.4% |
38% |
False |
False |
879,696 |
| 20 |
119-235 |
116-215 |
3-020 |
2.6% |
0-157 |
0.4% |
62% |
False |
False |
824,193 |
| 40 |
119-235 |
115-220 |
4-015 |
3.4% |
0-126 |
0.3% |
71% |
False |
False |
620,196 |
| 60 |
119-235 |
113-080 |
6-155 |
5.5% |
0-084 |
0.2% |
82% |
False |
False |
413,905 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-290 |
|
2.618 |
120-029 |
|
1.618 |
119-189 |
|
1.000 |
119-090 |
|
0.618 |
119-029 |
|
HIGH |
118-250 |
|
0.618 |
118-189 |
|
0.500 |
118-170 |
|
0.382 |
118-151 |
|
LOW |
118-090 |
|
0.618 |
117-311 |
|
1.000 |
117-250 |
|
1.618 |
117-151 |
|
2.618 |
116-311 |
|
4.250 |
116-050 |
|
|
| Fisher Pivots for day following 12-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
118-177 |
118-280 |
| PP |
118-173 |
118-247 |
| S1 |
118-170 |
118-213 |
|