CBOT 10-Year T-Note Future December 2009
| Trading Metrics calculated at close of trading on 13-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2009 |
13-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
118-090 |
118-225 |
0-135 |
0.4% |
119-130 |
| High |
118-250 |
118-310 |
0-060 |
0.2% |
119-235 |
| Low |
118-090 |
118-225 |
0-135 |
0.4% |
118-040 |
| Close |
118-180 |
118-290 |
0-110 |
0.3% |
118-090 |
| Range |
0-160 |
0-085 |
-0-075 |
-46.9% |
1-195 |
| ATR |
0-173 |
0-170 |
-0-003 |
-1.8% |
0-000 |
| Volume |
1,063,525 |
138,543 |
-924,982 |
-87.0% |
4,397,543 |
|
| Daily Pivots for day following 13-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-210 |
119-175 |
119-017 |
|
| R3 |
119-125 |
119-090 |
118-313 |
|
| R2 |
119-040 |
119-040 |
118-306 |
|
| R1 |
119-005 |
119-005 |
118-298 |
119-022 |
| PP |
118-275 |
118-275 |
118-275 |
118-284 |
| S1 |
118-240 |
118-240 |
118-282 |
118-258 |
| S2 |
118-190 |
118-190 |
118-274 |
|
| S3 |
118-105 |
118-155 |
118-267 |
|
| S4 |
118-020 |
118-070 |
118-243 |
|
|
| 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% |
0-181 |
0.5% |
49% |
False |
False |
736,626 |
| 10 |
119-235 |
118-040 |
1-195 |
1.4% |
0-150 |
0.4% |
49% |
False |
False |
846,859 |
| 20 |
119-235 |
116-215 |
3-020 |
2.6% |
0-160 |
0.4% |
73% |
False |
False |
802,618 |
| 40 |
119-235 |
115-220 |
4-015 |
3.4% |
0-128 |
0.3% |
80% |
False |
False |
623,583 |
| 60 |
119-235 |
113-080 |
6-155 |
5.5% |
0-086 |
0.2% |
87% |
False |
False |
416,214 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-031 |
|
2.618 |
119-213 |
|
1.618 |
119-128 |
|
1.000 |
119-075 |
|
0.618 |
119-043 |
|
HIGH |
118-310 |
|
0.618 |
118-278 |
|
0.500 |
118-268 |
|
0.382 |
118-257 |
|
LOW |
118-225 |
|
0.618 |
118-172 |
|
1.000 |
118-140 |
|
1.618 |
118-087 |
|
2.618 |
118-002 |
|
4.250 |
117-184 |
|
|
| Fisher Pivots for day following 13-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
118-282 |
118-264 |
| PP |
118-275 |
118-238 |
| S1 |
118-268 |
118-212 |
|