CBOT 10-Year T-Note Future December 2009
| Trading Metrics calculated at close of trading on 16-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2009 |
16-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
117-240 |
118-015 |
0-095 |
0.3% |
118-090 |
| High |
117-250 |
118-060 |
0-130 |
0.3% |
118-310 |
| Low |
117-240 |
117-290 |
0-050 |
0.1% |
117-240 |
| Close |
117-245 |
118-040 |
0-115 |
0.3% |
118-040 |
| Range |
0-010 |
0-090 |
0-080 |
800.0% |
1-070 |
| ATR |
0-172 |
0-169 |
-0-003 |
-1.5% |
0-000 |
| Volume |
1,002,530 |
1,019,743 |
17,213 |
1.7% |
3,922,808 |
|
| Daily Pivots for day following 16-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-293 |
118-257 |
118-090 |
|
| R3 |
118-203 |
118-167 |
118-065 |
|
| R2 |
118-113 |
118-113 |
118-056 |
|
| R1 |
118-077 |
118-077 |
118-048 |
118-095 |
| PP |
118-023 |
118-023 |
118-023 |
118-032 |
| S1 |
117-307 |
117-307 |
118-032 |
118-005 |
| S2 |
117-253 |
117-253 |
118-024 |
|
| S3 |
117-163 |
117-217 |
118-015 |
|
| S4 |
117-073 |
117-127 |
117-310 |
|
|
| Weekly Pivots for week ending 16-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-300 |
121-080 |
118-254 |
|
| R3 |
120-230 |
120-010 |
118-147 |
|
| R2 |
119-160 |
119-160 |
118-112 |
|
| R1 |
118-260 |
118-260 |
118-076 |
118-175 |
| PP |
118-090 |
118-090 |
118-090 |
118-048 |
| S1 |
117-190 |
117-190 |
118-004 |
117-105 |
| S2 |
117-020 |
117-020 |
117-288 |
|
| S3 |
115-270 |
116-120 |
117-253 |
|
| S4 |
114-200 |
115-050 |
117-146 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-310 |
117-240 |
1-070 |
1.0% |
0-097 |
0.3% |
31% |
False |
False |
784,561 |
| 10 |
119-235 |
117-240 |
1-315 |
1.7% |
0-130 |
0.3% |
19% |
False |
False |
832,035 |
| 20 |
119-235 |
116-215 |
3-020 |
2.6% |
0-142 |
0.4% |
47% |
False |
False |
804,763 |
| 40 |
119-235 |
115-220 |
4-015 |
3.4% |
0-131 |
0.3% |
60% |
False |
False |
690,516 |
| 60 |
119-235 |
113-080 |
6-155 |
5.5% |
0-090 |
0.2% |
75% |
False |
False |
461,494 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-122 |
|
2.618 |
118-296 |
|
1.618 |
118-206 |
|
1.000 |
118-150 |
|
0.618 |
118-116 |
|
HIGH |
118-060 |
|
0.618 |
118-026 |
|
0.500 |
118-015 |
|
0.382 |
118-004 |
|
LOW |
117-290 |
|
0.618 |
117-234 |
|
1.000 |
117-200 |
|
1.618 |
117-144 |
|
2.618 |
117-054 |
|
4.250 |
116-228 |
|
|
| Fisher Pivots for day following 16-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
118-032 |
118-055 |
| PP |
118-023 |
118-050 |
| S1 |
118-015 |
118-045 |
|