CBOT 10-Year T-Note Future December 2009
| Trading Metrics calculated at close of trading on 20-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2009 |
20-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
117-305 |
118-095 |
0-110 |
0.3% |
118-090 |
| High |
118-095 |
118-250 |
0-155 |
0.4% |
118-310 |
| Low |
117-300 |
118-095 |
0-115 |
0.3% |
117-240 |
| Close |
118-075 |
118-205 |
0-130 |
0.3% |
118-040 |
| Range |
0-115 |
0-155 |
0-040 |
34.8% |
1-070 |
| ATR |
0-165 |
0-166 |
0-001 |
0.4% |
0-000 |
| Volume |
712,649 |
585,808 |
-126,841 |
-17.8% |
3,922,808 |
|
| Daily Pivots for day following 20-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-008 |
119-262 |
118-290 |
|
| R3 |
119-173 |
119-107 |
118-248 |
|
| R2 |
119-018 |
119-018 |
118-233 |
|
| R1 |
118-272 |
118-272 |
118-219 |
118-305 |
| PP |
118-183 |
118-183 |
118-183 |
118-200 |
| S1 |
118-117 |
118-117 |
118-191 |
118-150 |
| S2 |
118-028 |
118-028 |
118-177 |
|
| S3 |
117-193 |
117-282 |
118-162 |
|
| S4 |
117-038 |
117-127 |
118-120 |
|
|
| 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 |
118-250 |
117-240 |
1-010 |
0.9% |
0-102 |
0.3% |
86% |
True |
False |
803,839 |
| 10 |
119-235 |
117-240 |
1-315 |
1.7% |
0-142 |
0.4% |
45% |
False |
False |
770,232 |
| 20 |
119-235 |
116-230 |
3-005 |
2.5% |
0-140 |
0.4% |
64% |
False |
False |
803,703 |
| 40 |
119-235 |
116-110 |
3-125 |
2.9% |
0-138 |
0.4% |
68% |
False |
False |
719,981 |
| 60 |
119-235 |
113-080 |
6-155 |
5.5% |
0-094 |
0.2% |
83% |
False |
False |
483,127 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-269 |
|
2.618 |
120-016 |
|
1.618 |
119-181 |
|
1.000 |
119-085 |
|
0.618 |
119-026 |
|
HIGH |
118-250 |
|
0.618 |
118-191 |
|
0.500 |
118-172 |
|
0.382 |
118-154 |
|
LOW |
118-095 |
|
0.618 |
117-319 |
|
1.000 |
117-260 |
|
1.618 |
117-164 |
|
2.618 |
117-009 |
|
4.250 |
116-076 |
|
|
| Fisher Pivots for day following 20-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
118-194 |
118-173 |
| PP |
118-183 |
118-142 |
| S1 |
118-172 |
118-110 |
|