CBOT 10-Year T-Note Future December 2009
| Trading Metrics calculated at close of trading on 21-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2009 |
21-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
118-095 |
118-085 |
-0-010 |
0.0% |
118-090 |
| High |
118-250 |
118-085 |
-0-165 |
-0.4% |
118-310 |
| Low |
118-095 |
118-000 |
-0-095 |
-0.3% |
117-240 |
| Close |
118-205 |
118-005 |
-0-200 |
-0.5% |
118-040 |
| Range |
0-155 |
0-085 |
-0-070 |
-45.2% |
1-070 |
| ATR |
0-166 |
0-169 |
0-003 |
1.7% |
0-000 |
| Volume |
585,808 |
755,302 |
169,494 |
28.9% |
3,922,808 |
|
| Daily Pivots for day following 21-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-285 |
118-230 |
118-052 |
|
| R3 |
118-200 |
118-145 |
118-028 |
|
| R2 |
118-115 |
118-115 |
118-021 |
|
| R1 |
118-060 |
118-060 |
118-013 |
118-045 |
| PP |
118-030 |
118-030 |
118-030 |
118-022 |
| S1 |
117-295 |
117-295 |
117-317 |
117-280 |
| S2 |
117-265 |
117-265 |
117-309 |
|
| S3 |
117-180 |
117-210 |
117-302 |
|
| S4 |
117-095 |
117-125 |
117-278 |
|
|
| 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% |
0-091 |
0.2% |
26% |
False |
False |
815,206 |
| 10 |
119-200 |
117-240 |
1-280 |
1.6% |
0-134 |
0.4% |
14% |
False |
False |
769,566 |
| 20 |
119-235 |
117-110 |
2-125 |
2.0% |
0-133 |
0.4% |
28% |
False |
False |
808,077 |
| 40 |
119-235 |
116-110 |
3-125 |
2.9% |
0-140 |
0.4% |
49% |
False |
False |
735,911 |
| 60 |
119-235 |
113-080 |
6-155 |
5.5% |
0-096 |
0.3% |
73% |
False |
False |
495,714 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-126 |
|
2.618 |
118-308 |
|
1.618 |
118-223 |
|
1.000 |
118-170 |
|
0.618 |
118-138 |
|
HIGH |
118-085 |
|
0.618 |
118-053 |
|
0.500 |
118-042 |
|
0.382 |
118-032 |
|
LOW |
118-000 |
|
0.618 |
117-267 |
|
1.000 |
117-235 |
|
1.618 |
117-182 |
|
2.618 |
117-097 |
|
4.250 |
116-279 |
|
|
| Fisher Pivots for day following 21-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
118-042 |
118-115 |
| PP |
118-030 |
118-078 |
| S1 |
118-018 |
118-042 |
|