CBOT 10-Year T-Note Future December 2009
| Trading Metrics calculated at close of trading on 27-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2009 |
27-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
117-165 |
117-055 |
-0-110 |
-0.3% |
117-305 |
| High |
117-165 |
117-295 |
0-130 |
0.3% |
118-250 |
| Low |
116-295 |
117-055 |
0-080 |
0.2% |
117-150 |
| Close |
117-025 |
117-295 |
0-270 |
0.7% |
117-190 |
| Range |
0-190 |
0-240 |
0-050 |
26.3% |
1-100 |
| ATR |
0-163 |
0-171 |
0-008 |
4.7% |
0-000 |
| Volume |
837,447 |
963,553 |
126,106 |
15.1% |
3,830,964 |
|
| Daily Pivots for day following 27-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-295 |
119-215 |
118-107 |
|
| R3 |
119-055 |
118-295 |
118-041 |
|
| R2 |
118-135 |
118-135 |
118-019 |
|
| R1 |
118-055 |
118-055 |
117-317 |
118-095 |
| PP |
117-215 |
117-215 |
117-215 |
117-235 |
| S1 |
117-135 |
117-135 |
117-273 |
117-175 |
| S2 |
116-295 |
116-295 |
117-251 |
|
| S3 |
116-055 |
116-215 |
117-229 |
|
| S4 |
115-135 |
115-295 |
117-163 |
|
|
| Weekly Pivots for week ending 23-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-283 |
121-017 |
118-101 |
|
| R3 |
120-183 |
119-237 |
117-306 |
|
| R2 |
119-083 |
119-083 |
117-267 |
|
| R1 |
118-137 |
118-137 |
117-228 |
118-060 |
| PP |
117-303 |
117-303 |
117-303 |
117-265 |
| S1 |
117-037 |
117-037 |
117-152 |
116-280 |
| S2 |
116-203 |
116-203 |
117-113 |
|
| S3 |
115-103 |
115-257 |
117-074 |
|
| S4 |
114-003 |
114-157 |
116-279 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-085 |
116-295 |
1-110 |
1.1% |
0-126 |
0.3% |
74% |
False |
False |
866,701 |
| 10 |
118-250 |
116-295 |
1-275 |
1.6% |
0-114 |
0.3% |
54% |
False |
False |
835,270 |
| 20 |
119-235 |
116-295 |
2-260 |
2.4% |
0-132 |
0.3% |
36% |
False |
False |
841,064 |
| 40 |
119-235 |
116-200 |
3-035 |
2.6% |
0-146 |
0.4% |
42% |
False |
False |
783,683 |
| 60 |
119-235 |
113-080 |
6-155 |
5.5% |
0-105 |
0.3% |
72% |
False |
False |
555,294 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-035 |
|
2.618 |
119-283 |
|
1.618 |
119-043 |
|
1.000 |
118-215 |
|
0.618 |
118-123 |
|
HIGH |
117-295 |
|
0.618 |
117-203 |
|
0.500 |
117-175 |
|
0.382 |
117-147 |
|
LOW |
117-055 |
|
0.618 |
116-227 |
|
1.000 |
116-135 |
|
1.618 |
115-307 |
|
2.618 |
115-067 |
|
4.250 |
113-315 |
|
|
| Fisher Pivots for day following 27-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
117-255 |
117-242 |
| PP |
117-215 |
117-188 |
| S1 |
117-175 |
117-135 |
|