CBOT 10-Year T-Note Future December 2009
| Trading Metrics calculated at close of trading on 28-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2009 |
28-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
117-055 |
118-020 |
0-285 |
0.8% |
117-305 |
| High |
117-295 |
118-140 |
0-165 |
0.4% |
118-250 |
| Low |
117-055 |
118-020 |
0-285 |
0.8% |
117-150 |
| Close |
117-295 |
118-080 |
0-105 |
0.3% |
117-190 |
| Range |
0-240 |
0-120 |
-0-120 |
-50.0% |
1-100 |
| ATR |
0-171 |
0-170 |
0-000 |
-0.2% |
0-000 |
| Volume |
963,553 |
960,100 |
-3,453 |
-0.4% |
3,830,964 |
|
| Daily Pivots for day following 28-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-120 |
119-060 |
118-146 |
|
| R3 |
119-000 |
118-260 |
118-113 |
|
| R2 |
118-200 |
118-200 |
118-102 |
|
| R1 |
118-140 |
118-140 |
118-091 |
118-170 |
| PP |
118-080 |
118-080 |
118-080 |
118-095 |
| S1 |
118-020 |
118-020 |
118-069 |
118-050 |
| S2 |
117-280 |
117-280 |
118-058 |
|
| S3 |
117-160 |
117-220 |
118-047 |
|
| S4 |
117-040 |
117-100 |
118-014 |
|
|
| 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 |
118-140 |
116-295 |
1-165 |
1.3% |
0-133 |
0.4% |
88% |
True |
False |
907,661 |
| 10 |
118-250 |
116-295 |
1-275 |
1.6% |
0-112 |
0.3% |
71% |
False |
False |
861,433 |
| 20 |
119-235 |
116-295 |
2-260 |
2.4% |
0-134 |
0.4% |
47% |
False |
False |
850,384 |
| 40 |
119-235 |
116-200 |
3-035 |
2.6% |
0-143 |
0.4% |
52% |
False |
False |
794,440 |
| 60 |
119-235 |
113-080 |
6-155 |
5.5% |
0-107 |
0.3% |
77% |
False |
False |
571,282 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-010 |
|
2.618 |
119-134 |
|
1.618 |
119-014 |
|
1.000 |
118-260 |
|
0.618 |
118-214 |
|
HIGH |
118-140 |
|
0.618 |
118-094 |
|
0.500 |
118-080 |
|
0.382 |
118-066 |
|
LOW |
118-020 |
|
0.618 |
117-266 |
|
1.000 |
117-220 |
|
1.618 |
117-146 |
|
2.618 |
117-026 |
|
4.250 |
116-150 |
|
|
| Fisher Pivots for day following 28-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
118-080 |
118-019 |
| PP |
118-080 |
117-278 |
| S1 |
118-080 |
117-218 |
|