CBOT 10-Year T-Note Future December 2009
| Trading Metrics calculated at close of trading on 02-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2009 |
02-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
118-040 |
118-185 |
0-145 |
0.4% |
117-165 |
| High |
118-195 |
118-230 |
0-035 |
0.1% |
118-195 |
| Low |
118-040 |
118-155 |
0-115 |
0.3% |
116-295 |
| Close |
118-195 |
118-155 |
-0-040 |
-0.1% |
118-195 |
| Range |
0-155 |
0-075 |
-0-080 |
-51.6% |
1-220 |
| ATR |
0-180 |
0-173 |
-0-008 |
-4.2% |
0-000 |
| Volume |
1,096,483 |
1,067,367 |
-29,116 |
-2.7% |
4,855,675 |
|
| Daily Pivots for day following 02-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-085 |
119-035 |
118-196 |
|
| R3 |
119-010 |
118-280 |
118-176 |
|
| R2 |
118-255 |
118-255 |
118-169 |
|
| R1 |
118-205 |
118-205 |
118-162 |
118-192 |
| PP |
118-180 |
118-180 |
118-180 |
118-174 |
| S1 |
118-130 |
118-130 |
118-148 |
118-118 |
| S2 |
118-105 |
118-105 |
118-141 |
|
| S3 |
118-030 |
118-055 |
118-134 |
|
| S4 |
117-275 |
117-300 |
118-114 |
|
|
| Weekly Pivots for week ending 30-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-035 |
122-175 |
119-172 |
|
| R3 |
121-135 |
120-275 |
119-024 |
|
| R2 |
119-235 |
119-235 |
118-294 |
|
| R1 |
119-055 |
119-055 |
118-244 |
119-145 |
| PP |
118-015 |
118-015 |
118-015 |
118-060 |
| S1 |
117-155 |
117-155 |
118-146 |
117-245 |
| S2 |
116-115 |
116-115 |
118-096 |
|
| S3 |
114-215 |
115-255 |
118-046 |
|
| S4 |
112-315 |
114-035 |
117-218 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-230 |
117-055 |
1-175 |
1.3% |
0-137 |
0.4% |
85% |
True |
False |
1,017,119 |
| 10 |
118-250 |
116-295 |
1-275 |
1.6% |
0-123 |
0.3% |
84% |
False |
False |
904,135 |
| 20 |
119-235 |
116-295 |
2-260 |
2.4% |
0-128 |
0.3% |
56% |
False |
False |
840,736 |
| 40 |
119-235 |
116-200 |
3-035 |
2.6% |
0-141 |
0.4% |
60% |
False |
False |
819,449 |
| 60 |
119-235 |
114-040 |
5-195 |
4.7% |
0-112 |
0.3% |
78% |
False |
False |
623,876 |
| 80 |
119-235 |
113-080 |
6-155 |
5.5% |
0-084 |
0.2% |
81% |
False |
False |
468,155 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-229 |
|
2.618 |
119-106 |
|
1.618 |
119-031 |
|
1.000 |
118-305 |
|
0.618 |
118-276 |
|
HIGH |
118-230 |
|
0.618 |
118-201 |
|
0.500 |
118-192 |
|
0.382 |
118-184 |
|
LOW |
118-155 |
|
0.618 |
118-109 |
|
1.000 |
118-080 |
|
1.618 |
118-034 |
|
2.618 |
117-279 |
|
4.250 |
117-156 |
|
|
| Fisher Pivots for day following 02-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
118-192 |
118-122 |
| PP |
118-180 |
118-088 |
| S1 |
118-168 |
118-055 |
|