CBOT 10-Year T-Note Future December 2009
| Trading Metrics calculated at close of trading on 03-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2009 |
03-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
118-185 |
118-190 |
0-005 |
0.0% |
117-165 |
| High |
118-230 |
118-190 |
-0-040 |
-0.1% |
118-195 |
| Low |
118-155 |
118-040 |
-0-115 |
-0.3% |
116-295 |
| Close |
118-155 |
118-050 |
-0-105 |
-0.3% |
118-195 |
| Range |
0-075 |
0-150 |
0-075 |
100.0% |
1-220 |
| ATR |
0-173 |
0-171 |
-0-002 |
-0.9% |
0-000 |
| Volume |
1,067,367 |
744,279 |
-323,088 |
-30.3% |
4,855,675 |
|
| Daily Pivots for day following 03-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-223 |
119-127 |
118-132 |
|
| R3 |
119-073 |
118-297 |
118-091 |
|
| R2 |
118-243 |
118-243 |
118-078 |
|
| R1 |
118-147 |
118-147 |
118-064 |
118-120 |
| PP |
118-093 |
118-093 |
118-093 |
118-080 |
| S1 |
117-317 |
117-317 |
118-036 |
117-290 |
| S2 |
117-263 |
117-263 |
118-022 |
|
| S3 |
117-113 |
117-167 |
118-009 |
|
| S4 |
116-283 |
117-017 |
117-288 |
|
|
| 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 |
117-200 |
1-030 |
0.9% |
0-119 |
0.3% |
49% |
False |
False |
973,264 |
| 10 |
118-230 |
116-295 |
1-255 |
1.5% |
0-122 |
0.3% |
69% |
False |
False |
919,982 |
| 20 |
119-235 |
116-295 |
2-260 |
2.4% |
0-132 |
0.3% |
44% |
False |
False |
845,107 |
| 40 |
119-235 |
116-200 |
3-035 |
2.6% |
0-141 |
0.4% |
49% |
False |
False |
820,019 |
| 60 |
119-235 |
114-200 |
5-035 |
4.3% |
0-115 |
0.3% |
69% |
False |
False |
636,250 |
| 80 |
119-235 |
113-080 |
6-155 |
5.5% |
0-086 |
0.2% |
76% |
False |
False |
477,458 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-188 |
|
2.618 |
119-263 |
|
1.618 |
119-113 |
|
1.000 |
119-020 |
|
0.618 |
118-283 |
|
HIGH |
118-190 |
|
0.618 |
118-133 |
|
0.500 |
118-115 |
|
0.382 |
118-097 |
|
LOW |
118-040 |
|
0.618 |
117-267 |
|
1.000 |
117-210 |
|
1.618 |
117-117 |
|
2.618 |
116-287 |
|
4.250 |
116-042 |
|
|
| Fisher Pivots for day following 03-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
118-115 |
118-135 |
| PP |
118-093 |
118-107 |
| S1 |
118-072 |
118-078 |
|