CBOT 10-Year T-Note Future December 2009
| Trading Metrics calculated at close of trading on 06-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2009 |
06-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
117-295 |
118-200 |
0-225 |
0.6% |
118-185 |
| High |
118-045 |
118-200 |
0-155 |
0.4% |
118-230 |
| Low |
117-295 |
118-030 |
0-055 |
0.1% |
117-220 |
| Close |
118-025 |
118-135 |
0-110 |
0.3% |
118-135 |
| Range |
0-070 |
0-170 |
0-100 |
142.9% |
1-010 |
| ATR |
0-165 |
0-166 |
0-001 |
0.4% |
0-000 |
| Volume |
958,980 |
762,209 |
-196,771 |
-20.5% |
4,463,463 |
|
| Daily Pivots for day following 06-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-312 |
119-233 |
118-228 |
|
| R3 |
119-142 |
119-063 |
118-182 |
|
| R2 |
118-292 |
118-292 |
118-166 |
|
| R1 |
118-213 |
118-213 |
118-151 |
118-168 |
| PP |
118-122 |
118-122 |
118-122 |
118-099 |
| S1 |
118-043 |
118-043 |
118-119 |
117-318 |
| S2 |
117-272 |
117-272 |
118-104 |
|
| S3 |
117-102 |
117-193 |
118-088 |
|
| S4 |
116-252 |
117-023 |
118-042 |
|
|
| Weekly Pivots for week ending 06-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-118 |
120-297 |
118-316 |
|
| R3 |
120-108 |
119-287 |
118-226 |
|
| R2 |
119-098 |
119-098 |
118-196 |
|
| R1 |
118-277 |
118-277 |
118-165 |
118-182 |
| PP |
118-088 |
118-088 |
118-088 |
118-041 |
| S1 |
117-267 |
117-267 |
118-105 |
117-172 |
| S2 |
117-078 |
117-078 |
118-074 |
|
| S3 |
116-068 |
116-257 |
118-044 |
|
| S4 |
115-058 |
115-247 |
117-274 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-230 |
117-220 |
1-010 |
0.9% |
0-119 |
0.3% |
71% |
False |
False |
892,692 |
| 10 |
118-230 |
116-295 |
1-255 |
1.5% |
0-140 |
0.4% |
83% |
False |
False |
931,913 |
| 20 |
118-310 |
116-295 |
2-015 |
1.7% |
0-118 |
0.3% |
73% |
False |
False |
853,645 |
| 40 |
119-235 |
116-215 |
3-020 |
2.6% |
0-136 |
0.4% |
57% |
False |
False |
832,801 |
| 60 |
119-235 |
115-220 |
4-015 |
3.4% |
0-121 |
0.3% |
68% |
False |
False |
680,325 |
| 80 |
119-235 |
113-080 |
6-155 |
5.5% |
0-091 |
0.2% |
80% |
False |
False |
510,547 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-282 |
|
2.618 |
120-005 |
|
1.618 |
119-155 |
|
1.000 |
119-050 |
|
0.618 |
118-305 |
|
HIGH |
118-200 |
|
0.618 |
118-135 |
|
0.500 |
118-115 |
|
0.382 |
118-095 |
|
LOW |
118-030 |
|
0.618 |
117-245 |
|
1.000 |
117-180 |
|
1.618 |
117-075 |
|
2.618 |
116-225 |
|
4.250 |
115-268 |
|
|
| Fisher Pivots for day following 06-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
118-128 |
118-107 |
| PP |
118-122 |
118-078 |
| S1 |
118-115 |
118-050 |
|