CBOT 10-Year T-Note Future December 2009
| Trading Metrics calculated at close of trading on 09-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2009 |
09-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
118-200 |
118-110 |
-0-090 |
-0.2% |
118-185 |
| High |
118-200 |
118-220 |
0-020 |
0.1% |
118-230 |
| Low |
118-030 |
118-110 |
0-080 |
0.2% |
117-220 |
| Close |
118-135 |
118-170 |
0-035 |
0.1% |
118-135 |
| Range |
0-170 |
0-110 |
-0-060 |
-35.3% |
1-010 |
| ATR |
0-166 |
0-162 |
-0-004 |
-2.4% |
0-000 |
| Volume |
762,209 |
1,204,699 |
442,490 |
58.1% |
4,463,463 |
|
| Daily Pivots for day following 09-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-177 |
119-123 |
118-230 |
|
| R3 |
119-067 |
119-013 |
118-200 |
|
| R2 |
118-277 |
118-277 |
118-190 |
|
| R1 |
118-223 |
118-223 |
118-180 |
118-250 |
| PP |
118-167 |
118-167 |
118-167 |
118-180 |
| S1 |
118-113 |
118-113 |
118-160 |
118-140 |
| S2 |
118-057 |
118-057 |
118-150 |
|
| S3 |
117-267 |
118-003 |
118-140 |
|
| S4 |
117-157 |
117-213 |
118-110 |
|
|
| 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 |
118-220 |
117-220 |
1-000 |
0.8% |
0-126 |
0.3% |
84% |
True |
False |
920,159 |
| 10 |
118-230 |
117-055 |
1-175 |
1.3% |
0-132 |
0.3% |
88% |
False |
False |
968,639 |
| 20 |
118-310 |
116-295 |
2-015 |
1.7% |
0-115 |
0.3% |
79% |
False |
False |
860,704 |
| 40 |
119-235 |
116-215 |
3-020 |
2.6% |
0-136 |
0.4% |
61% |
False |
False |
842,449 |
| 60 |
119-235 |
115-220 |
4-015 |
3.4% |
0-123 |
0.3% |
70% |
False |
False |
700,365 |
| 80 |
119-235 |
113-080 |
6-155 |
5.5% |
0-092 |
0.2% |
81% |
False |
False |
525,605 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-048 |
|
2.618 |
119-188 |
|
1.618 |
119-078 |
|
1.000 |
119-010 |
|
0.618 |
118-288 |
|
HIGH |
118-220 |
|
0.618 |
118-178 |
|
0.500 |
118-165 |
|
0.382 |
118-152 |
|
LOW |
118-110 |
|
0.618 |
118-042 |
|
1.000 |
118-000 |
|
1.618 |
117-252 |
|
2.618 |
117-142 |
|
4.250 |
116-282 |
|
|
| Fisher Pivots for day following 09-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
118-168 |
118-146 |
| PP |
118-167 |
118-122 |
| S1 |
118-165 |
118-098 |
|