CBOT 10-Year T-Note Future December 2009
| Trading Metrics calculated at close of trading on 10-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2009 |
10-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
118-110 |
118-275 |
0-165 |
0.4% |
118-185 |
| High |
118-220 |
118-275 |
0-055 |
0.1% |
118-230 |
| Low |
118-110 |
118-140 |
0-030 |
0.1% |
117-220 |
| Close |
118-170 |
118-185 |
0-015 |
0.0% |
118-135 |
| Range |
0-110 |
0-135 |
0-025 |
22.7% |
1-010 |
| ATR |
0-162 |
0-160 |
-0-002 |
-1.2% |
0-000 |
| Volume |
1,204,699 |
551,117 |
-653,582 |
-54.3% |
4,463,463 |
|
| Daily Pivots for day following 10-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-285 |
119-210 |
118-259 |
|
| R3 |
119-150 |
119-075 |
118-222 |
|
| R2 |
119-015 |
119-015 |
118-210 |
|
| R1 |
118-260 |
118-260 |
118-197 |
118-230 |
| PP |
118-200 |
118-200 |
118-200 |
118-185 |
| S1 |
118-125 |
118-125 |
118-173 |
118-095 |
| S2 |
118-065 |
118-065 |
118-160 |
|
| S3 |
117-250 |
117-310 |
118-148 |
|
| S4 |
117-115 |
117-175 |
118-111 |
|
|
| 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 |
118-275 |
117-220 |
1-055 |
1.0% |
0-123 |
0.3% |
76% |
True |
False |
881,526 |
| 10 |
118-275 |
117-200 |
1-075 |
1.0% |
0-121 |
0.3% |
77% |
True |
False |
927,395 |
| 20 |
118-275 |
116-295 |
1-300 |
1.6% |
0-118 |
0.3% |
85% |
True |
False |
881,332 |
| 40 |
119-235 |
116-215 |
3-020 |
2.6% |
0-138 |
0.4% |
62% |
False |
False |
841,975 |
| 60 |
119-235 |
115-220 |
4-015 |
3.4% |
0-125 |
0.3% |
71% |
False |
False |
709,499 |
| 80 |
119-235 |
113-080 |
6-155 |
5.5% |
0-094 |
0.2% |
82% |
False |
False |
532,493 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-209 |
|
2.618 |
119-308 |
|
1.618 |
119-173 |
|
1.000 |
119-090 |
|
0.618 |
119-038 |
|
HIGH |
118-275 |
|
0.618 |
118-223 |
|
0.500 |
118-208 |
|
0.382 |
118-192 |
|
LOW |
118-140 |
|
0.618 |
118-057 |
|
1.000 |
118-005 |
|
1.618 |
117-242 |
|
2.618 |
117-107 |
|
4.250 |
116-206 |
|
|
| Fisher Pivots for day following 10-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
118-208 |
118-174 |
| PP |
118-200 |
118-163 |
| S1 |
118-192 |
118-152 |
|