CBOT 10-Year T-Note Future December 2009
| Trading Metrics calculated at close of trading on 12-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2009 |
12-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
118-275 |
118-235 |
-0-040 |
-0.1% |
118-185 |
| High |
118-275 |
119-000 |
0-045 |
0.1% |
118-230 |
| Low |
118-140 |
118-110 |
-0-030 |
-0.1% |
117-220 |
| Close |
118-185 |
118-295 |
0-110 |
0.3% |
118-135 |
| Range |
0-135 |
0-210 |
0-075 |
55.6% |
1-010 |
| ATR |
0-160 |
0-163 |
0-004 |
2.3% |
0-000 |
| Volume |
551,117 |
237,899 |
-313,218 |
-56.8% |
4,463,463 |
|
| Daily Pivots for day following 12-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-232 |
120-153 |
119-090 |
|
| R3 |
120-022 |
119-263 |
119-033 |
|
| R2 |
119-132 |
119-132 |
119-014 |
|
| R1 |
119-053 |
119-053 |
118-314 |
119-092 |
| PP |
118-242 |
118-242 |
118-242 |
118-261 |
| S1 |
118-163 |
118-163 |
118-276 |
118-202 |
| S2 |
118-032 |
118-032 |
118-256 |
|
| S3 |
117-142 |
117-273 |
118-237 |
|
| S4 |
116-252 |
117-063 |
118-180 |
|
|
| 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 |
119-000 |
117-295 |
1-025 |
0.9% |
0-139 |
0.4% |
93% |
True |
False |
742,980 |
| 10 |
119-000 |
117-200 |
1-120 |
1.2% |
0-130 |
0.3% |
94% |
True |
False |
855,175 |
| 20 |
119-000 |
116-295 |
2-025 |
1.7% |
0-121 |
0.3% |
96% |
True |
False |
858,304 |
| 40 |
119-235 |
116-215 |
3-020 |
2.6% |
0-137 |
0.4% |
73% |
False |
False |
828,043 |
| 60 |
119-235 |
115-220 |
4-015 |
3.4% |
0-128 |
0.3% |
80% |
False |
False |
713,386 |
| 80 |
119-235 |
113-080 |
6-155 |
5.5% |
0-096 |
0.3% |
87% |
False |
False |
535,454 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-252 |
|
2.618 |
120-230 |
|
1.618 |
120-020 |
|
1.000 |
119-210 |
|
0.618 |
119-130 |
|
HIGH |
119-000 |
|
0.618 |
118-240 |
|
0.500 |
118-215 |
|
0.382 |
118-190 |
|
LOW |
118-110 |
|
0.618 |
117-300 |
|
1.000 |
117-220 |
|
1.618 |
117-090 |
|
2.618 |
116-200 |
|
4.250 |
115-178 |
|
|
| Fisher Pivots for day following 12-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
118-268 |
118-268 |
| PP |
118-242 |
118-242 |
| S1 |
118-215 |
118-215 |
|