CBOT 10-Year T-Note Future December 2009
| Trading Metrics calculated at close of trading on 16-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2009 |
16-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
118-280 |
119-070 |
0-110 |
0.3% |
118-110 |
| High |
119-005 |
119-220 |
0-215 |
0.6% |
119-005 |
| Low |
118-260 |
119-070 |
0-130 |
0.3% |
118-110 |
| Close |
118-305 |
119-220 |
0-235 |
0.6% |
118-305 |
| Range |
0-065 |
0-150 |
0-085 |
130.8% |
0-215 |
| ATR |
0-156 |
0-162 |
0-006 |
3.6% |
0-000 |
| Volume |
969,804 |
629,928 |
-339,876 |
-35.0% |
2,963,519 |
|
| Daily Pivots for day following 16-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-300 |
120-250 |
119-302 |
|
| R3 |
120-150 |
120-100 |
119-261 |
|
| R2 |
120-000 |
120-000 |
119-248 |
|
| R1 |
119-270 |
119-270 |
119-234 |
119-295 |
| PP |
119-170 |
119-170 |
119-170 |
119-182 |
| S1 |
119-120 |
119-120 |
119-206 |
119-145 |
| S2 |
119-020 |
119-020 |
119-192 |
|
| S3 |
118-190 |
118-290 |
119-179 |
|
| S4 |
118-040 |
118-140 |
119-138 |
|
|
| Weekly Pivots for week ending 13-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-252 |
120-173 |
119-103 |
|
| R3 |
120-037 |
119-278 |
119-044 |
|
| R2 |
119-142 |
119-142 |
119-024 |
|
| R1 |
119-063 |
119-063 |
119-005 |
119-102 |
| PP |
118-247 |
118-247 |
118-247 |
118-266 |
| S1 |
118-168 |
118-168 |
118-285 |
118-208 |
| S2 |
118-032 |
118-032 |
118-266 |
|
| S3 |
117-137 |
117-273 |
118-246 |
|
| S4 |
116-242 |
117-058 |
118-187 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-220 |
118-110 |
1-110 |
1.1% |
0-134 |
0.3% |
100% |
True |
False |
718,689 |
| 10 |
119-220 |
117-220 |
2-000 |
1.7% |
0-126 |
0.3% |
100% |
True |
False |
805,691 |
| 20 |
119-220 |
116-295 |
2-245 |
2.3% |
0-127 |
0.3% |
100% |
True |
False |
837,177 |
| 40 |
119-235 |
116-215 |
3-020 |
2.6% |
0-134 |
0.4% |
98% |
False |
False |
820,970 |
| 60 |
119-235 |
115-220 |
4-015 |
3.4% |
0-130 |
0.3% |
99% |
False |
False |
739,403 |
| 80 |
119-235 |
113-080 |
6-155 |
5.4% |
0-099 |
0.3% |
99% |
False |
False |
555,415 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-218 |
|
2.618 |
120-293 |
|
1.618 |
120-143 |
|
1.000 |
120-050 |
|
0.618 |
119-313 |
|
HIGH |
119-220 |
|
0.618 |
119-163 |
|
0.500 |
119-145 |
|
0.382 |
119-127 |
|
LOW |
119-070 |
|
0.618 |
118-297 |
|
1.000 |
118-240 |
|
1.618 |
118-147 |
|
2.618 |
117-317 |
|
4.250 |
117-072 |
|
|
| Fisher Pivots for day following 16-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
119-195 |
119-148 |
| PP |
119-170 |
119-077 |
| S1 |
119-145 |
119-005 |
|