CBOT 10-Year T-Note Future December 2009
| Trading Metrics calculated at close of trading on 17-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2009 |
17-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
119-070 |
119-165 |
0-095 |
0.2% |
118-110 |
| High |
119-220 |
119-270 |
0-050 |
0.1% |
119-005 |
| Low |
119-070 |
119-145 |
0-075 |
0.2% |
118-110 |
| Close |
119-220 |
119-240 |
0-020 |
0.1% |
118-305 |
| Range |
0-150 |
0-125 |
-0-025 |
-16.7% |
0-215 |
| ATR |
0-162 |
0-159 |
-0-003 |
-1.6% |
0-000 |
| Volume |
629,928 |
849,933 |
220,005 |
34.9% |
2,963,519 |
|
| Daily Pivots for day following 17-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-273 |
120-222 |
119-309 |
|
| R3 |
120-148 |
120-097 |
119-274 |
|
| R2 |
120-023 |
120-023 |
119-263 |
|
| R1 |
119-292 |
119-292 |
119-251 |
119-318 |
| PP |
119-218 |
119-218 |
119-218 |
119-231 |
| S1 |
119-167 |
119-167 |
119-229 |
119-192 |
| S2 |
119-093 |
119-093 |
119-217 |
|
| S3 |
118-288 |
119-042 |
119-206 |
|
| S4 |
118-163 |
118-237 |
119-171 |
|
|
| 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 |
119-270 |
118-110 |
1-160 |
1.3% |
0-137 |
0.4% |
94% |
True |
False |
647,736 |
| 10 |
119-270 |
117-220 |
2-050 |
1.8% |
0-132 |
0.3% |
96% |
True |
False |
783,947 |
| 20 |
119-270 |
116-295 |
2-295 |
2.4% |
0-127 |
0.3% |
97% |
True |
False |
844,041 |
| 40 |
119-270 |
116-215 |
3-055 |
2.6% |
0-134 |
0.3% |
97% |
True |
False |
825,888 |
| 60 |
119-270 |
116-030 |
3-240 |
3.1% |
0-132 |
0.3% |
98% |
True |
False |
753,046 |
| 80 |
119-270 |
113-080 |
6-190 |
5.5% |
0-100 |
0.3% |
99% |
True |
False |
566,039 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-161 |
|
2.618 |
120-277 |
|
1.618 |
120-152 |
|
1.000 |
120-075 |
|
0.618 |
120-027 |
|
HIGH |
119-270 |
|
0.618 |
119-222 |
|
0.500 |
119-208 |
|
0.382 |
119-193 |
|
LOW |
119-145 |
|
0.618 |
119-068 |
|
1.000 |
119-020 |
|
1.618 |
118-263 |
|
2.618 |
118-138 |
|
4.250 |
117-254 |
|
|
| Fisher Pivots for day following 17-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
119-229 |
119-195 |
| PP |
119-218 |
119-150 |
| S1 |
119-208 |
119-105 |
|