CBOT 10-Year T-Note Future December 2009
| Trading Metrics calculated at close of trading on 23-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2009 |
23-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
119-265 |
119-100 |
-0-165 |
-0.4% |
119-070 |
| High |
119-265 |
119-205 |
-0-060 |
-0.2% |
119-270 |
| Low |
119-155 |
119-055 |
-0-100 |
-0.3% |
119-070 |
| Close |
119-180 |
119-200 |
0-020 |
0.1% |
119-180 |
| Range |
0-110 |
0-150 |
0-040 |
36.4% |
0-200 |
| ATR |
0-150 |
0-150 |
0-000 |
0.0% |
0-000 |
| Volume |
798,621 |
812,742 |
14,121 |
1.8% |
3,828,050 |
|
| Daily Pivots for day following 23-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-283 |
120-232 |
119-282 |
|
| R3 |
120-133 |
120-082 |
119-241 |
|
| R2 |
119-303 |
119-303 |
119-228 |
|
| R1 |
119-252 |
119-252 |
119-214 |
119-278 |
| PP |
119-153 |
119-153 |
119-153 |
119-166 |
| S1 |
119-102 |
119-102 |
119-186 |
119-128 |
| S2 |
119-003 |
119-003 |
119-172 |
|
| S3 |
118-173 |
118-272 |
119-159 |
|
| S4 |
118-023 |
118-122 |
119-118 |
|
|
| Weekly Pivots for week ending 20-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-133 |
121-037 |
119-290 |
|
| R3 |
120-253 |
120-157 |
119-235 |
|
| R2 |
120-053 |
120-053 |
119-217 |
|
| R1 |
119-277 |
119-277 |
119-198 |
120-005 |
| PP |
119-173 |
119-173 |
119-173 |
119-198 |
| S1 |
119-077 |
119-077 |
119-162 |
119-125 |
| S2 |
118-293 |
118-293 |
119-143 |
|
| S3 |
118-093 |
118-197 |
119-125 |
|
| S4 |
117-213 |
117-317 |
119-070 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-270 |
119-055 |
0-215 |
0.6% |
0-111 |
0.3% |
67% |
False |
True |
802,172 |
| 10 |
119-270 |
118-110 |
1-160 |
1.3% |
0-122 |
0.3% |
85% |
False |
False |
760,431 |
| 20 |
119-270 |
116-295 |
2-295 |
2.4% |
0-131 |
0.3% |
93% |
False |
False |
846,172 |
| 40 |
119-270 |
116-295 |
2-295 |
2.4% |
0-127 |
0.3% |
93% |
False |
False |
829,001 |
| 60 |
119-270 |
116-120 |
3-150 |
2.9% |
0-137 |
0.4% |
94% |
False |
False |
791,749 |
| 80 |
119-270 |
113-080 |
6-190 |
5.5% |
0-106 |
0.3% |
97% |
False |
False |
605,529 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-202 |
|
2.618 |
120-278 |
|
1.618 |
120-128 |
|
1.000 |
120-035 |
|
0.618 |
119-298 |
|
HIGH |
119-205 |
|
0.618 |
119-148 |
|
0.500 |
119-130 |
|
0.382 |
119-112 |
|
LOW |
119-055 |
|
0.618 |
118-282 |
|
1.000 |
118-225 |
|
1.618 |
118-132 |
|
2.618 |
117-302 |
|
4.250 |
117-058 |
|
|
| Fisher Pivots for day following 23-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
119-177 |
119-188 |
| PP |
119-153 |
119-175 |
| S1 |
119-130 |
119-162 |
|