CBOT 10-Year T-Note Future December 2009
| Trading Metrics calculated at close of trading on 25-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2009 |
25-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
119-280 |
120-060 |
0-100 |
0.3% |
119-070 |
| High |
120-030 |
120-235 |
0-205 |
0.5% |
119-270 |
| Low |
119-240 |
120-000 |
0-080 |
0.2% |
119-070 |
| Close |
120-030 |
120-150 |
0-120 |
0.3% |
119-180 |
| Range |
0-110 |
0-235 |
0-125 |
113.6% |
0-200 |
| ATR |
0-150 |
0-156 |
0-006 |
4.0% |
0-000 |
| Volume |
859,730 |
1,090,177 |
230,447 |
26.8% |
3,828,050 |
|
| Daily Pivots for day following 25-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-193 |
122-087 |
120-279 |
|
| R3 |
121-278 |
121-172 |
120-215 |
|
| R2 |
121-043 |
121-043 |
120-193 |
|
| R1 |
120-257 |
120-257 |
120-172 |
120-310 |
| PP |
120-128 |
120-128 |
120-128 |
120-155 |
| S1 |
120-022 |
120-022 |
120-128 |
120-075 |
| S2 |
119-213 |
119-213 |
120-107 |
|
| S3 |
118-298 |
119-107 |
120-085 |
|
| S4 |
118-063 |
118-192 |
120-021 |
|
|
| 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 |
120-235 |
119-055 |
1-180 |
1.3% |
0-143 |
0.4% |
83% |
True |
False |
867,426 |
| 10 |
120-235 |
118-110 |
2-125 |
2.0% |
0-132 |
0.3% |
89% |
True |
False |
779,840 |
| 20 |
120-235 |
117-200 |
3-035 |
2.6% |
0-127 |
0.3% |
91% |
True |
False |
853,617 |
| 40 |
120-235 |
116-295 |
3-260 |
3.2% |
0-129 |
0.3% |
93% |
True |
False |
847,341 |
| 60 |
120-235 |
116-200 |
4-035 |
3.4% |
0-139 |
0.4% |
94% |
True |
False |
806,994 |
| 80 |
120-235 |
113-080 |
7-155 |
6.2% |
0-110 |
0.3% |
96% |
True |
False |
629,875 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-274 |
|
2.618 |
122-210 |
|
1.618 |
121-295 |
|
1.000 |
121-150 |
|
0.618 |
121-060 |
|
HIGH |
120-235 |
|
0.618 |
120-145 |
|
0.500 |
120-118 |
|
0.382 |
120-090 |
|
LOW |
120-000 |
|
0.618 |
119-175 |
|
1.000 |
119-085 |
|
1.618 |
118-260 |
|
2.618 |
118-025 |
|
4.250 |
116-281 |
|
|
| Fisher Pivots for day following 25-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
120-139 |
120-095 |
| PP |
120-128 |
120-040 |
| S1 |
120-118 |
119-305 |
|