CBOT 10-Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 06-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2009 |
06-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
116-085 |
116-280 |
0-195 |
0.5% |
116-180 |
| High |
117-010 |
116-310 |
-0-020 |
-0.1% |
117-010 |
| Low |
116-085 |
116-200 |
0-115 |
0.3% |
115-235 |
| Close |
116-270 |
116-270 |
0-000 |
0.0% |
116-270 |
| Range |
0-245 |
0-110 |
-0-135 |
-55.1% |
1-095 |
| ATR |
0-231 |
0-223 |
-0-009 |
-3.7% |
0-000 |
| Volume |
701,172 |
687,226 |
-13,946 |
-2.0% |
2,747,883 |
|
| Daily Pivots for day following 06-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-270 |
117-220 |
117-010 |
|
| R3 |
117-160 |
117-110 |
116-300 |
|
| R2 |
117-050 |
117-050 |
116-290 |
|
| R1 |
117-000 |
117-000 |
116-280 |
116-290 |
| PP |
116-260 |
116-260 |
116-260 |
116-245 |
| S1 |
116-210 |
116-210 |
116-260 |
116-180 |
| S2 |
116-150 |
116-150 |
116-250 |
|
| S3 |
116-040 |
116-100 |
116-240 |
|
| S4 |
115-250 |
115-310 |
116-210 |
|
|
| Weekly Pivots for week ending 03-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-137 |
119-298 |
117-178 |
|
| R3 |
119-042 |
118-203 |
117-064 |
|
| R2 |
117-267 |
117-267 |
117-026 |
|
| R1 |
117-108 |
117-108 |
116-308 |
117-188 |
| PP |
116-172 |
116-172 |
116-172 |
116-211 |
| S1 |
116-013 |
116-013 |
116-232 |
116-092 |
| S2 |
115-077 |
115-077 |
116-194 |
|
| S3 |
113-302 |
114-238 |
116-156 |
|
| S4 |
112-207 |
113-143 |
116-042 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117-010 |
115-235 |
1-095 |
1.1% |
0-165 |
0.4% |
86% |
False |
False |
687,021 |
| 10 |
117-010 |
114-175 |
2-155 |
2.1% |
0-186 |
0.5% |
92% |
False |
False |
702,483 |
| 20 |
117-010 |
112-290 |
4-040 |
3.5% |
0-197 |
0.5% |
95% |
False |
False |
729,106 |
| 40 |
120-110 |
112-290 |
7-140 |
6.4% |
0-171 |
0.5% |
53% |
False |
False |
529,407 |
| 60 |
122-070 |
112-290 |
9-100 |
8.0% |
0-114 |
0.3% |
42% |
False |
False |
353,425 |
| 80 |
124-110 |
112-290 |
11-140 |
9.8% |
0-085 |
0.2% |
34% |
False |
False |
265,070 |
| 100 |
124-110 |
112-290 |
11-140 |
9.8% |
0-068 |
0.2% |
34% |
False |
False |
212,056 |
| 120 |
124-110 |
112-290 |
11-140 |
9.8% |
0-057 |
0.2% |
34% |
False |
False |
176,714 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-138 |
|
2.618 |
117-278 |
|
1.618 |
117-168 |
|
1.000 |
117-100 |
|
0.618 |
117-058 |
|
HIGH |
116-310 |
|
0.618 |
116-268 |
|
0.500 |
116-255 |
|
0.382 |
116-242 |
|
LOW |
116-200 |
|
0.618 |
116-132 |
|
1.000 |
116-090 |
|
1.618 |
116-022 |
|
2.618 |
115-232 |
|
4.250 |
115-052 |
|
|
| Fisher Pivots for day following 06-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
116-265 |
116-221 |
| PP |
116-260 |
116-172 |
| S1 |
116-255 |
116-122 |
|