CBOT 10-Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 07-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2009 |
07-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
116-280 |
116-210 |
-0-070 |
-0.2% |
116-180 |
| High |
116-310 |
117-095 |
0-105 |
0.3% |
117-010 |
| Low |
116-200 |
116-210 |
0-010 |
0.0% |
115-235 |
| Close |
116-270 |
117-090 |
0-140 |
0.4% |
116-270 |
| Range |
0-110 |
0-205 |
0-095 |
86.4% |
1-095 |
| ATR |
0-223 |
0-222 |
-0-001 |
-0.6% |
0-000 |
| Volume |
687,226 |
531,278 |
-155,948 |
-22.7% |
2,747,883 |
|
| Daily Pivots for day following 07-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-000 |
118-250 |
117-203 |
|
| R3 |
118-115 |
118-045 |
117-146 |
|
| R2 |
117-230 |
117-230 |
117-128 |
|
| R1 |
117-160 |
117-160 |
117-109 |
117-195 |
| PP |
117-025 |
117-025 |
117-025 |
117-042 |
| S1 |
116-275 |
116-275 |
117-071 |
116-310 |
| S2 |
116-140 |
116-140 |
117-052 |
|
| S3 |
115-255 |
116-070 |
117-034 |
|
| S4 |
115-050 |
115-185 |
116-297 |
|
|
| 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 |
117-095 |
115-235 |
1-180 |
1.3% |
0-190 |
0.5% |
99% |
True |
False |
664,284 |
| 10 |
117-095 |
114-175 |
2-240 |
2.3% |
0-200 |
0.5% |
99% |
True |
False |
694,319 |
| 20 |
117-095 |
112-290 |
4-125 |
3.7% |
0-198 |
0.5% |
100% |
True |
False |
699,208 |
| 40 |
120-110 |
112-290 |
7-140 |
6.3% |
0-176 |
0.5% |
59% |
False |
False |
542,642 |
| 60 |
122-070 |
112-290 |
9-100 |
7.9% |
0-117 |
0.3% |
47% |
False |
False |
362,280 |
| 80 |
124-110 |
112-290 |
11-140 |
9.8% |
0-088 |
0.2% |
38% |
False |
False |
271,711 |
| 100 |
124-110 |
112-290 |
11-140 |
9.8% |
0-070 |
0.2% |
38% |
False |
False |
217,369 |
| 120 |
124-110 |
112-290 |
11-140 |
9.8% |
0-059 |
0.2% |
38% |
False |
False |
181,141 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-006 |
|
2.618 |
118-312 |
|
1.618 |
118-107 |
|
1.000 |
117-300 |
|
0.618 |
117-222 |
|
HIGH |
117-095 |
|
0.618 |
117-017 |
|
0.500 |
116-312 |
|
0.382 |
116-288 |
|
LOW |
116-210 |
|
0.618 |
116-083 |
|
1.000 |
116-005 |
|
1.618 |
115-198 |
|
2.618 |
114-313 |
|
4.250 |
113-299 |
|
|
| Fisher Pivots for day following 07-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
117-058 |
117-037 |
| PP |
117-025 |
116-303 |
| S1 |
116-312 |
116-250 |
|