CBOT 10-Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 24-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2009 |
24-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
117-125 |
116-115 |
-1-010 |
-0.9% |
116-030 |
| High |
117-125 |
116-120 |
-1-005 |
-0.9% |
118-000 |
| Low |
116-010 |
116-110 |
0-100 |
0.3% |
116-010 |
| Close |
116-010 |
116-120 |
0-110 |
0.3% |
116-120 |
| Range |
1-115 |
0-010 |
-1-105 |
-97.7% |
1-310 |
| ATR |
0-271 |
0-259 |
-0-011 |
-4.2% |
0-000 |
| Volume |
713,122 |
959,038 |
245,916 |
34.5% |
3,947,356 |
|
| Daily Pivots for day following 24-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-147 |
116-143 |
116-126 |
|
| R3 |
116-137 |
116-133 |
116-123 |
|
| R2 |
116-127 |
116-127 |
116-122 |
|
| R1 |
116-123 |
116-123 |
116-121 |
116-125 |
| PP |
116-117 |
116-117 |
116-117 |
116-118 |
| S1 |
116-113 |
116-113 |
116-119 |
116-115 |
| S2 |
116-107 |
116-107 |
116-118 |
|
| S3 |
116-097 |
116-103 |
116-117 |
|
| S4 |
116-087 |
116-093 |
116-114 |
|
|
| Weekly Pivots for week ending 24-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-227 |
121-163 |
117-146 |
|
| R3 |
120-237 |
119-173 |
116-293 |
|
| R2 |
118-247 |
118-247 |
116-236 |
|
| R1 |
117-183 |
117-183 |
116-178 |
118-055 |
| PP |
116-257 |
116-257 |
116-257 |
117-032 |
| S1 |
115-193 |
115-193 |
116-062 |
116-065 |
| S2 |
114-267 |
114-267 |
116-004 |
|
| S3 |
112-277 |
113-203 |
115-267 |
|
| S4 |
110-287 |
111-213 |
115-094 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-000 |
116-010 |
1-310 |
1.7% |
0-274 |
0.7% |
17% |
False |
False |
789,471 |
| 10 |
118-270 |
116-010 |
2-260 |
2.4% |
0-235 |
0.6% |
12% |
False |
False |
781,255 |
| 20 |
118-280 |
115-235 |
3-045 |
2.7% |
0-206 |
0.6% |
20% |
False |
False |
756,916 |
| 40 |
118-280 |
112-290 |
5-310 |
5.1% |
0-221 |
0.6% |
58% |
False |
False |
764,134 |
| 60 |
120-110 |
112-290 |
7-140 |
6.4% |
0-167 |
0.4% |
47% |
False |
False |
533,251 |
| 80 |
122-220 |
112-290 |
9-250 |
8.4% |
0-126 |
0.3% |
35% |
False |
False |
400,041 |
| 100 |
124-110 |
112-290 |
11-140 |
9.8% |
0-100 |
0.3% |
30% |
False |
False |
320,033 |
| 120 |
124-110 |
112-290 |
11-140 |
9.8% |
0-084 |
0.2% |
30% |
False |
False |
266,695 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-162 |
|
2.618 |
116-146 |
|
1.618 |
116-136 |
|
1.000 |
116-130 |
|
0.618 |
116-126 |
|
HIGH |
116-120 |
|
0.618 |
116-116 |
|
0.500 |
116-115 |
|
0.382 |
116-114 |
|
LOW |
116-110 |
|
0.618 |
116-104 |
|
1.000 |
116-100 |
|
1.618 |
116-094 |
|
2.618 |
116-084 |
|
4.250 |
116-068 |
|
|
| Fisher Pivots for day following 24-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
116-118 |
116-282 |
| PP |
116-117 |
116-228 |
| S1 |
116-115 |
116-174 |
|