CBOT 10-Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 29-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2009 |
29-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
116-020 |
116-065 |
0-045 |
0.1% |
116-030 |
| High |
116-205 |
116-105 |
-0-100 |
-0.3% |
118-000 |
| Low |
116-020 |
116-000 |
-0-020 |
-0.1% |
116-010 |
| Close |
116-025 |
116-000 |
-0-025 |
-0.1% |
116-120 |
| Range |
0-185 |
0-105 |
-0-080 |
-43.2% |
1-310 |
| ATR |
0-252 |
0-241 |
-0-010 |
-4.2% |
0-000 |
| Volume |
569,051 |
730,450 |
161,399 |
28.4% |
3,947,356 |
|
| Daily Pivots for day following 29-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-030 |
116-280 |
116-058 |
|
| R3 |
116-245 |
116-175 |
116-029 |
|
| R2 |
116-140 |
116-140 |
116-019 |
|
| R1 |
116-070 |
116-070 |
116-010 |
116-052 |
| PP |
116-035 |
116-035 |
116-035 |
116-026 |
| S1 |
115-285 |
115-285 |
115-310 |
115-268 |
| S2 |
115-250 |
115-250 |
115-301 |
|
| S3 |
115-145 |
115-180 |
115-291 |
|
| S4 |
115-040 |
115-075 |
115-262 |
|
|
| 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 |
117-125 |
115-220 |
1-225 |
1.5% |
0-170 |
0.5% |
18% |
False |
False |
703,330 |
| 10 |
118-000 |
115-220 |
2-100 |
2.0% |
0-222 |
0.6% |
14% |
False |
False |
760,880 |
| 20 |
118-280 |
115-220 |
3-060 |
2.7% |
0-208 |
0.6% |
10% |
False |
False |
745,569 |
| 40 |
118-280 |
112-290 |
5-310 |
5.1% |
0-208 |
0.6% |
52% |
False |
False |
744,225 |
| 60 |
120-110 |
112-290 |
7-140 |
6.4% |
0-174 |
0.5% |
42% |
False |
False |
563,872 |
| 80 |
122-070 |
112-290 |
9-100 |
8.0% |
0-131 |
0.4% |
33% |
False |
False |
423,097 |
| 100 |
124-110 |
112-290 |
11-140 |
9.9% |
0-104 |
0.3% |
27% |
False |
False |
338,478 |
| 120 |
124-110 |
112-290 |
11-140 |
9.9% |
0-087 |
0.2% |
27% |
False |
False |
282,065 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-231 |
|
2.618 |
117-060 |
|
1.618 |
116-275 |
|
1.000 |
116-210 |
|
0.618 |
116-170 |
|
HIGH |
116-105 |
|
0.618 |
116-065 |
|
0.500 |
116-052 |
|
0.382 |
116-040 |
|
LOW |
116-000 |
|
0.618 |
115-255 |
|
1.000 |
115-215 |
|
1.618 |
115-150 |
|
2.618 |
115-045 |
|
4.250 |
114-194 |
|
|
| Fisher Pivots for day following 29-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
116-052 |
116-052 |
| PP |
116-035 |
116-035 |
| S1 |
116-018 |
116-018 |
|