CBOT 10-Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 03-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2009 |
03-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
116-075 |
116-210 |
0-135 |
0.4% |
115-220 |
| High |
117-090 |
116-210 |
-0-200 |
-0.5% |
117-090 |
| Low |
116-075 |
115-285 |
-0-110 |
-0.3% |
115-220 |
| Close |
117-090 |
116-060 |
-1-030 |
-0.9% |
117-090 |
| Range |
1-015 |
0-245 |
-0-090 |
-26.9% |
1-190 |
| ATR |
0-244 |
0-258 |
0-014 |
5.9% |
0-000 |
| Volume |
771,377 |
842,917 |
71,540 |
9.3% |
3,378,549 |
|
| Daily Pivots for day following 03-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-173 |
118-042 |
116-195 |
|
| R3 |
117-248 |
117-117 |
116-127 |
|
| R2 |
117-003 |
117-003 |
116-105 |
|
| R1 |
116-192 |
116-192 |
116-082 |
116-135 |
| PP |
116-078 |
116-078 |
116-078 |
116-050 |
| S1 |
115-267 |
115-267 |
116-038 |
115-210 |
| S2 |
115-153 |
115-153 |
116-015 |
|
| S3 |
114-228 |
115-022 |
115-313 |
|
| S4 |
113-303 |
114-097 |
115-245 |
|
|
| Weekly Pivots for week ending 31-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-170 |
121-000 |
118-050 |
|
| R3 |
119-300 |
119-130 |
117-230 |
|
| R2 |
118-110 |
118-110 |
117-184 |
|
| R1 |
117-260 |
117-260 |
117-137 |
118-025 |
| PP |
116-240 |
116-240 |
116-240 |
116-282 |
| S1 |
116-070 |
116-070 |
117-043 |
116-155 |
| S2 |
115-050 |
115-050 |
116-316 |
|
| S3 |
113-180 |
114-200 |
116-270 |
|
| S4 |
111-310 |
113-010 |
116-130 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117-090 |
115-270 |
1-140 |
1.2% |
0-206 |
0.6% |
24% |
False |
False |
735,294 |
| 10 |
118-000 |
115-220 |
2-100 |
2.0% |
0-222 |
0.6% |
22% |
False |
False |
745,352 |
| 20 |
118-280 |
115-220 |
3-060 |
2.7% |
0-218 |
0.6% |
16% |
False |
False |
750,962 |
| 40 |
118-280 |
112-290 |
5-310 |
5.1% |
0-207 |
0.6% |
55% |
False |
False |
740,034 |
| 60 |
120-110 |
112-290 |
7-140 |
6.4% |
0-186 |
0.5% |
44% |
False |
False |
603,259 |
| 80 |
122-070 |
112-290 |
9-100 |
8.0% |
0-140 |
0.4% |
35% |
False |
False |
452,809 |
| 100 |
124-110 |
112-290 |
11-140 |
9.8% |
0-112 |
0.3% |
29% |
False |
False |
362,248 |
| 120 |
124-110 |
112-290 |
11-140 |
9.8% |
0-093 |
0.3% |
29% |
False |
False |
301,874 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-291 |
|
2.618 |
118-211 |
|
1.618 |
117-286 |
|
1.000 |
117-135 |
|
0.618 |
117-041 |
|
HIGH |
116-210 |
|
0.618 |
116-116 |
|
0.500 |
116-088 |
|
0.382 |
116-059 |
|
LOW |
115-285 |
|
0.618 |
115-134 |
|
1.000 |
115-040 |
|
1.618 |
114-209 |
|
2.618 |
113-284 |
|
4.250 |
112-204 |
|
|
| Fisher Pivots for day following 03-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
116-088 |
116-180 |
| PP |
116-078 |
116-140 |
| S1 |
116-069 |
116-100 |
|