CBOT 10-Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 04-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2009 |
04-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
116-210 |
116-115 |
-0-095 |
-0.3% |
115-220 |
| High |
116-210 |
116-115 |
-0-095 |
-0.3% |
117-090 |
| Low |
115-285 |
115-215 |
-0-070 |
-0.2% |
115-220 |
| Close |
116-060 |
116-015 |
-0-045 |
-0.1% |
117-090 |
| Range |
0-245 |
0-220 |
-0-025 |
-10.2% |
1-190 |
| ATR |
0-258 |
0-255 |
-0-003 |
-1.1% |
0-000 |
| Volume |
842,917 |
812,746 |
-30,171 |
-3.6% |
3,378,549 |
|
| Daily Pivots for day following 04-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-028 |
117-242 |
116-136 |
|
| R3 |
117-128 |
117-022 |
116-076 |
|
| R2 |
116-228 |
116-228 |
116-055 |
|
| R1 |
116-122 |
116-122 |
116-035 |
116-065 |
| PP |
116-008 |
116-008 |
116-008 |
115-300 |
| S1 |
115-222 |
115-222 |
115-315 |
115-165 |
| S2 |
115-108 |
115-108 |
115-295 |
|
| S3 |
114-208 |
115-002 |
115-274 |
|
| S4 |
113-308 |
114-102 |
115-214 |
|
|
| 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 |
115-215 |
1-195 |
1.4% |
0-213 |
0.6% |
23% |
False |
True |
784,033 |
| 10 |
117-235 |
115-215 |
2-020 |
1.8% |
0-197 |
0.5% |
18% |
False |
True |
767,526 |
| 20 |
118-280 |
115-215 |
3-065 |
2.8% |
0-218 |
0.6% |
12% |
False |
True |
765,035 |
| 40 |
118-280 |
112-290 |
5-310 |
5.1% |
0-208 |
0.6% |
53% |
False |
False |
732,122 |
| 60 |
120-110 |
112-290 |
7-140 |
6.4% |
0-190 |
0.5% |
42% |
False |
False |
616,773 |
| 80 |
122-070 |
112-290 |
9-100 |
8.0% |
0-143 |
0.4% |
34% |
False |
False |
462,969 |
| 100 |
124-110 |
112-290 |
11-140 |
9.9% |
0-114 |
0.3% |
27% |
False |
False |
370,375 |
| 120 |
124-110 |
112-290 |
11-140 |
9.9% |
0-095 |
0.3% |
27% |
False |
False |
308,646 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-090 |
|
2.618 |
118-051 |
|
1.618 |
117-151 |
|
1.000 |
117-015 |
|
0.618 |
116-251 |
|
HIGH |
116-115 |
|
0.618 |
116-031 |
|
0.500 |
116-005 |
|
0.382 |
115-299 |
|
LOW |
115-215 |
|
0.618 |
115-079 |
|
1.000 |
114-315 |
|
1.618 |
114-179 |
|
2.618 |
113-279 |
|
4.250 |
112-240 |
|
|
| Fisher Pivots for day following 04-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
116-012 |
116-152 |
| PP |
116-008 |
116-107 |
| S1 |
116-005 |
116-061 |
|