CBOT 10-Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 11-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2009 |
11-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
115-065 |
115-225 |
0-160 |
0.4% |
116-210 |
| High |
115-210 |
116-080 |
0-190 |
0.5% |
116-210 |
| Low |
115-060 |
115-205 |
0-145 |
0.4% |
114-250 |
| Close |
115-205 |
116-030 |
0-145 |
0.4% |
114-300 |
| Range |
0-150 |
0-195 |
0-045 |
30.0% |
1-280 |
| ATR |
0-253 |
0-249 |
-0-004 |
-1.6% |
0-000 |
| Volume |
856,784 |
504,867 |
-351,917 |
-41.1% |
4,215,261 |
|
| Daily Pivots for day following 11-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-263 |
117-182 |
116-137 |
|
| R3 |
117-068 |
116-307 |
116-084 |
|
| R2 |
116-193 |
116-193 |
116-066 |
|
| R1 |
116-112 |
116-112 |
116-048 |
116-152 |
| PP |
115-318 |
115-318 |
115-318 |
116-019 |
| S1 |
115-237 |
115-237 |
116-012 |
115-278 |
| S2 |
115-123 |
115-123 |
115-314 |
|
| S3 |
114-248 |
115-042 |
115-296 |
|
| S4 |
114-053 |
114-167 |
115-243 |
|
|
| Weekly Pivots for week ending 07-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-027 |
119-283 |
115-310 |
|
| R3 |
119-067 |
118-003 |
115-145 |
|
| R2 |
117-107 |
117-107 |
115-090 |
|
| R1 |
116-043 |
116-043 |
115-035 |
115-255 |
| PP |
115-147 |
115-147 |
115-147 |
115-092 |
| S1 |
114-083 |
114-083 |
114-245 |
113-295 |
| S2 |
113-187 |
113-187 |
114-190 |
|
| S3 |
111-227 |
112-123 |
114-135 |
|
| S4 |
109-267 |
110-163 |
113-290 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116-110 |
114-250 |
1-180 |
1.3% |
0-220 |
0.6% |
84% |
False |
False |
784,249 |
| 10 |
117-090 |
114-250 |
2-160 |
2.2% |
0-216 |
0.6% |
53% |
False |
False |
784,141 |
| 20 |
118-000 |
114-250 |
3-070 |
2.8% |
0-226 |
0.6% |
41% |
False |
False |
781,238 |
| 40 |
118-280 |
113-230 |
5-050 |
4.4% |
0-214 |
0.6% |
46% |
False |
False |
744,279 |
| 60 |
119-140 |
112-290 |
6-170 |
5.6% |
0-203 |
0.5% |
49% |
False |
False |
681,433 |
| 80 |
121-150 |
112-290 |
8-180 |
7.4% |
0-156 |
0.4% |
37% |
False |
False |
511,984 |
| 100 |
123-190 |
112-290 |
10-220 |
9.2% |
0-125 |
0.3% |
30% |
False |
False |
409,588 |
| 120 |
124-110 |
112-290 |
11-140 |
9.9% |
0-104 |
0.3% |
28% |
False |
False |
341,323 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-269 |
|
2.618 |
117-271 |
|
1.618 |
117-076 |
|
1.000 |
116-275 |
|
0.618 |
116-201 |
|
HIGH |
116-080 |
|
0.618 |
116-006 |
|
0.500 |
115-302 |
|
0.382 |
115-279 |
|
LOW |
115-205 |
|
0.618 |
115-084 |
|
1.000 |
115-010 |
|
1.618 |
114-209 |
|
2.618 |
114-014 |
|
4.250 |
113-016 |
|
|
| Fisher Pivots for day following 11-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
116-014 |
115-288 |
| PP |
115-318 |
115-227 |
| S1 |
115-302 |
115-165 |
|