CBOT 10-Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 13-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2009 |
13-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
116-090 |
115-225 |
-0-185 |
-0.5% |
116-210 |
| High |
116-120 |
117-005 |
0-205 |
0.6% |
116-210 |
| Low |
115-005 |
115-225 |
0-220 |
0.6% |
114-250 |
| Close |
116-055 |
117-005 |
0-270 |
0.7% |
114-300 |
| Range |
1-115 |
1-100 |
-0-015 |
-3.4% |
1-280 |
| ATR |
0-262 |
0-274 |
0-011 |
4.3% |
0-000 |
| Volume |
786,046 |
786,625 |
579 |
0.1% |
4,215,261 |
|
| Daily Pivots for day following 13-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-165 |
120-025 |
117-236 |
|
| R3 |
119-065 |
118-245 |
117-120 |
|
| R2 |
117-285 |
117-285 |
117-082 |
|
| R1 |
117-145 |
117-145 |
117-044 |
117-215 |
| PP |
116-185 |
116-185 |
116-185 |
116-220 |
| S1 |
116-045 |
116-045 |
116-286 |
116-115 |
| S2 |
115-085 |
115-085 |
116-248 |
|
| S3 |
113-305 |
114-265 |
116-210 |
|
| S4 |
112-205 |
113-165 |
116-094 |
|
|
| 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 |
117-005 |
114-250 |
2-075 |
1.9% |
0-303 |
0.8% |
100% |
True |
False |
744,759 |
| 10 |
117-090 |
114-250 |
2-160 |
2.1% |
0-276 |
0.7% |
89% |
False |
False |
792,096 |
| 20 |
118-000 |
114-250 |
3-070 |
2.8% |
0-248 |
0.7% |
69% |
False |
False |
763,749 |
| 40 |
118-280 |
113-230 |
5-050 |
4.4% |
0-224 |
0.6% |
64% |
False |
False |
752,955 |
| 60 |
119-140 |
112-290 |
6-170 |
5.6% |
0-218 |
0.6% |
63% |
False |
False |
707,316 |
| 80 |
120-230 |
112-290 |
7-260 |
6.7% |
0-167 |
0.4% |
53% |
False |
False |
531,642 |
| 100 |
122-280 |
112-290 |
9-310 |
8.5% |
0-134 |
0.4% |
41% |
False |
False |
425,314 |
| 120 |
124-110 |
112-290 |
11-140 |
9.8% |
0-111 |
0.3% |
36% |
False |
False |
354,429 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-190 |
|
2.618 |
120-145 |
|
1.618 |
119-045 |
|
1.000 |
118-105 |
|
0.618 |
117-265 |
|
HIGH |
117-005 |
|
0.618 |
116-165 |
|
0.500 |
116-115 |
|
0.382 |
116-065 |
|
LOW |
115-225 |
|
0.618 |
114-285 |
|
1.000 |
114-125 |
|
1.618 |
113-185 |
|
2.618 |
112-085 |
|
4.250 |
110-040 |
|
|
| Fisher Pivots for day following 13-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
116-255 |
116-218 |
| PP |
116-185 |
116-112 |
| S1 |
116-115 |
116-005 |
|