CBOT 10-Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 19-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2009 |
19-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
117-185 |
118-125 |
0-260 |
0.7% |
115-065 |
| High |
117-270 |
118-125 |
0-175 |
0.5% |
117-245 |
| Low |
117-160 |
117-220 |
0-060 |
0.2% |
115-005 |
| Close |
117-165 |
117-310 |
0-145 |
0.4% |
117-085 |
| Range |
0-110 |
0-225 |
0-115 |
104.5% |
2-240 |
| ATR |
0-256 |
0-258 |
0-002 |
0.7% |
0-000 |
| Volume |
589,467 |
601,578 |
12,111 |
2.1% |
3,927,917 |
|
| Daily Pivots for day following 19-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-040 |
119-240 |
118-114 |
|
| R3 |
119-135 |
119-015 |
118-052 |
|
| R2 |
118-230 |
118-230 |
118-031 |
|
| R1 |
118-110 |
118-110 |
118-011 |
118-058 |
| PP |
118-005 |
118-005 |
118-005 |
117-299 |
| S1 |
117-205 |
117-205 |
117-289 |
117-152 |
| S2 |
117-100 |
117-100 |
117-269 |
|
| S3 |
116-195 |
116-300 |
117-248 |
|
| S4 |
115-290 |
116-075 |
117-186 |
|
|
| Weekly Pivots for week ending 14-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-298 |
123-272 |
118-249 |
|
| R3 |
122-058 |
121-032 |
118-007 |
|
| R2 |
119-138 |
119-138 |
117-246 |
|
| R1 |
118-112 |
118-112 |
117-166 |
118-285 |
| PP |
116-218 |
116-218 |
116-218 |
116-305 |
| S1 |
115-192 |
115-192 |
117-004 |
116-045 |
| S2 |
113-298 |
113-298 |
116-244 |
|
| S3 |
111-058 |
112-272 |
116-163 |
|
| S4 |
108-138 |
110-032 |
115-241 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-125 |
115-225 |
2-220 |
2.3% |
0-217 |
0.6% |
84% |
True |
False |
747,324 |
| 10 |
118-125 |
114-250 |
3-195 |
3.1% |
0-236 |
0.6% |
88% |
True |
False |
767,737 |
| 20 |
118-125 |
114-250 |
3-195 |
3.1% |
0-222 |
0.6% |
88% |
True |
False |
757,514 |
| 40 |
118-280 |
114-250 |
4-030 |
3.5% |
0-217 |
0.6% |
78% |
False |
False |
753,728 |
| 60 |
118-280 |
112-290 |
5-310 |
5.1% |
0-222 |
0.6% |
85% |
False |
False |
751,029 |
| 80 |
120-110 |
112-290 |
7-140 |
6.3% |
0-175 |
0.5% |
68% |
False |
False |
568,501 |
| 100 |
122-220 |
112-290 |
9-250 |
8.3% |
0-140 |
0.4% |
52% |
False |
False |
454,814 |
| 120 |
124-110 |
112-290 |
11-140 |
9.7% |
0-117 |
0.3% |
44% |
False |
False |
379,012 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-121 |
|
2.618 |
120-074 |
|
1.618 |
119-169 |
|
1.000 |
119-030 |
|
0.618 |
118-264 |
|
HIGH |
118-125 |
|
0.618 |
118-039 |
|
0.500 |
118-012 |
|
0.382 |
117-306 |
|
LOW |
117-220 |
|
0.618 |
117-081 |
|
1.000 |
116-315 |
|
1.618 |
116-176 |
|
2.618 |
115-271 |
|
4.250 |
114-224 |
|
|
| Fisher Pivots for day following 19-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
118-012 |
117-308 |
| PP |
118-005 |
117-305 |
| S1 |
117-318 |
117-302 |
|