CBOT 10-Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 02-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2009 |
02-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
118-130 |
118-305 |
0-175 |
0.5% |
116-300 |
| High |
118-275 |
119-125 |
0-170 |
0.4% |
120-095 |
| Low |
118-130 |
118-305 |
0-175 |
0.5% |
116-300 |
| Close |
118-275 |
119-125 |
0-170 |
0.4% |
118-010 |
| Range |
0-145 |
0-140 |
-0-005 |
-3.4% |
3-115 |
| ATR |
0-261 |
0-255 |
-0-007 |
-2.5% |
0-000 |
| Volume |
159,723 |
120,793 |
-38,930 |
-24.4% |
4,948,923 |
|
| Daily Pivots for day following 02-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-178 |
120-132 |
119-202 |
|
| R3 |
120-038 |
119-312 |
119-164 |
|
| R2 |
119-218 |
119-218 |
119-151 |
|
| R1 |
119-172 |
119-172 |
119-138 |
119-195 |
| PP |
119-078 |
119-078 |
119-078 |
119-090 |
| S1 |
119-032 |
119-032 |
119-112 |
119-055 |
| S2 |
118-258 |
118-258 |
119-099 |
|
| S3 |
118-118 |
118-212 |
119-086 |
|
| S4 |
117-298 |
118-072 |
119-048 |
|
|
| Weekly Pivots for week ending 28-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-160 |
126-200 |
119-281 |
|
| R3 |
125-045 |
123-085 |
118-306 |
|
| R2 |
121-250 |
121-250 |
118-207 |
|
| R1 |
119-290 |
119-290 |
118-109 |
120-270 |
| PP |
118-135 |
118-135 |
118-135 |
118-285 |
| S1 |
116-175 |
116-175 |
117-231 |
117-155 |
| S2 |
115-020 |
115-020 |
117-133 |
|
| S3 |
111-225 |
113-060 |
117-034 |
|
| S4 |
108-110 |
109-265 |
116-059 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-095 |
117-155 |
2-260 |
2.4% |
0-299 |
0.8% |
68% |
False |
False |
693,387 |
| 10 |
120-095 |
116-300 |
3-115 |
2.8% |
0-236 |
0.6% |
73% |
False |
False |
765,670 |
| 20 |
120-095 |
114-250 |
5-165 |
4.6% |
0-236 |
0.6% |
84% |
False |
False |
766,704 |
| 40 |
120-095 |
114-250 |
5-165 |
4.6% |
0-224 |
0.6% |
84% |
False |
False |
767,757 |
| 60 |
120-095 |
112-290 |
7-125 |
6.2% |
0-220 |
0.6% |
88% |
False |
False |
746,180 |
| 80 |
120-110 |
112-290 |
7-140 |
6.2% |
0-205 |
0.5% |
87% |
False |
False |
663,802 |
| 100 |
122-070 |
112-290 |
9-100 |
7.8% |
0-164 |
0.4% |
70% |
False |
False |
531,381 |
| 120 |
124-110 |
112-290 |
11-140 |
9.6% |
0-137 |
0.4% |
57% |
False |
False |
442,818 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-080 |
|
2.618 |
120-172 |
|
1.618 |
120-032 |
|
1.000 |
119-265 |
|
0.618 |
119-212 |
|
HIGH |
119-125 |
|
0.618 |
119-072 |
|
0.500 |
119-055 |
|
0.382 |
119-038 |
|
LOW |
118-305 |
|
0.618 |
118-218 |
|
1.000 |
118-165 |
|
1.618 |
118-078 |
|
2.618 |
117-258 |
|
4.250 |
117-030 |
|
|
| Fisher Pivots for day following 02-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
119-102 |
119-061 |
| PP |
119-078 |
118-317 |
| S1 |
119-055 |
118-252 |
|