CBOT 10-Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 03-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2009 |
03-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
118-305 |
119-020 |
0-035 |
0.1% |
116-300 |
| High |
119-125 |
119-030 |
-0-095 |
-0.2% |
120-095 |
| Low |
118-305 |
119-020 |
0-035 |
0.1% |
116-300 |
| Close |
119-125 |
119-030 |
-0-095 |
-0.2% |
118-010 |
| Range |
0-140 |
0-010 |
-0-130 |
-92.9% |
3-115 |
| ATR |
0-255 |
0-244 |
-0-011 |
-4.2% |
0-000 |
| Volume |
120,793 |
60,784 |
-60,009 |
-49.7% |
4,948,923 |
|
| Daily Pivots for day following 03-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-057 |
119-053 |
119-036 |
|
| R3 |
119-047 |
119-043 |
119-033 |
|
| R2 |
119-037 |
119-037 |
119-032 |
|
| R1 |
119-033 |
119-033 |
119-031 |
119-035 |
| PP |
119-027 |
119-027 |
119-027 |
119-028 |
| S1 |
119-023 |
119-023 |
119-029 |
119-025 |
| S2 |
119-017 |
119-017 |
119-028 |
|
| S3 |
119-007 |
119-013 |
119-027 |
|
| S4 |
118-317 |
119-003 |
119-024 |
|
|
| 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% |
0-262 |
0.7% |
57% |
False |
False |
497,273 |
| 10 |
120-095 |
116-300 |
3-115 |
2.8% |
0-228 |
0.6% |
64% |
False |
False |
677,290 |
| 20 |
120-095 |
114-250 |
5-165 |
4.6% |
0-228 |
0.6% |
78% |
False |
False |
719,564 |
| 40 |
120-095 |
114-250 |
5-165 |
4.6% |
0-221 |
0.6% |
78% |
False |
False |
745,273 |
| 60 |
120-095 |
112-290 |
7-125 |
6.2% |
0-218 |
0.6% |
84% |
False |
False |
737,501 |
| 80 |
120-110 |
112-290 |
7-140 |
6.2% |
0-205 |
0.5% |
83% |
False |
False |
664,454 |
| 100 |
122-070 |
112-290 |
9-100 |
7.8% |
0-164 |
0.4% |
66% |
False |
False |
531,989 |
| 120 |
124-110 |
112-290 |
11-140 |
9.6% |
0-137 |
0.4% |
54% |
False |
False |
443,324 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-072 |
|
2.618 |
119-056 |
|
1.618 |
119-046 |
|
1.000 |
119-040 |
|
0.618 |
119-036 |
|
HIGH |
119-030 |
|
0.618 |
119-026 |
|
0.500 |
119-025 |
|
0.382 |
119-024 |
|
LOW |
119-020 |
|
0.618 |
119-014 |
|
1.000 |
119-010 |
|
1.618 |
119-004 |
|
2.618 |
118-314 |
|
4.250 |
118-298 |
|
|
| Fisher Pivots for day following 03-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
119-028 |
119-009 |
| PP |
119-027 |
118-308 |
| S1 |
119-025 |
118-288 |
|