CBOT 10-Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 09-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2009 |
09-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
119-085 |
118-065 |
-1-020 |
-0.9% |
118-075 |
| High |
119-085 |
118-120 |
-0-285 |
-0.7% |
119-125 |
| Low |
118-125 |
118-065 |
-0-060 |
-0.2% |
118-060 |
| Close |
118-125 |
118-120 |
-0-005 |
0.0% |
118-125 |
| Range |
0-280 |
0-055 |
-0-225 |
-80.4% |
1-065 |
| ATR |
0-246 |
0-233 |
-0-013 |
-5.4% |
0-000 |
| Volume |
44,884 |
46,932 |
2,048 |
4.6% |
1,225,730 |
|
| Daily Pivots for day following 09-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-267 |
118-248 |
118-150 |
|
| R3 |
118-212 |
118-193 |
118-135 |
|
| R2 |
118-157 |
118-157 |
118-130 |
|
| R1 |
118-138 |
118-138 |
118-125 |
118-148 |
| PP |
118-102 |
118-102 |
118-102 |
118-106 |
| S1 |
118-083 |
118-083 |
118-115 |
118-092 |
| S2 |
118-047 |
118-047 |
118-110 |
|
| S3 |
117-312 |
118-028 |
118-105 |
|
| S4 |
117-257 |
117-293 |
118-090 |
|
|
| Weekly Pivots for week ending 04-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-085 |
121-170 |
119-017 |
|
| R3 |
121-020 |
120-105 |
118-231 |
|
| R2 |
119-275 |
119-275 |
118-196 |
|
| R1 |
119-040 |
119-040 |
118-160 |
119-158 |
| PP |
118-210 |
118-210 |
118-210 |
118-269 |
| S1 |
117-295 |
117-295 |
118-090 |
118-092 |
| S2 |
117-145 |
117-145 |
118-054 |
|
| S3 |
116-080 |
116-230 |
118-019 |
|
| S4 |
115-015 |
115-165 |
117-233 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-125 |
118-065 |
1-060 |
1.0% |
0-126 |
0.3% |
14% |
False |
True |
86,623 |
| 10 |
120-095 |
117-120 |
2-295 |
2.5% |
0-212 |
0.6% |
34% |
False |
False |
530,144 |
| 20 |
120-095 |
115-005 |
5-090 |
4.5% |
0-221 |
0.6% |
64% |
False |
False |
641,842 |
| 40 |
120-095 |
114-250 |
5-165 |
4.7% |
0-222 |
0.6% |
65% |
False |
False |
711,557 |
| 60 |
120-095 |
113-230 |
6-185 |
5.6% |
0-214 |
0.6% |
71% |
False |
False |
711,297 |
| 80 |
120-095 |
112-290 |
7-125 |
6.2% |
0-205 |
0.5% |
74% |
False |
False |
665,381 |
| 100 |
121-150 |
112-290 |
8-180 |
7.2% |
0-167 |
0.4% |
64% |
False |
False |
532,907 |
| 120 |
123-190 |
112-290 |
10-220 |
9.0% |
0-139 |
0.4% |
51% |
False |
False |
444,090 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-034 |
|
2.618 |
118-264 |
|
1.618 |
118-209 |
|
1.000 |
118-175 |
|
0.618 |
118-154 |
|
HIGH |
118-120 |
|
0.618 |
118-099 |
|
0.500 |
118-092 |
|
0.382 |
118-086 |
|
LOW |
118-065 |
|
0.618 |
118-031 |
|
1.000 |
118-010 |
|
1.618 |
117-296 |
|
2.618 |
117-241 |
|
4.250 |
117-151 |
|
|
| Fisher Pivots for day following 09-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
118-111 |
118-235 |
| PP |
118-102 |
118-197 |
| S1 |
118-092 |
118-158 |
|