CBOT 10-Year T-Note Future December 2009
Trading Metrics calculated at close of trading on 22-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2009 |
22-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
116-100 |
115-250 |
-0-170 |
-0.5% |
117-070 |
High |
116-100 |
115-250 |
-0-170 |
-0.5% |
117-070 |
Low |
116-100 |
115-250 |
-0-170 |
-0.5% |
114-300 |
Close |
116-100 |
115-250 |
-0-170 |
-0.5% |
114-300 |
Range |
|
|
|
|
|
ATR |
|
|
|
|
|
Volume |
1,050 |
2,465 |
1,415 |
134.8% |
4,784 |
|
Daily Pivots for day following 22-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
115-250 |
115-250 |
115-250 |
|
R3 |
115-250 |
115-250 |
115-250 |
|
R2 |
115-250 |
115-250 |
115-250 |
|
R1 |
115-250 |
115-250 |
115-250 |
115-250 |
PP |
115-250 |
115-250 |
115-250 |
115-250 |
S1 |
115-250 |
115-250 |
115-250 |
115-250 |
S2 |
115-250 |
115-250 |
115-250 |
|
S3 |
115-250 |
115-250 |
115-250 |
|
S4 |
115-250 |
115-250 |
115-250 |
|
|
Weekly Pivots for week ending 17-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-173 |
121-007 |
116-062 |
|
R3 |
120-083 |
118-237 |
115-181 |
|
R2 |
117-313 |
117-313 |
115-114 |
|
R1 |
116-147 |
116-147 |
115-047 |
116-025 |
PP |
115-223 |
115-223 |
115-223 |
115-162 |
S1 |
114-057 |
114-057 |
114-233 |
113-255 |
S2 |
113-133 |
113-133 |
114-166 |
|
S3 |
111-043 |
111-287 |
114-099 |
|
S4 |
108-273 |
109-197 |
113-218 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
115-250 |
2.618 |
115-250 |
1.618 |
115-250 |
1.000 |
115-250 |
0.618 |
115-250 |
HIGH |
115-250 |
0.618 |
115-250 |
0.500 |
115-250 |
0.382 |
115-250 |
LOW |
115-250 |
0.618 |
115-250 |
1.000 |
115-250 |
1.618 |
115-250 |
2.618 |
115-250 |
4.250 |
115-250 |
|
|
Fisher Pivots for day following 22-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
115-250 |
115-295 |
PP |
115-250 |
115-280 |
S1 |
115-250 |
115-265 |
|