CBOT 10-Year T-Note Future December 2009
Trading Metrics calculated at close of trading on 29-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2009 |
29-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
114-200 |
114-180 |
-0-020 |
-0.1% |
115-170 |
High |
114-200 |
114-180 |
-0-020 |
-0.1% |
116-100 |
Low |
114-200 |
114-180 |
-0-020 |
-0.1% |
114-190 |
Close |
114-200 |
114-180 |
-0-020 |
-0.1% |
114-300 |
Range |
|
|
|
|
|
ATR |
0-172 |
0-162 |
-0-011 |
-6.3% |
0-000 |
Volume |
121 |
597 |
476 |
393.4% |
3,956 |
|
Daily Pivots for day following 29-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114-180 |
114-180 |
114-180 |
|
R3 |
114-180 |
114-180 |
114-180 |
|
R2 |
114-180 |
114-180 |
114-180 |
|
R1 |
114-180 |
114-180 |
114-180 |
114-180 |
PP |
114-180 |
114-180 |
114-180 |
114-180 |
S1 |
114-180 |
114-180 |
114-180 |
114-180 |
S2 |
114-180 |
114-180 |
114-180 |
|
S3 |
114-180 |
114-180 |
114-180 |
|
S4 |
114-180 |
114-180 |
114-180 |
|
|
Weekly Pivots for week ending 24-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-140 |
119-130 |
115-282 |
|
R3 |
118-230 |
117-220 |
115-131 |
|
R2 |
117-000 |
117-000 |
115-081 |
|
R1 |
115-310 |
115-310 |
115-030 |
115-200 |
PP |
115-090 |
115-090 |
115-090 |
115-035 |
S1 |
114-080 |
114-080 |
114-250 |
113-290 |
S2 |
113-180 |
113-180 |
114-199 |
|
S3 |
111-270 |
112-170 |
114-149 |
|
S4 |
110-040 |
110-260 |
113-318 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
114-180 |
2.618 |
114-180 |
1.618 |
114-180 |
1.000 |
114-180 |
0.618 |
114-180 |
HIGH |
114-180 |
0.618 |
114-180 |
0.500 |
114-180 |
0.382 |
114-180 |
LOW |
114-180 |
0.618 |
114-180 |
1.000 |
114-180 |
1.618 |
114-180 |
2.618 |
114-180 |
4.250 |
114-180 |
|
|
Fisher Pivots for day following 29-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
114-180 |
114-190 |
PP |
114-180 |
114-187 |
S1 |
114-180 |
114-183 |
|