CBOT 10-Year T-Note Future December 2009
Trading Metrics calculated at close of trading on 03-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2009 |
03-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
115-270 |
114-200 |
-1-070 |
-1.1% |
114-190 |
High |
115-270 |
114-200 |
-1-070 |
-1.1% |
115-270 |
Low |
115-270 |
114-200 |
-1-070 |
-1.1% |
114-180 |
Close |
115-270 |
114-230 |
-1-040 |
-1.0% |
115-270 |
Range |
|
|
|
|
|
ATR |
0-168 |
0-184 |
0-016 |
9.4% |
0-000 |
Volume |
1,585 |
674 |
-911 |
-57.5% |
3,295 |
|
Daily Pivots for day following 03-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114-210 |
114-220 |
114-230 |
|
R3 |
114-210 |
114-220 |
114-230 |
|
R2 |
114-210 |
114-210 |
114-230 |
|
R1 |
114-220 |
114-220 |
114-230 |
114-215 |
PP |
114-210 |
114-210 |
114-210 |
114-208 |
S1 |
114-220 |
114-220 |
114-230 |
114-215 |
S2 |
114-210 |
114-210 |
114-230 |
|
S3 |
114-210 |
114-220 |
114-230 |
|
S4 |
114-210 |
114-220 |
114-230 |
|
|
Weekly Pivots for week ending 31-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-083 |
118-267 |
116-176 |
|
R3 |
117-313 |
117-177 |
116-063 |
|
R2 |
116-223 |
116-223 |
116-025 |
|
R1 |
116-087 |
116-087 |
115-308 |
116-155 |
PP |
115-133 |
115-133 |
115-133 |
115-168 |
S1 |
114-317 |
114-317 |
115-232 |
115-065 |
S2 |
114-043 |
114-043 |
115-195 |
|
S3 |
112-273 |
113-227 |
115-157 |
|
S4 |
111-183 |
112-137 |
115-044 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
114-200 |
2.618 |
114-200 |
1.618 |
114-200 |
1.000 |
114-200 |
0.618 |
114-200 |
HIGH |
114-200 |
0.618 |
114-200 |
0.500 |
114-200 |
0.382 |
114-200 |
LOW |
114-200 |
0.618 |
114-200 |
1.000 |
114-200 |
1.618 |
114-200 |
2.618 |
114-200 |
4.250 |
114-200 |
|
|
Fisher Pivots for day following 03-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
114-220 |
115-075 |
PP |
114-210 |
115-020 |
S1 |
114-200 |
114-285 |
|