CBOT 10-Year T-Note Future December 2009
Trading Metrics calculated at close of trading on 06-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2009 |
06-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
114-020 |
114-100 |
0-080 |
0.2% |
114-190 |
High |
114-020 |
114-100 |
0-080 |
0.2% |
115-270 |
Low |
114-020 |
114-100 |
0-080 |
0.2% |
114-180 |
Close |
114-020 |
114-100 |
0-080 |
0.2% |
115-270 |
Range |
|
|
|
|
|
ATR |
0-174 |
0-167 |
-0-007 |
-3.9% |
0-000 |
Volume |
936 |
870 |
-66 |
-7.1% |
3,295 |
|
Daily Pivots for day following 06-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114-100 |
114-100 |
114-100 |
|
R3 |
114-100 |
114-100 |
114-100 |
|
R2 |
114-100 |
114-100 |
114-100 |
|
R1 |
114-100 |
114-100 |
114-100 |
114-100 |
PP |
114-100 |
114-100 |
114-100 |
114-100 |
S1 |
114-100 |
114-100 |
114-100 |
114-100 |
S2 |
114-100 |
114-100 |
114-100 |
|
S3 |
114-100 |
114-100 |
114-100 |
|
S4 |
114-100 |
114-100 |
114-100 |
|
|
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 |
114-100 |
2.618 |
114-100 |
1.618 |
114-100 |
1.000 |
114-100 |
0.618 |
114-100 |
HIGH |
114-100 |
0.618 |
114-100 |
0.500 |
114-100 |
0.382 |
114-100 |
LOW |
114-100 |
0.618 |
114-100 |
1.000 |
114-100 |
1.618 |
114-100 |
2.618 |
114-100 |
4.250 |
114-100 |
|
|
Fisher Pivots for day following 06-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
114-100 |
114-110 |
PP |
114-100 |
114-107 |
S1 |
114-100 |
114-103 |
|