CBOT 10-Year T-Note Future December 2009
Trading Metrics calculated at close of trading on 11-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2009 |
11-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
114-040 |
114-200 |
0-160 |
0.4% |
114-200 |
High |
114-040 |
114-200 |
0-160 |
0.4% |
114-200 |
Low |
114-040 |
114-200 |
0-160 |
0.4% |
113-080 |
Close |
114-040 |
114-200 |
0-160 |
0.4% |
113-130 |
Range |
|
|
|
|
|
ATR |
0-183 |
0-181 |
-0-002 |
-0.9% |
0-000 |
Volume |
1,865 |
1,176 |
-689 |
-36.9% |
7,779 |
|
Daily Pivots for day following 11-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114-200 |
114-200 |
114-200 |
|
R3 |
114-200 |
114-200 |
114-200 |
|
R2 |
114-200 |
114-200 |
114-200 |
|
R1 |
114-200 |
114-200 |
114-200 |
114-200 |
PP |
114-200 |
114-200 |
114-200 |
114-200 |
S1 |
114-200 |
114-200 |
114-200 |
114-200 |
S2 |
114-200 |
114-200 |
114-200 |
|
S3 |
114-200 |
114-200 |
114-200 |
|
S4 |
114-200 |
114-200 |
114-200 |
|
|
Weekly Pivots for week ending 07-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117-283 |
117-007 |
114-052 |
|
R3 |
116-163 |
115-207 |
113-251 |
|
R2 |
115-043 |
115-043 |
113-211 |
|
R1 |
114-087 |
114-087 |
113-170 |
114-005 |
PP |
113-243 |
113-243 |
113-243 |
113-202 |
S1 |
112-287 |
112-287 |
113-090 |
112-205 |
S2 |
112-123 |
112-123 |
113-049 |
|
S3 |
111-003 |
111-167 |
113-009 |
|
S4 |
109-203 |
110-047 |
112-208 |
|
|
|
|
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 11-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
114-200 |
114-127 |
PP |
114-200 |
114-053 |
S1 |
114-200 |
113-300 |
|