CBOT 10-Year T-Note Future December 2009
Trading Metrics calculated at close of trading on 13-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2009 |
13-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
114-230 |
115-190 |
0-280 |
0.8% |
114-200 |
High |
114-230 |
115-190 |
0-280 |
0.8% |
114-200 |
Low |
114-230 |
115-190 |
0-280 |
0.8% |
113-080 |
Close |
114-230 |
115-190 |
0-280 |
0.8% |
113-130 |
Range |
|
|
|
|
|
ATR |
0-170 |
0-178 |
0-008 |
4.6% |
0-000 |
Volume |
3,358 |
2,810 |
-548 |
-16.3% |
7,779 |
|
Daily Pivots for day following 13-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
115-190 |
115-190 |
115-190 |
|
R3 |
115-190 |
115-190 |
115-190 |
|
R2 |
115-190 |
115-190 |
115-190 |
|
R1 |
115-190 |
115-190 |
115-190 |
115-190 |
PP |
115-190 |
115-190 |
115-190 |
115-190 |
S1 |
115-190 |
115-190 |
115-190 |
115-190 |
S2 |
115-190 |
115-190 |
115-190 |
|
S3 |
115-190 |
115-190 |
115-190 |
|
S4 |
115-190 |
115-190 |
115-190 |
|
|
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 |
115-190 |
2.618 |
115-190 |
1.618 |
115-190 |
1.000 |
115-190 |
0.618 |
115-190 |
HIGH |
115-190 |
0.618 |
115-190 |
0.500 |
115-190 |
0.382 |
115-190 |
LOW |
115-190 |
0.618 |
115-190 |
1.000 |
115-190 |
1.618 |
115-190 |
2.618 |
115-190 |
4.250 |
115-190 |
|
|
Fisher Pivots for day following 13-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
115-190 |
115-138 |
PP |
115-190 |
115-087 |
S1 |
115-190 |
115-035 |
|