CBOT 10-Year T-Note Future December 2009
Trading Metrics calculated at close of trading on 17-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2009 |
17-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
115-280 |
116-130 |
0-170 |
0.5% |
114-040 |
High |
115-280 |
116-130 |
0-170 |
0.5% |
115-280 |
Low |
115-280 |
116-130 |
0-170 |
0.5% |
114-040 |
Close |
115-280 |
116-120 |
0-160 |
0.4% |
115-280 |
Range |
|
|
|
|
|
ATR |
0-172 |
0-172 |
0-000 |
-0.1% |
0-000 |
Volume |
2,256 |
3,071 |
815 |
36.1% |
11,465 |
|
Daily Pivots for day following 17-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116-127 |
116-123 |
116-120 |
|
R3 |
116-127 |
116-123 |
116-120 |
|
R2 |
116-127 |
116-127 |
116-120 |
|
R1 |
116-123 |
116-123 |
116-120 |
116-125 |
PP |
116-127 |
116-127 |
116-127 |
116-128 |
S1 |
116-123 |
116-123 |
116-120 |
116-125 |
S2 |
116-127 |
116-127 |
116-120 |
|
S3 |
116-127 |
116-123 |
116-120 |
|
S4 |
116-127 |
116-123 |
116-120 |
|
|
Weekly Pivots for week ending 14-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-173 |
119-307 |
116-268 |
|
R3 |
118-253 |
118-067 |
116-114 |
|
R2 |
117-013 |
117-013 |
116-063 |
|
R1 |
116-147 |
116-147 |
116-011 |
116-240 |
PP |
115-093 |
115-093 |
115-093 |
115-140 |
S1 |
114-227 |
114-227 |
115-229 |
115-000 |
S2 |
113-173 |
113-173 |
115-177 |
|
S3 |
111-253 |
112-307 |
115-126 |
|
S4 |
110-013 |
111-067 |
114-292 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
116-130 |
2.618 |
116-130 |
1.618 |
116-130 |
1.000 |
116-130 |
0.618 |
116-130 |
HIGH |
116-130 |
0.618 |
116-130 |
0.500 |
116-130 |
0.382 |
116-130 |
LOW |
116-130 |
0.618 |
116-130 |
1.000 |
116-130 |
1.618 |
116-130 |
2.618 |
116-130 |
4.250 |
116-130 |
|
|
Fisher Pivots for day following 17-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
116-130 |
116-080 |
PP |
116-127 |
116-040 |
S1 |
116-123 |
116-000 |
|