CBOT 10-Year T-Note Future December 2009
Trading Metrics calculated at close of trading on 24-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2009 |
24-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
115-220 |
116-030 |
0-130 |
0.4% |
116-130 |
High |
115-220 |
116-030 |
0-130 |
0.4% |
116-310 |
Low |
115-220 |
116-030 |
0-130 |
0.4% |
115-220 |
Close |
115-220 |
116-030 |
0-130 |
0.4% |
115-220 |
Range |
|
|
|
|
|
ATR |
0-171 |
0-168 |
-0-003 |
-1.7% |
0-000 |
Volume |
31,374 |
88,469 |
57,095 |
182.0% |
77,858 |
|
Daily Pivots for day following 24-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116-030 |
116-030 |
116-030 |
|
R3 |
116-030 |
116-030 |
116-030 |
|
R2 |
116-030 |
116-030 |
116-030 |
|
R1 |
116-030 |
116-030 |
116-030 |
116-030 |
PP |
116-030 |
116-030 |
116-030 |
116-030 |
S1 |
116-030 |
116-030 |
116-030 |
116-030 |
S2 |
116-030 |
116-030 |
116-030 |
|
S3 |
116-030 |
116-030 |
116-030 |
|
S4 |
116-030 |
116-030 |
116-030 |
|
|
Weekly Pivots for week ending 21-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-307 |
119-033 |
116-126 |
|
R3 |
118-217 |
117-263 |
116-013 |
|
R2 |
117-127 |
117-127 |
115-295 |
|
R1 |
116-173 |
116-173 |
115-258 |
116-105 |
PP |
116-037 |
116-037 |
116-037 |
116-002 |
S1 |
115-083 |
115-083 |
115-182 |
115-015 |
S2 |
114-267 |
114-267 |
115-145 |
|
S3 |
113-177 |
113-313 |
115-107 |
|
S4 |
112-087 |
112-223 |
114-314 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
116-030 |
2.618 |
116-030 |
1.618 |
116-030 |
1.000 |
116-030 |
0.618 |
116-030 |
HIGH |
116-030 |
0.618 |
116-030 |
0.500 |
116-030 |
0.382 |
116-030 |
LOW |
116-030 |
0.618 |
116-030 |
1.000 |
116-030 |
1.618 |
116-030 |
2.618 |
116-030 |
4.250 |
116-030 |
|
|
Fisher Pivots for day following 24-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
116-030 |
116-060 |
PP |
116-030 |
116-050 |
S1 |
116-030 |
116-040 |
|