CBOT 10-Year T-Note Future December 2009
Trading Metrics calculated at close of trading on 26-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2009 |
26-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
116-140 |
116-200 |
0-060 |
0.2% |
116-130 |
High |
116-140 |
116-200 |
0-060 |
0.2% |
116-310 |
Low |
116-140 |
116-200 |
0-060 |
0.2% |
115-220 |
Close |
116-140 |
116-200 |
0-060 |
0.2% |
115-220 |
Range |
|
|
|
|
|
ATR |
0-164 |
0-157 |
-0-007 |
-4.5% |
0-000 |
Volume |
118,129 |
219,364 |
101,235 |
85.7% |
77,858 |
|
Daily Pivots for day following 26-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116-200 |
116-200 |
116-200 |
|
R3 |
116-200 |
116-200 |
116-200 |
|
R2 |
116-200 |
116-200 |
116-200 |
|
R1 |
116-200 |
116-200 |
116-200 |
116-200 |
PP |
116-200 |
116-200 |
116-200 |
116-200 |
S1 |
116-200 |
116-200 |
116-200 |
116-200 |
S2 |
116-200 |
116-200 |
116-200 |
|
S3 |
116-200 |
116-200 |
116-200 |
|
S4 |
116-200 |
116-200 |
116-200 |
|
|
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 |
116-200 |
2.618 |
116-200 |
1.618 |
116-200 |
1.000 |
116-200 |
0.618 |
116-200 |
HIGH |
116-200 |
0.618 |
116-200 |
0.500 |
116-200 |
0.382 |
116-200 |
LOW |
116-200 |
0.618 |
116-200 |
1.000 |
116-200 |
1.618 |
116-200 |
2.618 |
116-200 |
4.250 |
116-200 |
|
|
Fisher Pivots for day following 26-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
116-200 |
116-172 |
PP |
116-200 |
116-143 |
S1 |
116-200 |
116-115 |
|