CBOT 10-Year T-Note Future December 2009
| Trading Metrics calculated at close of trading on 27-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2009 |
27-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
116-200 |
116-150 |
-0-050 |
-0.1% |
116-130 |
| High |
116-200 |
116-210 |
0-010 |
0.0% |
116-310 |
| Low |
116-200 |
116-110 |
-0-090 |
-0.2% |
115-220 |
| Close |
116-200 |
116-170 |
-0-030 |
-0.1% |
115-220 |
| Range |
0-000 |
0-100 |
0-100 |
|
1-090 |
| ATR |
0-157 |
0-153 |
-0-004 |
-2.6% |
0-000 |
| Volume |
219,364 |
412,785 |
193,421 |
88.2% |
77,858 |
|
| Daily Pivots for day following 27-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-143 |
117-097 |
116-225 |
|
| R3 |
117-043 |
116-317 |
116-198 |
|
| R2 |
116-263 |
116-263 |
116-188 |
|
| R1 |
116-217 |
116-217 |
116-179 |
116-240 |
| PP |
116-163 |
116-163 |
116-163 |
116-175 |
| S1 |
116-117 |
116-117 |
116-161 |
116-140 |
| S2 |
116-063 |
116-063 |
116-152 |
|
| S3 |
115-283 |
116-017 |
116-142 |
|
| S4 |
115-183 |
115-237 |
116-115 |
|
|
| 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 |
117-315 |
|
2.618 |
117-152 |
|
1.618 |
117-052 |
|
1.000 |
116-310 |
|
0.618 |
116-272 |
|
HIGH |
116-210 |
|
0.618 |
116-172 |
|
0.500 |
116-160 |
|
0.382 |
116-148 |
|
LOW |
116-110 |
|
0.618 |
116-048 |
|
1.000 |
116-010 |
|
1.618 |
115-268 |
|
2.618 |
115-168 |
|
4.250 |
115-005 |
|
|
| Fisher Pivots for day following 27-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
116-167 |
116-167 |
| PP |
116-163 |
116-163 |
| S1 |
116-160 |
116-160 |
|