CBOT 10-Year T-Note Future December 2009
| Trading Metrics calculated at close of trading on 01-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2009 |
01-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
117-005 |
117-080 |
0-075 |
0.2% |
116-030 |
| High |
117-070 |
117-210 |
0-140 |
0.4% |
116-260 |
| Low |
116-315 |
117-000 |
0-005 |
0.0% |
116-030 |
| Close |
117-070 |
117-170 |
0-100 |
0.3% |
116-230 |
| Range |
0-075 |
0-210 |
0-135 |
180.0% |
0-230 |
| ATR |
0-152 |
0-156 |
0-004 |
2.7% |
0-000 |
| Volume |
452,038 |
529,813 |
77,775 |
17.2% |
1,421,890 |
|
| Daily Pivots for day following 01-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-117 |
119-033 |
117-286 |
|
| R3 |
118-227 |
118-143 |
117-228 |
|
| R2 |
118-017 |
118-017 |
117-208 |
|
| R1 |
117-253 |
117-253 |
117-189 |
117-295 |
| PP |
117-127 |
117-127 |
117-127 |
117-148 |
| S1 |
117-043 |
117-043 |
117-151 |
117-085 |
| S2 |
116-237 |
116-237 |
117-132 |
|
| S3 |
116-027 |
116-153 |
117-112 |
|
| S4 |
115-137 |
115-263 |
117-054 |
|
|
| Weekly Pivots for week ending 28-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-223 |
118-137 |
117-036 |
|
| R3 |
117-313 |
117-227 |
116-293 |
|
| R2 |
117-083 |
117-083 |
116-272 |
|
| R1 |
116-317 |
116-317 |
116-251 |
117-040 |
| PP |
116-173 |
116-173 |
116-173 |
116-195 |
| S1 |
116-087 |
116-087 |
116-209 |
116-130 |
| S2 |
115-263 |
115-263 |
116-188 |
|
| S3 |
115-033 |
115-177 |
116-167 |
|
| S4 |
114-123 |
114-267 |
116-104 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-142 |
|
2.618 |
119-120 |
|
1.618 |
118-230 |
|
1.000 |
118-100 |
|
0.618 |
118-020 |
|
HIGH |
117-210 |
|
0.618 |
117-130 |
|
0.500 |
117-105 |
|
0.382 |
117-080 |
|
LOW |
117-000 |
|
0.618 |
116-190 |
|
1.000 |
116-110 |
|
1.618 |
115-300 |
|
2.618 |
115-090 |
|
4.250 |
114-068 |
|
|
| Fisher Pivots for day following 01-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
117-148 |
117-115 |
| PP |
117-127 |
117-060 |
| S1 |
117-105 |
117-005 |
|