CBOT 10-Year T-Note Future December 2009
Trading Metrics calculated at close of trading on 04-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2009 |
04-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
117-205 |
117-130 |
-0-075 |
-0.2% |
117-005 |
High |
117-255 |
117-200 |
-0-055 |
-0.1% |
118-020 |
Low |
117-200 |
117-000 |
-0-200 |
-0.5% |
116-315 |
Close |
117-240 |
117-010 |
-0-230 |
-0.6% |
117-010 |
Range |
0-055 |
0-200 |
0-145 |
263.6% |
1-025 |
ATR |
0-156 |
0-162 |
0-006 |
3.9% |
0-000 |
Volume |
693,699 |
589,017 |
-104,682 |
-15.1% |
3,143,417 |
|
Daily Pivots for day following 04-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-030 |
118-220 |
117-120 |
|
R3 |
118-150 |
118-020 |
117-065 |
|
R2 |
117-270 |
117-270 |
117-047 |
|
R1 |
117-140 |
117-140 |
117-028 |
117-105 |
PP |
117-070 |
117-070 |
117-070 |
117-052 |
S1 |
116-260 |
116-260 |
116-312 |
116-225 |
S2 |
116-190 |
116-190 |
116-293 |
|
S3 |
115-310 |
116-060 |
116-275 |
|
S4 |
115-110 |
115-180 |
116-220 |
|
|
Weekly Pivots for week ending 04-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-190 |
119-285 |
117-200 |
|
R3 |
119-165 |
118-260 |
117-105 |
|
R2 |
118-140 |
118-140 |
117-073 |
|
R1 |
117-235 |
117-235 |
117-042 |
118-028 |
PP |
117-115 |
117-115 |
117-115 |
117-171 |
S1 |
116-210 |
116-210 |
116-298 |
117-002 |
S2 |
116-090 |
116-090 |
116-267 |
|
S3 |
115-065 |
115-185 |
116-235 |
|
S4 |
114-040 |
114-160 |
116-140 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
120-090 |
2.618 |
119-084 |
1.618 |
118-204 |
1.000 |
118-080 |
0.618 |
118-004 |
HIGH |
117-200 |
0.618 |
117-124 |
0.500 |
117-100 |
0.382 |
117-076 |
LOW |
117-000 |
0.618 |
116-196 |
1.000 |
116-120 |
1.618 |
115-316 |
2.618 |
115-116 |
4.250 |
114-110 |
|
|
Fisher Pivots for day following 04-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
117-100 |
117-170 |
PP |
117-070 |
117-117 |
S1 |
117-040 |
117-063 |
|