CBOT 10-Year T-Note Future December 2009
Trading Metrics calculated at close of trading on 08-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2009 |
08-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
117-130 |
117-005 |
-0-125 |
-0.3% |
117-005 |
High |
117-200 |
117-110 |
-0-090 |
-0.2% |
118-020 |
Low |
117-000 |
116-295 |
-0-025 |
-0.1% |
116-315 |
Close |
117-010 |
117-005 |
-0-005 |
0.0% |
117-010 |
Range |
0-200 |
0-135 |
-0-065 |
-32.5% |
1-025 |
ATR |
0-162 |
0-160 |
-0-002 |
-1.2% |
0-000 |
Volume |
589,017 |
721,471 |
132,454 |
22.5% |
3,143,417 |
|
Daily Pivots for day following 08-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-115 |
118-035 |
117-079 |
|
R3 |
117-300 |
117-220 |
117-042 |
|
R2 |
117-165 |
117-165 |
117-030 |
|
R1 |
117-085 |
117-085 |
117-017 |
117-072 |
PP |
117-030 |
117-030 |
117-030 |
117-024 |
S1 |
116-270 |
116-270 |
116-313 |
116-258 |
S2 |
116-215 |
116-215 |
116-300 |
|
S3 |
116-080 |
116-135 |
116-288 |
|
S4 |
115-265 |
116-000 |
116-251 |
|
|
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 |
119-044 |
2.618 |
118-143 |
1.618 |
118-008 |
1.000 |
117-245 |
0.618 |
117-193 |
HIGH |
117-110 |
0.618 |
117-058 |
0.500 |
117-042 |
0.382 |
117-027 |
LOW |
116-295 |
0.618 |
116-212 |
1.000 |
116-160 |
1.618 |
116-077 |
2.618 |
115-262 |
4.250 |
115-041 |
|
|
Fisher Pivots for day following 08-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
117-042 |
117-115 |
PP |
117-030 |
117-078 |
S1 |
117-018 |
117-042 |
|