CBOT 10-Year T-Note Future December 2009
Trading Metrics calculated at close of trading on 09-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2009 |
09-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
117-005 |
116-250 |
-0-075 |
-0.2% |
117-005 |
High |
117-110 |
116-315 |
-0-115 |
-0.3% |
118-020 |
Low |
116-295 |
116-200 |
-0-095 |
-0.3% |
116-315 |
Close |
117-005 |
116-300 |
-0-025 |
-0.1% |
117-010 |
Range |
0-135 |
0-115 |
-0-020 |
-14.8% |
1-025 |
ATR |
0-160 |
0-157 |
-0-002 |
-1.6% |
0-000 |
Volume |
721,471 |
626,068 |
-95,403 |
-13.2% |
3,143,417 |
|
Daily Pivots for day following 09-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117-297 |
117-253 |
117-043 |
|
R3 |
117-182 |
117-138 |
117-012 |
|
R2 |
117-067 |
117-067 |
117-001 |
|
R1 |
117-023 |
117-023 |
116-311 |
117-045 |
PP |
116-272 |
116-272 |
116-272 |
116-282 |
S1 |
116-228 |
116-228 |
116-289 |
116-250 |
S2 |
116-157 |
116-157 |
116-279 |
|
S3 |
116-042 |
116-113 |
116-268 |
|
S4 |
115-247 |
115-318 |
116-237 |
|
|
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 |
118-164 |
2.618 |
117-296 |
1.618 |
117-181 |
1.000 |
117-110 |
0.618 |
117-066 |
HIGH |
116-315 |
0.618 |
116-271 |
0.500 |
116-258 |
0.382 |
116-244 |
LOW |
116-200 |
0.618 |
116-129 |
1.000 |
116-085 |
1.618 |
116-014 |
2.618 |
115-219 |
4.250 |
115-031 |
|
|
Fisher Pivots for day following 09-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
116-286 |
117-040 |
PP |
116-272 |
117-020 |
S1 |
116-258 |
117-000 |
|