CBOT 10-Year T-Note Future December 2009
Trading Metrics calculated at close of trading on 25-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2009 |
25-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
117-155 |
117-215 |
0-060 |
0.2% |
117-060 |
High |
117-280 |
118-040 |
0-080 |
0.2% |
118-040 |
Low |
117-110 |
117-210 |
0-100 |
0.3% |
116-215 |
Close |
117-225 |
117-315 |
0-090 |
0.2% |
117-315 |
Range |
0-170 |
0-150 |
-0-020 |
-11.8% |
1-145 |
ATR |
0-177 |
0-175 |
-0-002 |
-1.1% |
0-000 |
Volume |
853,440 |
848,695 |
-4,745 |
-0.6% |
3,689,611 |
|
Daily Pivots for day following 25-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-105 |
119-040 |
118-078 |
|
R3 |
118-275 |
118-210 |
118-036 |
|
R2 |
118-125 |
118-125 |
118-022 |
|
R1 |
118-060 |
118-060 |
118-009 |
118-092 |
PP |
117-295 |
117-295 |
117-295 |
117-311 |
S1 |
117-230 |
117-230 |
117-301 |
117-262 |
S2 |
117-145 |
117-145 |
117-288 |
|
S3 |
116-315 |
117-080 |
117-274 |
|
S4 |
116-165 |
116-250 |
117-232 |
|
|
Weekly Pivots for week ending 25-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-305 |
121-135 |
118-251 |
|
R3 |
120-160 |
119-310 |
118-123 |
|
R2 |
119-015 |
119-015 |
118-080 |
|
R1 |
118-165 |
118-165 |
118-038 |
118-250 |
PP |
117-190 |
117-190 |
117-190 |
117-232 |
S1 |
117-020 |
117-020 |
117-272 |
117-105 |
S2 |
116-045 |
116-045 |
117-230 |
|
S3 |
114-220 |
115-195 |
117-187 |
|
S4 |
113-075 |
114-050 |
117-059 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
120-038 |
2.618 |
119-113 |
1.618 |
118-283 |
1.000 |
118-190 |
0.618 |
118-133 |
HIGH |
118-040 |
0.618 |
117-303 |
0.500 |
117-285 |
0.382 |
117-267 |
LOW |
117-210 |
0.618 |
117-117 |
1.000 |
117-060 |
1.618 |
116-287 |
2.618 |
116-137 |
4.250 |
115-212 |
|
|
Fisher Pivots for day following 25-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
117-305 |
117-255 |
PP |
117-295 |
117-195 |
S1 |
117-285 |
117-135 |
|