CBOT 10-Year T-Note Future December 2009
| Trading Metrics calculated at close of trading on 01-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2009 |
01-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
118-050 |
118-180 |
0-130 |
0.3% |
117-060 |
| High |
118-140 |
119-110 |
0-290 |
0.8% |
118-040 |
| Low |
118-050 |
118-180 |
0-130 |
0.3% |
116-215 |
| Close |
118-105 |
119-085 |
0-300 |
0.8% |
117-315 |
| Range |
0-090 |
0-250 |
0-160 |
177.8% |
1-145 |
| ATR |
0-162 |
0-173 |
0-012 |
7.2% |
0-000 |
| Volume |
773,701 |
939,176 |
165,475 |
21.4% |
3,689,611 |
|
| Daily Pivots for day following 01-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-128 |
121-037 |
119-222 |
|
| R3 |
120-198 |
120-107 |
119-154 |
|
| R2 |
119-268 |
119-268 |
119-131 |
|
| R1 |
119-177 |
119-177 |
119-108 |
119-222 |
| PP |
119-018 |
119-018 |
119-018 |
119-041 |
| S1 |
118-247 |
118-247 |
119-062 |
118-292 |
| S2 |
118-088 |
118-088 |
119-039 |
|
| S3 |
117-158 |
117-317 |
119-016 |
|
| S4 |
116-228 |
117-067 |
118-268 |
|
|
| 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 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-110 |
117-210 |
1-220 |
1.4% |
0-146 |
0.4% |
95% |
True |
False |
755,580 |
| 10 |
119-110 |
116-215 |
2-215 |
2.2% |
0-161 |
0.4% |
97% |
True |
False |
745,267 |
| 20 |
119-110 |
116-200 |
2-230 |
2.3% |
0-157 |
0.4% |
97% |
True |
False |
741,511 |
| 40 |
119-110 |
113-080 |
6-030 |
5.1% |
0-100 |
0.3% |
99% |
True |
False |
455,187 |
| 60 |
119-110 |
113-080 |
6-030 |
5.1% |
0-066 |
0.2% |
99% |
True |
False |
303,705 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-212 |
|
2.618 |
121-124 |
|
1.618 |
120-194 |
|
1.000 |
120-040 |
|
0.618 |
119-264 |
|
HIGH |
119-110 |
|
0.618 |
119-014 |
|
0.500 |
118-305 |
|
0.382 |
118-276 |
|
LOW |
118-180 |
|
0.618 |
118-026 |
|
1.000 |
117-250 |
|
1.618 |
117-096 |
|
2.618 |
116-166 |
|
4.250 |
115-078 |
|
|
| Fisher Pivots for day following 01-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
119-052 |
119-013 |
| PP |
119-018 |
118-262 |
| S1 |
118-305 |
118-190 |
|