CBOT 10-Year T-Note Future December 2009
| Trading Metrics calculated at close of trading on 02-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2009 |
02-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
118-180 |
119-160 |
0-300 |
0.8% |
117-310 |
| High |
119-110 |
119-165 |
0-055 |
0.1% |
119-165 |
| Low |
118-180 |
119-070 |
0-210 |
0.6% |
117-270 |
| Close |
119-085 |
119-070 |
-0-015 |
0.0% |
119-070 |
| Range |
0-250 |
0-095 |
-0-155 |
-62.0% |
1-215 |
| ATR |
0-173 |
0-168 |
-0-006 |
-3.2% |
0-000 |
| Volume |
939,176 |
1,156,105 |
216,929 |
23.1% |
4,085,312 |
|
| Daily Pivots for day following 02-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-067 |
120-003 |
119-122 |
|
| R3 |
119-292 |
119-228 |
119-096 |
|
| R2 |
119-197 |
119-197 |
119-087 |
|
| R1 |
119-133 |
119-133 |
119-079 |
119-118 |
| PP |
119-102 |
119-102 |
119-102 |
119-094 |
| S1 |
119-038 |
119-038 |
119-061 |
119-022 |
| S2 |
119-007 |
119-007 |
119-053 |
|
| S3 |
118-232 |
118-263 |
119-044 |
|
| S4 |
118-137 |
118-168 |
119-018 |
|
|
| Weekly Pivots for week ending 02-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-280 |
123-070 |
120-044 |
|
| R3 |
122-065 |
121-175 |
119-217 |
|
| R2 |
120-170 |
120-170 |
119-168 |
|
| R1 |
119-280 |
119-280 |
119-119 |
120-065 |
| PP |
118-275 |
118-275 |
118-275 |
119-008 |
| S1 |
118-065 |
118-065 |
119-021 |
118-170 |
| S2 |
117-060 |
117-060 |
118-292 |
|
| S3 |
115-165 |
116-170 |
118-243 |
|
| S4 |
113-270 |
114-275 |
118-096 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-165 |
117-270 |
1-215 |
1.4% |
0-135 |
0.4% |
82% |
True |
False |
817,062 |
| 10 |
119-165 |
116-215 |
2-270 |
2.4% |
0-154 |
0.4% |
90% |
True |
False |
777,492 |
| 20 |
119-165 |
116-200 |
2-285 |
2.4% |
0-159 |
0.4% |
90% |
True |
False |
764,632 |
| 40 |
119-165 |
113-080 |
6-085 |
5.3% |
0-102 |
0.3% |
95% |
True |
False |
484,067 |
| 60 |
119-165 |
113-080 |
6-085 |
5.3% |
0-068 |
0.2% |
95% |
True |
False |
322,968 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-249 |
|
2.618 |
120-094 |
|
1.618 |
119-319 |
|
1.000 |
119-260 |
|
0.618 |
119-224 |
|
HIGH |
119-165 |
|
0.618 |
119-129 |
|
0.500 |
119-118 |
|
0.382 |
119-106 |
|
LOW |
119-070 |
|
0.618 |
119-011 |
|
1.000 |
118-295 |
|
1.618 |
118-236 |
|
2.618 |
118-141 |
|
4.250 |
117-306 |
|
|
| Fisher Pivots for day following 02-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
119-118 |
119-029 |
| PP |
119-102 |
118-308 |
| S1 |
119-086 |
118-268 |
|