CBOT 10-Year T-Note Future December 2009
| Trading Metrics calculated at close of trading on 05-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2009 |
05-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
119-160 |
119-130 |
-0-030 |
-0.1% |
117-310 |
| High |
119-165 |
119-150 |
-0-015 |
0.0% |
119-165 |
| Low |
119-070 |
119-050 |
-0-020 |
-0.1% |
117-270 |
| Close |
119-070 |
119-060 |
-0-010 |
0.0% |
119-070 |
| Range |
0-095 |
0-100 |
0-005 |
5.3% |
1-215 |
| ATR |
0-168 |
0-163 |
-0-005 |
-2.9% |
0-000 |
| Volume |
1,156,105 |
1,259,625 |
103,520 |
9.0% |
4,085,312 |
|
| Daily Pivots for day following 05-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-067 |
120-003 |
119-115 |
|
| R3 |
119-287 |
119-223 |
119-088 |
|
| R2 |
119-187 |
119-187 |
119-078 |
|
| R1 |
119-123 |
119-123 |
119-069 |
119-105 |
| PP |
119-087 |
119-087 |
119-087 |
119-078 |
| S1 |
119-023 |
119-023 |
119-051 |
119-005 |
| S2 |
118-307 |
118-307 |
119-042 |
|
| S3 |
118-207 |
118-243 |
119-032 |
|
| S4 |
118-107 |
118-143 |
119-005 |
|
|
| 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% |
0-136 |
0.4% |
80% |
False |
False |
919,103 |
| 10 |
119-165 |
116-215 |
2-270 |
2.4% |
0-148 |
0.4% |
88% |
False |
False |
838,134 |
| 20 |
119-165 |
116-200 |
2-285 |
2.4% |
0-154 |
0.4% |
89% |
False |
False |
798,162 |
| 40 |
119-165 |
114-040 |
5-125 |
4.5% |
0-104 |
0.3% |
94% |
False |
False |
515,447 |
| 60 |
119-165 |
113-080 |
6-085 |
5.3% |
0-070 |
0.2% |
95% |
False |
False |
343,961 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-255 |
|
2.618 |
120-092 |
|
1.618 |
119-312 |
|
1.000 |
119-250 |
|
0.618 |
119-212 |
|
HIGH |
119-150 |
|
0.618 |
119-112 |
|
0.500 |
119-100 |
|
0.382 |
119-088 |
|
LOW |
119-050 |
|
0.618 |
118-308 |
|
1.000 |
118-270 |
|
1.618 |
118-208 |
|
2.618 |
118-108 |
|
4.250 |
117-265 |
|
|
| Fisher Pivots for day following 05-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
119-100 |
119-044 |
| PP |
119-087 |
119-028 |
| S1 |
119-073 |
119-012 |
|