CBOT 10-Year T-Note Future December 2009
| Trading Metrics calculated at close of trading on 06-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2009 |
06-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
119-130 |
119-010 |
-0-120 |
-0.3% |
117-310 |
| High |
119-150 |
119-050 |
-0-100 |
-0.3% |
119-165 |
| Low |
119-050 |
118-310 |
-0-060 |
-0.2% |
117-270 |
| Close |
119-060 |
119-040 |
-0-020 |
-0.1% |
119-070 |
| Range |
0-100 |
0-060 |
-0-040 |
-40.0% |
1-215 |
| ATR |
0-163 |
0-156 |
-0-007 |
-4.1% |
0-000 |
| Volume |
1,259,625 |
656,854 |
-602,771 |
-47.9% |
4,085,312 |
|
| Daily Pivots for day following 06-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-207 |
119-183 |
119-073 |
|
| R3 |
119-147 |
119-123 |
119-056 |
|
| R2 |
119-087 |
119-087 |
119-051 |
|
| R1 |
119-063 |
119-063 |
119-046 |
119-075 |
| PP |
119-027 |
119-027 |
119-027 |
119-032 |
| S1 |
119-003 |
119-003 |
119-034 |
119-015 |
| S2 |
118-287 |
118-287 |
119-029 |
|
| S3 |
118-227 |
118-263 |
119-024 |
|
| S4 |
118-167 |
118-203 |
119-007 |
|
|
| 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 |
118-050 |
1-115 |
1.1% |
0-119 |
0.3% |
71% |
False |
False |
957,092 |
| 10 |
119-165 |
116-230 |
2-255 |
2.3% |
0-139 |
0.4% |
86% |
False |
False |
837,174 |
| 20 |
119-165 |
116-200 |
2-285 |
2.4% |
0-150 |
0.4% |
86% |
False |
False |
794,931 |
| 40 |
119-165 |
114-200 |
4-285 |
4.1% |
0-106 |
0.3% |
92% |
False |
False |
531,821 |
| 60 |
119-165 |
113-080 |
6-085 |
5.3% |
0-071 |
0.2% |
94% |
False |
False |
354,909 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-305 |
|
2.618 |
119-207 |
|
1.618 |
119-147 |
|
1.000 |
119-110 |
|
0.618 |
119-087 |
|
HIGH |
119-050 |
|
0.618 |
119-027 |
|
0.500 |
119-020 |
|
0.382 |
119-013 |
|
LOW |
118-310 |
|
0.618 |
118-273 |
|
1.000 |
118-250 |
|
1.618 |
118-213 |
|
2.618 |
118-153 |
|
4.250 |
118-055 |
|
|
| Fisher Pivots for day following 06-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
119-033 |
119-078 |
| PP |
119-027 |
119-065 |
| S1 |
119-020 |
119-052 |
|