CBOT 10-Year T-Note Future December 2009
| Trading Metrics calculated at close of trading on 14-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2009 |
14-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
118-225 |
118-145 |
-0-080 |
-0.2% |
119-130 |
| High |
118-310 |
118-190 |
-0-120 |
-0.3% |
119-235 |
| Low |
118-225 |
118-050 |
-0-175 |
-0.5% |
118-040 |
| Close |
118-290 |
118-050 |
-0-240 |
-0.6% |
118-090 |
| Range |
0-085 |
0-140 |
0-055 |
64.7% |
1-195 |
| ATR |
0-170 |
0-175 |
0-005 |
3.0% |
0-000 |
| Volume |
138,543 |
698,467 |
559,924 |
404.2% |
4,397,543 |
|
| Daily Pivots for day following 14-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-197 |
119-103 |
118-127 |
|
| R3 |
119-057 |
118-283 |
118-088 |
|
| R2 |
118-237 |
118-237 |
118-076 |
|
| R1 |
118-143 |
118-143 |
118-063 |
118-120 |
| PP |
118-097 |
118-097 |
118-097 |
118-085 |
| S1 |
118-003 |
118-003 |
118-037 |
117-300 |
| S2 |
117-277 |
117-277 |
118-024 |
|
| S3 |
117-137 |
117-183 |
118-012 |
|
| S4 |
116-317 |
117-043 |
117-293 |
|
|
| Weekly Pivots for week ending 09-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-173 |
122-167 |
119-053 |
|
| R3 |
121-298 |
120-292 |
118-232 |
|
| R2 |
120-103 |
120-103 |
118-184 |
|
| R1 |
119-097 |
119-097 |
118-137 |
119-002 |
| PP |
118-228 |
118-228 |
118-228 |
118-181 |
| S1 |
117-222 |
117-222 |
118-043 |
117-128 |
| S2 |
117-033 |
117-033 |
117-316 |
|
| S3 |
115-158 |
116-027 |
117-268 |
|
| S4 |
113-283 |
114-152 |
117-127 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-200 |
118-040 |
1-160 |
1.3% |
0-176 |
0.5% |
2% |
False |
False |
723,925 |
| 10 |
119-235 |
118-040 |
1-195 |
1.4% |
0-155 |
0.4% |
2% |
False |
False |
839,335 |
| 20 |
119-235 |
116-215 |
3-020 |
2.6% |
0-153 |
0.4% |
48% |
False |
False |
797,781 |
| 40 |
119-235 |
115-220 |
4-015 |
3.4% |
0-132 |
0.3% |
61% |
False |
False |
640,927 |
| 60 |
119-235 |
113-080 |
6-155 |
5.5% |
0-088 |
0.2% |
76% |
False |
False |
427,837 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-145 |
|
2.618 |
119-237 |
|
1.618 |
119-097 |
|
1.000 |
119-010 |
|
0.618 |
118-277 |
|
HIGH |
118-190 |
|
0.618 |
118-137 |
|
0.500 |
118-120 |
|
0.382 |
118-103 |
|
LOW |
118-050 |
|
0.618 |
117-283 |
|
1.000 |
117-230 |
|
1.618 |
117-143 |
|
2.618 |
117-003 |
|
4.250 |
116-095 |
|
|
| Fisher Pivots for day following 14-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
118-120 |
118-180 |
| PP |
118-097 |
118-137 |
| S1 |
118-073 |
118-093 |
|