CBOT 10-Year T-Note Future December 2009
| Trading Metrics calculated at close of trading on 15-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2009 |
15-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
118-145 |
117-240 |
-0-225 |
-0.6% |
119-130 |
| High |
118-190 |
117-250 |
-0-260 |
-0.7% |
119-235 |
| Low |
118-050 |
117-240 |
-0-130 |
-0.3% |
118-040 |
| Close |
118-050 |
117-245 |
-0-125 |
-0.3% |
118-090 |
| Range |
0-140 |
0-010 |
-0-130 |
-92.9% |
1-195 |
| ATR |
0-175 |
0-172 |
-0-003 |
-1.8% |
0-000 |
| Volume |
698,467 |
1,002,530 |
304,063 |
43.5% |
4,397,543 |
|
| Daily Pivots for day following 15-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-275 |
117-270 |
117-250 |
|
| R3 |
117-265 |
117-260 |
117-248 |
|
| R2 |
117-255 |
117-255 |
117-247 |
|
| R1 |
117-250 |
117-250 |
117-246 |
117-252 |
| PP |
117-245 |
117-245 |
117-245 |
117-246 |
| S1 |
117-240 |
117-240 |
117-244 |
117-242 |
| S2 |
117-235 |
117-235 |
117-243 |
|
| S3 |
117-225 |
117-230 |
117-242 |
|
| S4 |
117-215 |
117-220 |
117-240 |
|
|
| 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 |
119-065 |
117-240 |
1-145 |
1.2% |
0-148 |
0.4% |
1% |
False |
True |
763,019 |
| 10 |
119-235 |
117-240 |
1-315 |
1.7% |
0-131 |
0.3% |
1% |
False |
True |
845,671 |
| 20 |
119-235 |
116-215 |
3-020 |
2.6% |
0-146 |
0.4% |
36% |
False |
False |
795,469 |
| 40 |
119-235 |
115-220 |
4-015 |
3.4% |
0-129 |
0.3% |
51% |
False |
False |
665,720 |
| 60 |
119-235 |
113-080 |
6-155 |
5.5% |
0-088 |
0.2% |
70% |
False |
False |
444,505 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-292 |
|
2.618 |
117-276 |
|
1.618 |
117-266 |
|
1.000 |
117-260 |
|
0.618 |
117-256 |
|
HIGH |
117-250 |
|
0.618 |
117-246 |
|
0.500 |
117-245 |
|
0.382 |
117-244 |
|
LOW |
117-240 |
|
0.618 |
117-234 |
|
1.000 |
117-230 |
|
1.618 |
117-224 |
|
2.618 |
117-214 |
|
4.250 |
117-198 |
|
|
| Fisher Pivots for day following 15-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
117-245 |
118-115 |
| PP |
117-245 |
118-052 |
| S1 |
117-245 |
117-308 |
|