CBOT 10-Year T-Note Future December 2009
| Trading Metrics calculated at close of trading on 19-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2009 |
19-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
118-015 |
117-305 |
-0-030 |
-0.1% |
118-090 |
| High |
118-060 |
118-095 |
0-035 |
0.1% |
118-310 |
| Low |
117-290 |
117-300 |
0-010 |
0.0% |
117-240 |
| Close |
118-040 |
118-075 |
0-035 |
0.1% |
118-040 |
| Range |
0-090 |
0-115 |
0-025 |
27.8% |
1-070 |
| ATR |
0-169 |
0-165 |
-0-004 |
-2.3% |
0-000 |
| Volume |
1,019,743 |
712,649 |
-307,094 |
-30.1% |
3,922,808 |
|
| Daily Pivots for day following 19-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-075 |
119-030 |
118-138 |
|
| R3 |
118-280 |
118-235 |
118-107 |
|
| R2 |
118-165 |
118-165 |
118-096 |
|
| R1 |
118-120 |
118-120 |
118-086 |
118-142 |
| PP |
118-050 |
118-050 |
118-050 |
118-061 |
| S1 |
118-005 |
118-005 |
118-064 |
118-028 |
| S2 |
117-255 |
117-255 |
118-054 |
|
| S3 |
117-140 |
117-210 |
118-043 |
|
| S4 |
117-025 |
117-095 |
118-012 |
|
|
| Weekly Pivots for week ending 16-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-300 |
121-080 |
118-254 |
|
| R3 |
120-230 |
120-010 |
118-147 |
|
| R2 |
119-160 |
119-160 |
118-112 |
|
| R1 |
118-260 |
118-260 |
118-076 |
118-175 |
| PP |
118-090 |
118-090 |
118-090 |
118-048 |
| S1 |
117-190 |
117-190 |
118-004 |
117-105 |
| S2 |
117-020 |
117-020 |
117-288 |
|
| S3 |
115-270 |
116-120 |
117-253 |
|
| S4 |
114-200 |
115-050 |
117-146 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-310 |
117-240 |
1-070 |
1.0% |
0-088 |
0.2% |
40% |
False |
False |
714,386 |
| 10 |
119-235 |
117-240 |
1-315 |
1.7% |
0-132 |
0.3% |
24% |
False |
False |
777,337 |
| 20 |
119-235 |
116-215 |
3-020 |
2.6% |
0-140 |
0.4% |
51% |
False |
False |
807,736 |
| 40 |
119-235 |
116-030 |
3-205 |
3.1% |
0-134 |
0.4% |
59% |
False |
False |
707,548 |
| 60 |
119-235 |
113-080 |
6-155 |
5.5% |
0-092 |
0.2% |
77% |
False |
False |
473,372 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-264 |
|
2.618 |
119-076 |
|
1.618 |
118-281 |
|
1.000 |
118-210 |
|
0.618 |
118-166 |
|
HIGH |
118-095 |
|
0.618 |
118-051 |
|
0.500 |
118-038 |
|
0.382 |
118-024 |
|
LOW |
117-300 |
|
0.618 |
117-229 |
|
1.000 |
117-185 |
|
1.618 |
117-114 |
|
2.618 |
116-319 |
|
4.250 |
116-131 |
|
|
| Fisher Pivots for day following 19-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
118-062 |
118-052 |
| PP |
118-050 |
118-030 |
| S1 |
118-038 |
118-008 |
|