CBOT 10-Year T-Note Future December 2009
| Trading Metrics calculated at close of trading on 22-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2009 |
22-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
118-085 |
118-025 |
-0-060 |
-0.2% |
118-090 |
| High |
118-085 |
118-025 |
-0-060 |
-0.2% |
118-310 |
| Low |
118-000 |
117-310 |
-0-010 |
0.0% |
117-240 |
| Close |
118-005 |
117-310 |
-0-015 |
0.0% |
118-040 |
| Range |
0-085 |
0-035 |
-0-050 |
-58.8% |
1-070 |
| ATR |
0-169 |
0-159 |
-0-010 |
-5.7% |
0-000 |
| Volume |
755,302 |
929,559 |
174,257 |
23.1% |
3,922,808 |
|
| Daily Pivots for day following 22-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-107 |
118-083 |
118-009 |
|
| R3 |
118-072 |
118-048 |
118-000 |
|
| R2 |
118-037 |
118-037 |
117-316 |
|
| R1 |
118-013 |
118-013 |
117-313 |
118-008 |
| PP |
118-002 |
118-002 |
118-002 |
117-319 |
| S1 |
117-298 |
117-298 |
117-307 |
117-292 |
| S2 |
117-287 |
117-287 |
117-304 |
|
| S3 |
117-252 |
117-263 |
117-300 |
|
| S4 |
117-217 |
117-228 |
117-291 |
|
|
| 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 |
118-250 |
117-290 |
0-280 |
0.7% |
0-096 |
0.3% |
7% |
False |
False |
800,612 |
| 10 |
119-065 |
117-240 |
1-145 |
1.2% |
0-122 |
0.3% |
15% |
False |
False |
781,816 |
| 20 |
119-235 |
117-210 |
2-025 |
1.8% |
0-126 |
0.3% |
15% |
False |
False |
811,883 |
| 40 |
119-235 |
116-110 |
3-125 |
2.9% |
0-141 |
0.4% |
48% |
False |
False |
753,666 |
| 60 |
119-235 |
113-080 |
6-155 |
5.5% |
0-096 |
0.3% |
73% |
False |
False |
511,196 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-174 |
|
2.618 |
118-117 |
|
1.618 |
118-082 |
|
1.000 |
118-060 |
|
0.618 |
118-047 |
|
HIGH |
118-025 |
|
0.618 |
118-012 |
|
0.500 |
118-008 |
|
0.382 |
118-003 |
|
LOW |
117-310 |
|
0.618 |
117-288 |
|
1.000 |
117-275 |
|
1.618 |
117-253 |
|
2.618 |
117-218 |
|
4.250 |
117-161 |
|
|
| Fisher Pivots for day following 22-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
118-008 |
118-120 |
| PP |
118-002 |
118-077 |
| S1 |
117-316 |
118-033 |
|