CBOT 10-Year T-Note Future December 2009
| Trading Metrics calculated at close of trading on 29-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2009 |
29-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
118-020 |
117-295 |
-0-045 |
-0.1% |
117-305 |
| High |
118-140 |
117-295 |
-0-165 |
-0.4% |
118-250 |
| Low |
118-020 |
117-200 |
-0-140 |
-0.4% |
117-150 |
| Close |
118-080 |
117-230 |
-0-170 |
-0.4% |
117-190 |
| Range |
0-120 |
0-095 |
-0-025 |
-20.8% |
1-100 |
| ATR |
0-170 |
0-172 |
0-002 |
1.2% |
0-000 |
| Volume |
960,100 |
998,092 |
37,992 |
4.0% |
3,830,964 |
|
| Daily Pivots for day following 29-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-207 |
118-153 |
117-282 |
|
| R3 |
118-112 |
118-058 |
117-256 |
|
| R2 |
118-017 |
118-017 |
117-247 |
|
| R1 |
117-283 |
117-283 |
117-239 |
117-262 |
| PP |
117-242 |
117-242 |
117-242 |
117-231 |
| S1 |
117-188 |
117-188 |
117-221 |
117-168 |
| S2 |
117-147 |
117-147 |
117-213 |
|
| S3 |
117-052 |
117-093 |
117-204 |
|
| S4 |
116-277 |
116-318 |
117-178 |
|
|
| Weekly Pivots for week ending 23-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-283 |
121-017 |
118-101 |
|
| R3 |
120-183 |
119-237 |
117-306 |
|
| R2 |
119-083 |
119-083 |
117-267 |
|
| R1 |
118-137 |
118-137 |
117-228 |
118-060 |
| PP |
117-303 |
117-303 |
117-303 |
117-265 |
| S1 |
117-037 |
117-037 |
117-152 |
116-280 |
| S2 |
116-203 |
116-203 |
117-113 |
|
| S3 |
115-103 |
115-257 |
117-074 |
|
| S4 |
114-003 |
114-157 |
116-279 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-140 |
116-295 |
1-165 |
1.3% |
0-145 |
0.4% |
53% |
False |
False |
921,367 |
| 10 |
118-250 |
116-295 |
1-275 |
1.6% |
0-120 |
0.3% |
43% |
False |
False |
860,989 |
| 20 |
119-235 |
116-295 |
2-260 |
2.4% |
0-126 |
0.3% |
28% |
False |
False |
853,330 |
| 40 |
119-235 |
116-200 |
3-035 |
2.6% |
0-142 |
0.4% |
35% |
False |
False |
797,421 |
| 60 |
119-235 |
113-080 |
6-155 |
5.5% |
0-108 |
0.3% |
69% |
False |
False |
587,901 |
| 80 |
119-235 |
113-080 |
6-155 |
5.5% |
0-081 |
0.2% |
69% |
False |
False |
441,111 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-059 |
|
2.618 |
118-224 |
|
1.618 |
118-129 |
|
1.000 |
118-070 |
|
0.618 |
118-034 |
|
HIGH |
117-295 |
|
0.618 |
117-259 |
|
0.500 |
117-248 |
|
0.382 |
117-236 |
|
LOW |
117-200 |
|
0.618 |
117-141 |
|
1.000 |
117-105 |
|
1.618 |
117-046 |
|
2.618 |
116-271 |
|
4.250 |
116-116 |
|
|
| Fisher Pivots for day following 29-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
117-248 |
117-258 |
| PP |
117-242 |
117-248 |
| S1 |
117-236 |
117-239 |
|