CBOT 10-Year T-Note Future December 2009
| Trading Metrics calculated at close of trading on 30-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2009 |
30-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
117-295 |
118-040 |
0-065 |
0.2% |
117-165 |
| High |
117-295 |
118-195 |
0-220 |
0.6% |
118-195 |
| Low |
117-200 |
118-040 |
0-160 |
0.4% |
116-295 |
| Close |
117-230 |
118-195 |
0-285 |
0.8% |
118-195 |
| Range |
0-095 |
0-155 |
0-060 |
63.2% |
1-220 |
| ATR |
0-172 |
0-180 |
0-008 |
4.7% |
0-000 |
| Volume |
998,092 |
1,096,483 |
98,391 |
9.9% |
4,855,675 |
|
| Daily Pivots for day following 30-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-288 |
119-237 |
118-280 |
|
| R3 |
119-133 |
119-082 |
118-238 |
|
| R2 |
118-298 |
118-298 |
118-223 |
|
| R1 |
118-247 |
118-247 |
118-209 |
118-272 |
| PP |
118-143 |
118-143 |
118-143 |
118-156 |
| S1 |
118-092 |
118-092 |
118-181 |
118-118 |
| S2 |
117-308 |
117-308 |
118-167 |
|
| S3 |
117-153 |
117-257 |
118-152 |
|
| S4 |
116-318 |
117-102 |
118-110 |
|
|
| Weekly Pivots for week ending 30-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-035 |
122-175 |
119-172 |
|
| R3 |
121-135 |
120-275 |
119-024 |
|
| R2 |
119-235 |
119-235 |
118-294 |
|
| R1 |
119-055 |
119-055 |
118-244 |
119-145 |
| PP |
118-015 |
118-015 |
118-015 |
118-060 |
| S1 |
117-155 |
117-155 |
118-146 |
117-245 |
| S2 |
116-115 |
116-115 |
118-096 |
|
| S3 |
114-215 |
115-255 |
118-046 |
|
| S4 |
112-315 |
114-035 |
117-218 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-195 |
116-295 |
1-220 |
1.4% |
0-160 |
0.4% |
100% |
True |
False |
971,135 |
| 10 |
118-250 |
116-295 |
1-275 |
1.6% |
0-127 |
0.3% |
91% |
False |
False |
868,663 |
| 20 |
119-235 |
116-295 |
2-260 |
2.4% |
0-129 |
0.3% |
60% |
False |
False |
850,349 |
| 40 |
119-235 |
116-200 |
3-035 |
2.6% |
0-144 |
0.4% |
64% |
False |
False |
807,490 |
| 60 |
119-235 |
113-080 |
6-155 |
5.5% |
0-111 |
0.3% |
83% |
False |
False |
606,161 |
| 80 |
119-235 |
113-080 |
6-155 |
5.5% |
0-083 |
0.2% |
83% |
False |
False |
454,813 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-214 |
|
2.618 |
119-281 |
|
1.618 |
119-126 |
|
1.000 |
119-030 |
|
0.618 |
118-291 |
|
HIGH |
118-195 |
|
0.618 |
118-136 |
|
0.500 |
118-118 |
|
0.382 |
118-099 |
|
LOW |
118-040 |
|
0.618 |
117-264 |
|
1.000 |
117-205 |
|
1.618 |
117-109 |
|
2.618 |
116-274 |
|
4.250 |
116-021 |
|
|
| Fisher Pivots for day following 30-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
118-169 |
118-142 |
| PP |
118-143 |
118-090 |
| S1 |
118-118 |
118-038 |
|