CBOT 10-Year T-Note Future December 2009
| Trading Metrics calculated at close of trading on 05-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2009 |
05-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
117-310 |
117-295 |
-0-015 |
0.0% |
117-165 |
| High |
118-030 |
118-045 |
0-015 |
0.0% |
118-195 |
| Low |
117-220 |
117-295 |
0-075 |
0.2% |
116-295 |
| Close |
117-265 |
118-025 |
0-080 |
0.2% |
118-195 |
| Range |
0-130 |
0-070 |
-0-060 |
-46.2% |
1-220 |
| ATR |
0-170 |
0-165 |
-0-005 |
-2.9% |
0-000 |
| Volume |
930,628 |
958,980 |
28,352 |
3.0% |
4,855,675 |
|
| Daily Pivots for day following 05-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-225 |
118-195 |
118-064 |
|
| R3 |
118-155 |
118-125 |
118-044 |
|
| R2 |
118-085 |
118-085 |
118-038 |
|
| R1 |
118-055 |
118-055 |
118-031 |
118-070 |
| PP |
118-015 |
118-015 |
118-015 |
118-022 |
| S1 |
117-305 |
117-305 |
118-019 |
118-000 |
| S2 |
117-265 |
117-265 |
118-012 |
|
| S3 |
117-195 |
117-235 |
118-006 |
|
| S4 |
117-125 |
117-165 |
117-306 |
|
|
| 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 |
118-230 |
117-220 |
1-010 |
0.9% |
0-116 |
0.3% |
38% |
False |
False |
959,547 |
| 10 |
118-230 |
116-295 |
1-255 |
1.5% |
0-130 |
0.3% |
64% |
False |
False |
940,457 |
| 20 |
119-065 |
116-295 |
2-090 |
1.9% |
0-126 |
0.3% |
51% |
False |
False |
861,136 |
| 40 |
119-235 |
116-215 |
3-020 |
2.6% |
0-137 |
0.4% |
46% |
False |
False |
834,195 |
| 60 |
119-235 |
115-190 |
4-045 |
3.5% |
0-118 |
0.3% |
60% |
False |
False |
667,668 |
| 80 |
119-235 |
113-080 |
6-155 |
5.5% |
0-088 |
0.2% |
74% |
False |
False |
501,020 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-022 |
|
2.618 |
118-228 |
|
1.618 |
118-158 |
|
1.000 |
118-115 |
|
0.618 |
118-088 |
|
HIGH |
118-045 |
|
0.618 |
118-018 |
|
0.500 |
118-010 |
|
0.382 |
118-002 |
|
LOW |
117-295 |
|
0.618 |
117-252 |
|
1.000 |
117-225 |
|
1.618 |
117-182 |
|
2.618 |
117-112 |
|
4.250 |
116-318 |
|
|
| Fisher Pivots for day following 05-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
118-020 |
118-045 |
| PP |
118-015 |
118-038 |
| S1 |
118-010 |
118-032 |
|