CBOT 10-Year T-Note Future December 2009
| Trading Metrics calculated at close of trading on 13-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2009 |
13-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
118-235 |
118-280 |
0-045 |
0.1% |
118-110 |
| High |
119-000 |
119-005 |
0-005 |
0.0% |
119-005 |
| Low |
118-110 |
118-260 |
0-150 |
0.4% |
118-110 |
| Close |
118-295 |
118-305 |
0-010 |
0.0% |
118-305 |
| Range |
0-210 |
0-065 |
-0-145 |
-69.0% |
0-215 |
| ATR |
0-163 |
0-156 |
-0-007 |
-4.3% |
0-000 |
| Volume |
237,899 |
969,804 |
731,905 |
307.7% |
2,963,519 |
|
| Daily Pivots for day following 13-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-172 |
119-143 |
119-021 |
|
| R3 |
119-107 |
119-078 |
119-003 |
|
| R2 |
119-042 |
119-042 |
118-317 |
|
| R1 |
119-013 |
119-013 |
118-311 |
119-028 |
| PP |
118-297 |
118-297 |
118-297 |
118-304 |
| S1 |
118-268 |
118-268 |
118-299 |
118-282 |
| S2 |
118-232 |
118-232 |
118-293 |
|
| S3 |
118-167 |
118-203 |
118-287 |
|
| S4 |
118-102 |
118-138 |
118-269 |
|
|
| Weekly Pivots for week ending 13-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-252 |
120-173 |
119-103 |
|
| R3 |
120-037 |
119-278 |
119-044 |
|
| R2 |
119-142 |
119-142 |
119-024 |
|
| R1 |
119-063 |
119-063 |
119-005 |
119-102 |
| PP |
118-247 |
118-247 |
118-247 |
118-266 |
| S1 |
118-168 |
118-168 |
118-285 |
118-208 |
| S2 |
118-032 |
118-032 |
118-266 |
|
| S3 |
117-137 |
117-273 |
118-246 |
|
| S4 |
116-242 |
117-058 |
118-187 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-005 |
118-030 |
0-295 |
0.8% |
0-138 |
0.4% |
93% |
True |
False |
745,145 |
| 10 |
119-005 |
117-220 |
1-105 |
1.1% |
0-127 |
0.3% |
95% |
True |
False |
852,346 |
| 20 |
119-005 |
116-295 |
2-030 |
1.8% |
0-124 |
0.3% |
97% |
True |
False |
856,668 |
| 40 |
119-235 |
116-215 |
3-020 |
2.6% |
0-135 |
0.4% |
74% |
False |
False |
826,068 |
| 60 |
119-235 |
115-220 |
4-015 |
3.4% |
0-127 |
0.3% |
81% |
False |
False |
729,369 |
| 80 |
119-235 |
113-080 |
6-155 |
5.5% |
0-097 |
0.3% |
88% |
False |
False |
547,546 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-281 |
|
2.618 |
119-175 |
|
1.618 |
119-110 |
|
1.000 |
119-070 |
|
0.618 |
119-045 |
|
HIGH |
119-005 |
|
0.618 |
118-300 |
|
0.500 |
118-292 |
|
0.382 |
118-285 |
|
LOW |
118-260 |
|
0.618 |
118-220 |
|
1.000 |
118-195 |
|
1.618 |
118-155 |
|
2.618 |
118-090 |
|
4.250 |
117-304 |
|
|
| Fisher Pivots for day following 13-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
118-301 |
118-276 |
| PP |
118-297 |
118-247 |
| S1 |
118-292 |
118-218 |
|