CBOT 10-Year T-Note Future December 2009
| Trading Metrics calculated at close of trading on 18-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2009 |
18-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
119-165 |
119-190 |
0-025 |
0.1% |
118-110 |
| High |
119-270 |
119-195 |
-0-075 |
-0.2% |
119-005 |
| Low |
119-145 |
119-135 |
-0-010 |
0.0% |
118-110 |
| Close |
119-240 |
119-140 |
-0-100 |
-0.3% |
118-305 |
| Range |
0-125 |
0-060 |
-0-065 |
-52.0% |
0-215 |
| ATR |
0-159 |
0-155 |
-0-004 |
-2.4% |
0-000 |
| Volume |
849,933 |
773,704 |
-76,229 |
-9.0% |
2,963,519 |
|
| Daily Pivots for day following 18-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-017 |
119-298 |
119-173 |
|
| R3 |
119-277 |
119-238 |
119-156 |
|
| R2 |
119-217 |
119-217 |
119-151 |
|
| R1 |
119-178 |
119-178 |
119-146 |
119-168 |
| PP |
119-157 |
119-157 |
119-157 |
119-151 |
| S1 |
119-118 |
119-118 |
119-134 |
119-108 |
| S2 |
119-097 |
119-097 |
119-129 |
|
| S3 |
119-037 |
119-058 |
119-124 |
|
| S4 |
118-297 |
118-318 |
119-107 |
|
|
| 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 |
119-270 |
118-110 |
1-160 |
1.3% |
0-122 |
0.3% |
73% |
False |
False |
692,253 |
| 10 |
119-270 |
117-220 |
2-050 |
1.8% |
0-122 |
0.3% |
81% |
False |
False |
786,890 |
| 20 |
119-270 |
116-295 |
2-295 |
2.4% |
0-122 |
0.3% |
86% |
False |
False |
853,436 |
| 40 |
119-270 |
116-230 |
3-040 |
2.6% |
0-131 |
0.3% |
87% |
False |
False |
828,569 |
| 60 |
119-270 |
116-110 |
3-160 |
2.9% |
0-133 |
0.3% |
88% |
False |
False |
764,466 |
| 80 |
119-270 |
113-080 |
6-190 |
5.5% |
0-101 |
0.3% |
94% |
False |
False |
575,705 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-130 |
|
2.618 |
120-032 |
|
1.618 |
119-292 |
|
1.000 |
119-255 |
|
0.618 |
119-232 |
|
HIGH |
119-195 |
|
0.618 |
119-172 |
|
0.500 |
119-165 |
|
0.382 |
119-158 |
|
LOW |
119-135 |
|
0.618 |
119-098 |
|
1.000 |
119-075 |
|
1.618 |
119-038 |
|
2.618 |
118-298 |
|
4.250 |
118-200 |
|
|
| Fisher Pivots for day following 18-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
119-165 |
119-170 |
| PP |
119-157 |
119-160 |
| S1 |
119-148 |
119-150 |
|