CBOT 10-Year T-Note Future December 2009
| Trading Metrics calculated at close of trading on 19-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2009 |
19-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
119-190 |
119-160 |
-0-030 |
-0.1% |
118-110 |
| High |
119-195 |
119-270 |
0-075 |
0.2% |
119-005 |
| Low |
119-135 |
119-160 |
0-025 |
0.1% |
118-110 |
| Close |
119-140 |
119-210 |
0-070 |
0.2% |
118-305 |
| Range |
0-060 |
0-110 |
0-050 |
83.3% |
0-215 |
| ATR |
0-155 |
0-154 |
-0-002 |
-1.2% |
0-000 |
| Volume |
773,704 |
775,864 |
2,160 |
0.3% |
2,963,519 |
|
| Daily Pivots for day following 19-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-223 |
120-167 |
119-270 |
|
| R3 |
120-113 |
120-057 |
119-240 |
|
| R2 |
120-003 |
120-003 |
119-230 |
|
| R1 |
119-267 |
119-267 |
119-220 |
119-295 |
| PP |
119-213 |
119-213 |
119-213 |
119-228 |
| S1 |
119-157 |
119-157 |
119-200 |
119-185 |
| S2 |
119-103 |
119-103 |
119-190 |
|
| S3 |
118-313 |
119-047 |
119-180 |
|
| S4 |
118-203 |
118-257 |
119-150 |
|
|
| 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 |
118-260 |
1-010 |
0.9% |
0-102 |
0.3% |
82% |
True |
False |
799,846 |
| 10 |
119-270 |
117-295 |
1-295 |
1.6% |
0-120 |
0.3% |
90% |
True |
False |
771,413 |
| 20 |
119-270 |
116-295 |
2-295 |
2.4% |
0-124 |
0.3% |
94% |
True |
False |
854,464 |
| 40 |
119-270 |
116-295 |
2-295 |
2.4% |
0-128 |
0.3% |
94% |
True |
False |
831,271 |
| 60 |
119-270 |
116-110 |
3-160 |
2.9% |
0-134 |
0.4% |
95% |
True |
False |
775,428 |
| 80 |
119-270 |
113-080 |
6-190 |
5.5% |
0-103 |
0.3% |
97% |
True |
False |
585,401 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-098 |
|
2.618 |
120-238 |
|
1.618 |
120-128 |
|
1.000 |
120-060 |
|
0.618 |
120-018 |
|
HIGH |
119-270 |
|
0.618 |
119-228 |
|
0.500 |
119-215 |
|
0.382 |
119-202 |
|
LOW |
119-160 |
|
0.618 |
119-092 |
|
1.000 |
119-050 |
|
1.618 |
118-302 |
|
2.618 |
118-192 |
|
4.250 |
118-012 |
|
|
| Fisher Pivots for day following 19-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
119-215 |
119-208 |
| PP |
119-213 |
119-205 |
| S1 |
119-212 |
119-202 |
|