CBOT 10-Year T-Note Future December 2009
| Trading Metrics calculated at close of trading on 20-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2009 |
20-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
119-160 |
119-265 |
0-105 |
0.3% |
119-070 |
| High |
119-270 |
119-265 |
-0-005 |
0.0% |
119-270 |
| Low |
119-160 |
119-155 |
-0-005 |
0.0% |
119-070 |
| Close |
119-210 |
119-180 |
-0-030 |
-0.1% |
119-180 |
| Range |
0-110 |
0-110 |
0-000 |
0.0% |
0-200 |
| ATR |
0-154 |
0-150 |
-0-003 |
-2.0% |
0-000 |
| Volume |
775,864 |
798,621 |
22,757 |
2.9% |
3,828,050 |
|
| Daily Pivots for day following 20-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-210 |
120-145 |
119-240 |
|
| R3 |
120-100 |
120-035 |
119-210 |
|
| R2 |
119-310 |
119-310 |
119-200 |
|
| R1 |
119-245 |
119-245 |
119-190 |
119-222 |
| PP |
119-200 |
119-200 |
119-200 |
119-189 |
| S1 |
119-135 |
119-135 |
119-170 |
119-112 |
| S2 |
119-090 |
119-090 |
119-160 |
|
| S3 |
118-300 |
119-025 |
119-150 |
|
| S4 |
118-190 |
118-235 |
119-120 |
|
|
| Weekly Pivots for week ending 20-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-133 |
121-037 |
119-290 |
|
| R3 |
120-253 |
120-157 |
119-235 |
|
| R2 |
120-053 |
120-053 |
119-217 |
|
| R1 |
119-277 |
119-277 |
119-198 |
120-005 |
| PP |
119-173 |
119-173 |
119-173 |
119-198 |
| S1 |
119-077 |
119-077 |
119-162 |
119-125 |
| S2 |
118-293 |
118-293 |
119-143 |
|
| S3 |
118-093 |
118-197 |
119-125 |
|
| S4 |
117-213 |
117-317 |
119-070 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-270 |
119-070 |
0-200 |
0.5% |
0-111 |
0.3% |
55% |
False |
False |
765,610 |
| 10 |
119-270 |
118-030 |
1-240 |
1.5% |
0-124 |
0.3% |
84% |
False |
False |
755,377 |
| 20 |
119-270 |
116-295 |
2-295 |
2.4% |
0-128 |
0.3% |
90% |
False |
False |
847,917 |
| 40 |
119-270 |
116-295 |
2-295 |
2.4% |
0-127 |
0.3% |
90% |
False |
False |
829,900 |
| 60 |
119-270 |
116-110 |
3-160 |
2.9% |
0-136 |
0.4% |
92% |
False |
False |
785,083 |
| 80 |
119-270 |
113-080 |
6-190 |
5.5% |
0-104 |
0.3% |
96% |
False |
False |
595,377 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-092 |
|
2.618 |
120-233 |
|
1.618 |
120-123 |
|
1.000 |
120-055 |
|
0.618 |
120-013 |
|
HIGH |
119-265 |
|
0.618 |
119-223 |
|
0.500 |
119-210 |
|
0.382 |
119-197 |
|
LOW |
119-155 |
|
0.618 |
119-087 |
|
1.000 |
119-045 |
|
1.618 |
118-297 |
|
2.618 |
118-187 |
|
4.250 |
118-008 |
|
|
| Fisher Pivots for day following 20-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
119-210 |
119-202 |
| PP |
119-200 |
119-195 |
| S1 |
119-190 |
119-188 |
|