CBOT 10-Year T-Note Future December 2009
| Trading Metrics calculated at close of trading on 24-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2009 |
24-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
119-100 |
119-280 |
0-180 |
0.5% |
119-070 |
| High |
119-205 |
120-030 |
0-145 |
0.4% |
119-270 |
| Low |
119-055 |
119-240 |
0-185 |
0.5% |
119-070 |
| Close |
119-200 |
120-030 |
0-150 |
0.4% |
119-180 |
| Range |
0-150 |
0-110 |
-0-040 |
-26.7% |
0-200 |
| ATR |
0-150 |
0-150 |
0-000 |
0.0% |
0-000 |
| Volume |
812,742 |
859,730 |
46,988 |
5.8% |
3,828,050 |
|
| Daily Pivots for day following 24-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-003 |
120-287 |
120-090 |
|
| R3 |
120-213 |
120-177 |
120-060 |
|
| R2 |
120-103 |
120-103 |
120-050 |
|
| R1 |
120-067 |
120-067 |
120-040 |
120-085 |
| PP |
119-313 |
119-313 |
119-313 |
120-002 |
| S1 |
119-277 |
119-277 |
120-020 |
119-295 |
| S2 |
119-203 |
119-203 |
120-010 |
|
| S3 |
119-093 |
119-167 |
120-000 |
|
| S4 |
118-303 |
119-057 |
119-290 |
|
|
| 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 |
120-030 |
119-055 |
0-295 |
0.8% |
0-108 |
0.3% |
100% |
True |
False |
804,132 |
| 10 |
120-030 |
118-110 |
1-240 |
1.5% |
0-122 |
0.3% |
100% |
True |
False |
725,934 |
| 20 |
120-030 |
117-055 |
2-295 |
2.4% |
0-127 |
0.3% |
100% |
True |
False |
847,286 |
| 40 |
120-030 |
116-295 |
3-055 |
2.6% |
0-127 |
0.3% |
100% |
True |
False |
831,759 |
| 60 |
120-030 |
116-200 |
3-150 |
2.9% |
0-137 |
0.4% |
100% |
True |
False |
796,358 |
| 80 |
120-030 |
113-080 |
6-270 |
5.7% |
0-107 |
0.3% |
100% |
True |
False |
616,256 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-178 |
|
2.618 |
120-318 |
|
1.618 |
120-208 |
|
1.000 |
120-140 |
|
0.618 |
120-098 |
|
HIGH |
120-030 |
|
0.618 |
119-308 |
|
0.500 |
119-295 |
|
0.382 |
119-282 |
|
LOW |
119-240 |
|
0.618 |
119-172 |
|
1.000 |
119-130 |
|
1.618 |
119-062 |
|
2.618 |
118-272 |
|
4.250 |
118-092 |
|
|
| Fisher Pivots for day following 24-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
120-012 |
119-301 |
| PP |
119-313 |
119-252 |
| S1 |
119-295 |
119-202 |
|