CBOT 10-Year T-Note Future December 2009
| Trading Metrics calculated at close of trading on 30-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2009 |
30-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
121-035 |
120-305 |
-0-050 |
-0.1% |
119-100 |
| High |
121-050 |
121-055 |
0-005 |
0.0% |
121-050 |
| Low |
120-285 |
120-290 |
0-005 |
0.0% |
119-055 |
| Close |
121-025 |
121-055 |
0-030 |
0.1% |
121-025 |
| Range |
0-085 |
0-085 |
0-000 |
0.0% |
1-315 |
| ATR |
0-161 |
0-156 |
-0-005 |
-3.4% |
0-000 |
| Volume |
1,404,749 |
705,831 |
-698,918 |
-49.8% |
4,167,398 |
|
| Daily Pivots for day following 30-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-282 |
121-253 |
121-102 |
|
| R3 |
121-197 |
121-168 |
121-078 |
|
| R2 |
121-112 |
121-112 |
121-071 |
|
| R1 |
121-083 |
121-083 |
121-063 |
121-098 |
| PP |
121-027 |
121-027 |
121-027 |
121-034 |
| S1 |
120-318 |
120-318 |
121-047 |
121-012 |
| S2 |
120-262 |
120-262 |
121-039 |
|
| S3 |
120-177 |
120-233 |
121-032 |
|
| S4 |
120-092 |
120-148 |
121-008 |
|
|
| Weekly Pivots for week ending 27-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-135 |
125-235 |
122-054 |
|
| R3 |
124-140 |
123-240 |
121-200 |
|
| R2 |
122-145 |
122-145 |
121-141 |
|
| R1 |
121-245 |
121-245 |
121-083 |
122-035 |
| PP |
120-150 |
120-150 |
120-150 |
120-205 |
| S1 |
119-250 |
119-250 |
120-287 |
120-040 |
| S2 |
118-155 |
118-155 |
120-229 |
|
| S3 |
116-160 |
117-255 |
120-170 |
|
| S4 |
114-165 |
115-260 |
119-316 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-055 |
119-055 |
2-000 |
1.7% |
0-133 |
0.3% |
100% |
True |
False |
974,645 |
| 10 |
121-055 |
119-055 |
2-000 |
1.7% |
0-122 |
0.3% |
100% |
True |
False |
870,127 |
| 20 |
121-055 |
117-220 |
3-155 |
2.9% |
0-124 |
0.3% |
100% |
True |
False |
861,237 |
| 40 |
121-055 |
116-295 |
4-080 |
3.5% |
0-125 |
0.3% |
100% |
True |
False |
857,283 |
| 60 |
121-055 |
116-200 |
4-175 |
3.8% |
0-136 |
0.4% |
100% |
True |
False |
818,693 |
| 80 |
121-055 |
113-080 |
7-295 |
6.5% |
0-112 |
0.3% |
100% |
True |
False |
656,235 |
| 100 |
121-055 |
113-080 |
7-295 |
6.5% |
0-090 |
0.2% |
100% |
True |
False |
525,136 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-096 |
|
2.618 |
121-278 |
|
1.618 |
121-193 |
|
1.000 |
121-140 |
|
0.618 |
121-108 |
|
HIGH |
121-055 |
|
0.618 |
121-023 |
|
0.500 |
121-012 |
|
0.382 |
121-002 |
|
LOW |
120-290 |
|
0.618 |
120-237 |
|
1.000 |
120-205 |
|
1.618 |
120-152 |
|
2.618 |
120-067 |
|
4.250 |
119-249 |
|
|
| Fisher Pivots for day following 30-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
121-041 |
120-312 |
| PP |
121-027 |
120-250 |
| S1 |
121-012 |
120-188 |
|