CBOT 10-Year T-Note Future December 2009
| Trading Metrics calculated at close of trading on 03-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2009 |
03-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
120-230 |
119-300 |
-0-250 |
-0.6% |
119-100 |
| High |
120-235 |
120-020 |
-0-215 |
-0.6% |
121-050 |
| Low |
120-130 |
119-300 |
-0-150 |
-0.4% |
119-055 |
| Close |
120-130 |
120-020 |
-0-110 |
-0.3% |
121-025 |
| Range |
0-105 |
0-040 |
-0-065 |
-61.9% |
1-315 |
| ATR |
0-172 |
0-170 |
-0-002 |
-0.9% |
0-000 |
| Volume |
109,617 |
59,921 |
-49,696 |
-45.3% |
4,167,398 |
|
| Daily Pivots for day following 03-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-127 |
120-113 |
120-042 |
|
| R3 |
120-087 |
120-073 |
120-031 |
|
| R2 |
120-047 |
120-047 |
120-027 |
|
| R1 |
120-033 |
120-033 |
120-024 |
120-040 |
| PP |
120-007 |
120-007 |
120-007 |
120-010 |
| S1 |
119-313 |
119-313 |
120-016 |
120-000 |
| S2 |
119-287 |
119-287 |
120-013 |
|
| S3 |
119-247 |
119-273 |
120-009 |
|
| S4 |
119-207 |
119-233 |
119-318 |
|
|
| 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 |
121-275 |
119-300 |
1-295 |
1.6% |
0-147 |
0.4% |
7% |
False |
True |
499,028 |
| 10 |
121-275 |
119-055 |
2-220 |
2.2% |
0-145 |
0.4% |
33% |
False |
False |
683,227 |
| 20 |
121-275 |
117-220 |
4-055 |
3.5% |
0-134 |
0.3% |
57% |
False |
False |
735,058 |
| 40 |
121-275 |
116-295 |
4-300 |
4.1% |
0-133 |
0.3% |
64% |
False |
False |
790,083 |
| 60 |
121-275 |
116-200 |
5-075 |
4.4% |
0-139 |
0.4% |
66% |
False |
False |
791,699 |
| 80 |
121-275 |
114-200 |
7-075 |
6.0% |
0-119 |
0.3% |
75% |
False |
False |
660,952 |
| 100 |
121-275 |
113-080 |
8-195 |
7.2% |
0-096 |
0.2% |
79% |
False |
False |
528,978 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-190 |
|
2.618 |
120-125 |
|
1.618 |
120-085 |
|
1.000 |
120-060 |
|
0.618 |
120-045 |
|
HIGH |
120-020 |
|
0.618 |
120-005 |
|
0.500 |
120-000 |
|
0.382 |
119-315 |
|
LOW |
119-300 |
|
0.618 |
119-275 |
|
1.000 |
119-260 |
|
1.618 |
119-235 |
|
2.618 |
119-195 |
|
4.250 |
119-130 |
|
|
| Fisher Pivots for day following 03-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
120-013 |
120-288 |
| PP |
120-007 |
120-198 |
| S1 |
120-000 |
120-109 |
|