CBOT 10-Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 13-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2009 |
13-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
118-160 |
118-245 |
0-085 |
0.2% |
116-280 |
| High |
118-280 |
118-270 |
-0-010 |
0.0% |
118-280 |
| Low |
118-160 |
118-100 |
-0-060 |
-0.2% |
116-200 |
| Close |
118-225 |
118-105 |
-0-120 |
-0.3% |
118-225 |
| Range |
0-120 |
0-170 |
0-050 |
41.7% |
2-080 |
| ATR |
0-246 |
0-241 |
-0-005 |
-2.2% |
0-000 |
| Volume |
802,745 |
637,711 |
-165,034 |
-20.6% |
3,672,441 |
|
| Daily Pivots for day following 13-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-028 |
119-237 |
118-198 |
|
| R3 |
119-178 |
119-067 |
118-152 |
|
| R2 |
119-008 |
119-008 |
118-136 |
|
| R1 |
118-217 |
118-217 |
118-121 |
118-188 |
| PP |
118-158 |
118-158 |
118-158 |
118-144 |
| S1 |
118-047 |
118-047 |
118-089 |
118-018 |
| S2 |
117-308 |
117-308 |
118-074 |
|
| S3 |
117-138 |
117-197 |
118-058 |
|
| S4 |
116-288 |
117-027 |
118-012 |
|
|
| Weekly Pivots for week ending 10-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-262 |
124-003 |
119-301 |
|
| R3 |
122-182 |
121-243 |
119-103 |
|
| R2 |
120-102 |
120-102 |
119-037 |
|
| R1 |
119-163 |
119-163 |
118-291 |
119-292 |
| PP |
118-022 |
118-022 |
118-022 |
118-086 |
| S1 |
117-083 |
117-083 |
118-159 |
117-212 |
| S2 |
115-262 |
115-262 |
118-093 |
|
| S3 |
113-182 |
115-003 |
118-027 |
|
| S4 |
111-102 |
112-243 |
117-149 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-280 |
116-210 |
2-070 |
1.9% |
0-206 |
0.5% |
75% |
False |
False |
724,585 |
| 10 |
118-280 |
115-235 |
3-045 |
2.7% |
0-186 |
0.5% |
83% |
False |
False |
705,803 |
| 20 |
118-280 |
113-230 |
5-050 |
4.4% |
0-199 |
0.5% |
89% |
False |
False |
710,777 |
| 40 |
119-310 |
112-290 |
7-020 |
6.0% |
0-189 |
0.5% |
77% |
False |
False |
619,205 |
| 60 |
121-150 |
112-290 |
8-180 |
7.2% |
0-131 |
0.3% |
63% |
False |
False |
413,807 |
| 80 |
123-190 |
112-290 |
10-220 |
9.0% |
0-098 |
0.3% |
51% |
False |
False |
310,356 |
| 100 |
124-110 |
112-290 |
11-140 |
9.7% |
0-079 |
0.2% |
47% |
False |
False |
248,285 |
| 120 |
124-110 |
112-290 |
11-140 |
9.7% |
0-066 |
0.2% |
47% |
False |
False |
206,905 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-032 |
|
2.618 |
120-075 |
|
1.618 |
119-225 |
|
1.000 |
119-120 |
|
0.618 |
119-055 |
|
HIGH |
118-270 |
|
0.618 |
118-205 |
|
0.500 |
118-185 |
|
0.382 |
118-165 |
|
LOW |
118-100 |
|
0.618 |
117-315 |
|
1.000 |
117-250 |
|
1.618 |
117-145 |
|
2.618 |
116-295 |
|
4.250 |
116-018 |
|
|
| Fisher Pivots for day following 13-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
118-185 |
118-103 |
| PP |
118-158 |
118-102 |
| S1 |
118-132 |
118-100 |
|