CBOT 10-Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 17-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2009 |
17-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
116-255 |
117-060 |
0-125 |
0.3% |
118-245 |
| High |
117-110 |
117-060 |
-0-050 |
-0.1% |
118-270 |
| Low |
116-255 |
116-115 |
-0-140 |
-0.4% |
116-115 |
| Close |
117-005 |
116-125 |
-0-200 |
-0.5% |
116-125 |
| Range |
0-175 |
0-265 |
0-090 |
51.4% |
2-155 |
| ATR |
0-244 |
0-245 |
0-002 |
0.6% |
0-000 |
| Volume |
1,017,449 |
799,503 |
-217,946 |
-21.4% |
3,865,203 |
|
| Daily Pivots for day following 17-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-042 |
118-188 |
116-271 |
|
| R3 |
118-097 |
117-243 |
116-198 |
|
| R2 |
117-152 |
117-152 |
116-174 |
|
| R1 |
116-298 |
116-298 |
116-149 |
116-252 |
| PP |
116-207 |
116-207 |
116-207 |
116-184 |
| S1 |
116-033 |
116-033 |
116-101 |
115-308 |
| S2 |
115-262 |
115-262 |
116-076 |
|
| S3 |
114-317 |
115-088 |
116-052 |
|
| S4 |
114-052 |
114-143 |
115-299 |
|
|
| Weekly Pivots for week ending 17-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-208 |
123-002 |
117-242 |
|
| R3 |
122-053 |
120-167 |
117-024 |
|
| R2 |
119-218 |
119-218 |
116-271 |
|
| R1 |
118-012 |
118-012 |
116-198 |
117-198 |
| PP |
117-063 |
117-063 |
117-063 |
116-316 |
| S1 |
115-177 |
115-177 |
116-052 |
115-042 |
| S2 |
114-228 |
114-228 |
115-299 |
|
| S3 |
112-073 |
113-022 |
115-226 |
|
| S4 |
109-238 |
110-187 |
115-008 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-270 |
116-115 |
2-155 |
2.1% |
0-196 |
0.5% |
1% |
False |
True |
773,040 |
| 10 |
118-280 |
116-115 |
2-165 |
2.2% |
0-195 |
0.5% |
1% |
False |
True |
753,764 |
| 20 |
118-280 |
113-230 |
5-050 |
4.4% |
0-198 |
0.5% |
52% |
False |
False |
739,895 |
| 40 |
118-280 |
112-290 |
5-310 |
5.1% |
0-209 |
0.6% |
58% |
False |
False |
698,225 |
| 60 |
120-230 |
112-290 |
7-260 |
6.7% |
0-144 |
0.4% |
45% |
False |
False |
467,599 |
| 80 |
122-220 |
112-290 |
9-250 |
8.4% |
0-108 |
0.3% |
36% |
False |
False |
350,700 |
| 100 |
124-110 |
112-290 |
11-140 |
9.8% |
0-087 |
0.2% |
30% |
False |
False |
280,560 |
| 120 |
124-110 |
112-290 |
11-140 |
9.8% |
0-072 |
0.2% |
30% |
False |
False |
233,800 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-226 |
|
2.618 |
119-114 |
|
1.618 |
118-169 |
|
1.000 |
118-005 |
|
0.618 |
117-224 |
|
HIGH |
117-060 |
|
0.618 |
116-279 |
|
0.500 |
116-248 |
|
0.382 |
116-216 |
|
LOW |
116-115 |
|
0.618 |
115-271 |
|
1.000 |
115-170 |
|
1.618 |
115-006 |
|
2.618 |
114-061 |
|
4.250 |
112-269 |
|
|
| Fisher Pivots for day following 17-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
116-248 |
116-288 |
| PP |
116-207 |
116-233 |
| S1 |
116-166 |
116-179 |
|