CBOT 10-Year T-Note Future September 2009

Trading Metrics calculated at close of trading on 26-May-2009

Day Change Summary
	Previous	Current
	22-May-2009	26-May-2009	Change	Change %	Previous Week
Open	118-030	118-010	-0-020	-0.1%	119-100
High	118-030	118-010	-0-020	-0.1%	119-140
Low	117-230	117-070	-0-160	-0.4%	117-230
Close	117-210	117-070	-0-140	-0.4%	117-210
Range	0-120	0-260	0-140	116.7%	1-230
ATR	0-156	0-163	0-007	4.8%	0-000
Volume	129,214	88,810	-40,404	-31.3%	258,091

Daily Pivots for day following 26-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	119-297	119-123	117-213
R3	119-037	118-183	117-142
R2	118-097	118-097	117-118
R1	117-243	117-243	117-094	117-200
PP	117-157	117-157	117-157	117-135
S1	116-303	116-303	117-046	116-260
S2	116-217	116-217	117-022
S3	115-277	116-043	116-318
S4	115-017	115-103	116-247

Weekly Pivots for week ending 22-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	123-137	122-083	118-192
R3	121-227	120-173	118-041
R2	119-317	119-317	117-311
R1	118-263	118-263	117-260	118-175
PP	118-087	118-087	118-087	118-042
S1	117-033	117-033	117-160	116-265
S2	116-177	116-177	117-109
S3	114-267	115-123	117-059
S4	113-037	113-213	116-228

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-140	117-070	2-070	1.9%	0-076	0.2%	0%	False	True	67,756
10	120-110	117-070	3-040	2.7%	0-068	0.2%	0%	False	True	38,571
20	120-110	117-070	3-040	2.7%	0-034	0.1%	0%	False	True	20,919
40	122-220	117-070	5-150	4.7%	0-017	0.0%	0%	False	True	10,493
60	124-110	117-070	7-040	6.1%	0-011	0.0%	0%	False	True	6,996
80	124-110	117-070	7-040	6.1%	0-008	0.0%	0%	False	True	5,247
100	124-110	117-070	7-040	6.1%	0-007	0.0%	0%	False	True	4,198

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-005
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	121-155
2.618	120-051
1.618	119-111
1.000	118-270
0.618	118-171
HIGH	118-010
0.618	117-231
0.500	117-200
0.382	117-169
LOW	117-070
0.618	116-229
1.000	116-130
1.618	115-289
2.618	115-029
4.250	113-245

Fisher Pivots for day following 26-May-2009
Pivot	1 day	3 day
R1	117-200	117-260
PP	117-157	117-197
S1	117-113	117-133

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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