CBOT 10-Year T-Note Future September 2009

Trading Metrics calculated at close of trading on 09-Jul-2009

Day Change Summary
	Previous	Current
	08-Jul-2009	09-Jul-2009	Change	Change %	Previous Week
Open	117-145	118-065	0-240	0.6%	116-180
High	118-210	118-065	-0-145	-0.4%	117-010
Low	117-140	117-240	0-100	0.3%	115-235
Close	118-200	117-275	-0-245	-0.6%	116-270
Range	1-070	0-145	-0-245	-62.8%	1-095
ATR	0-237	0-240	0-003	1.3%	0-000
Volume	691,052	960,140	269,088	38.9%	2,747,883

Daily Pivots for day following 09-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	119-095	119-010	118-035
R3	118-270	118-185	117-315
R2	118-125	118-125	117-302
R1	118-040	118-040	117-288	118-010
PP	117-300	117-300	117-300	117-285
S1	117-215	117-215	117-262	117-185
S2	117-155	117-155	117-248
S3	117-010	117-070	117-235
S4	116-185	116-245	117-195

Weekly Pivots for week ending 03-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	120-137	119-298	117-178
R3	119-042	118-203	117-064
R2	117-267	117-267	117-026
R1	117-108	117-108	116-308	117-188
PP	116-172	116-172	116-172	116-211
S1	116-013	116-013	116-232	116-092
S2	115-077	115-077	116-194
S3	113-302	114-238	116-156
S4	112-207	113-143	116-042

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-210	116-085	2-125	2.0%	0-219	0.6%	67%	False	False	714,173
10	118-210	115-025	3-185	3.0%	0-202	0.5%	78%	False	False	735,416
20	118-210	112-290	5-240	4.9%	0-213	0.6%	86%	False	False	721,957
40	120-110	112-290	7-140	6.3%	0-189	0.5%	67%	False	False	583,635
60	122-070	112-290	9-100	7.9%	0-126	0.3%	53%	False	False	389,800
80	124-110	112-290	11-140	9.7%	0-095	0.3%	43%	False	False	292,350
100	124-110	112-290	11-140	9.7%	0-076	0.2%	43%	False	False	233,881
120	124-110	112-290	11-140	9.7%	0-063	0.2%	43%	False	False	194,901

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-014
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	120-041
2.618	119-125
1.618	118-300
1.000	118-210
0.618	118-155
HIGH	118-065
0.618	118-010
0.500	117-312
0.382	117-295
LOW	117-240
0.618	117-150
1.000	117-095
1.618	117-005
2.618	116-180
4.250	115-264

Fisher Pivots for day following 09-Jul-2009
Pivot	1 day	3 day
R1	117-312	117-253
PP	117-300	117-232
S1	117-288	117-210

Download as Excel Spreadsheet

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

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