CBOT 10-Year T-Note Future December 2009

Trading Metrics calculated at close of trading on 21-Aug-2009

Day Change Summary
	Previous	Current
	20-Aug-2009	21-Aug-2009	Change	Change %	Previous Week
Open	116-220	115-220	-1-000	-0.9%	116-130
High	116-220	115-220	-1-000	-0.9%	116-310
Low	116-220	115-220	-1-000	-0.9%	115-220
Close	116-220	115-220	-1-000	-0.9%	115-220
Range
ATR	0-160	0-171	0-011	7.2%	0-000
Volume	27,920	31,374	3,454	12.4%	77,858

Daily Pivots for day following 21-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	115-220	115-220	115-220
R3	115-220	115-220	115-220
R2	115-220	115-220	115-220
R1	115-220	115-220	115-220	115-220
PP	115-220	115-220	115-220	115-220
S1	115-220	115-220	115-220	115-220
S2	115-220	115-220	115-220
S3	115-220	115-220	115-220
S4	115-220	115-220	115-220

Weekly Pivots for week ending 21-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	119-307	119-033	116-126
R3	118-217	117-263	116-013
R2	117-127	117-127	115-295
R1	116-173	116-173	115-258	116-105
PP	116-037	116-037	116-037	116-002
S1	115-083	115-083	115-182	115-015
S2	114-267	114-267	115-145
S3	113-177	113-313	115-107
S4	112-087	112-223	114-314

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	116-310	115-220	1-090	1.1%	0-028	0.1%	0%	False	True	15,571
10	116-310	114-040	2-270	2.5%	0-014	0.0%	55%	False	False	8,932
20	116-310	113-080	3-230	3.2%	0-007	0.0%	66%	False	False	5,019

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-000

Fibonacci Retracements and Extensions
4.250	115-220
2.618	115-220
1.618	115-220
1.000	115-220
0.618	115-220
HIGH	115-220
0.618	115-220
0.500	115-220
0.382	115-220
LOW	115-220
0.618	115-220
1.000	115-220
1.618	115-220
2.618	115-220
4.250	115-220

Fisher Pivots for day following 21-Aug-2009
Pivot	1 day	3 day
R1	115-220	116-105
PP	115-220	116-037
S1	115-220	115-288

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols