CBOT 10-Year T-Note Future December 2009

Trading Metrics calculated at close of trading on 08-Sep-2009

Day Change Summary
	Previous	Current
	04-Sep-2009	08-Sep-2009	Change	Change %	Previous Week
Open	117-130	117-005	-0-125	-0.3%	117-005
High	117-200	117-110	-0-090	-0.2%	118-020
Low	117-000	116-295	-0-025	-0.1%	116-315
Close	117-010	117-005	-0-005	0.0%	117-010
Range	0-200	0-135	-0-065	-32.5%	1-025
ATR	0-162	0-160	-0-002	-1.2%	0-000
Volume	589,017	721,471	132,454	22.5%	3,143,417

Daily Pivots for day following 08-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	118-115	118-035	117-079
R3	117-300	117-220	117-042
R2	117-165	117-165	117-030
R1	117-085	117-085	117-017	117-072
PP	117-030	117-030	117-030	117-024
S1	116-270	116-270	116-313	116-258
S2	116-215	116-215	116-300
S3	116-080	116-135	116-288
S4	115-265	116-000	116-251

Weekly Pivots for week ending 04-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	120-190	119-285	117-200
R3	119-165	118-260	117-105
R2	118-140	118-140	117-073
R1	117-235	117-235	117-042	118-028
PP	117-115	117-115	117-115	117-171
S1	116-210	116-210	116-298	117-002
S2	116-090	116-090	116-267
S3	115-065	115-185	116-235
S4	114-040	114-160	116-140

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-020	116-295	1-045	1.0%	0-154	0.4%	8%	False	True	682,570
10	118-020	116-110	1-230	1.5%	0-108	0.3%	39%	False	False	519,830
20	118-020	114-200	3-140	2.9%	0-061	0.2%	70%	False	False	268,711
40	118-020	113-080	4-260	4.1%	0-031	0.1%	78%	False	False	134,897

Crabel Price Patterns
NR	True
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	0-024
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	119-044
2.618	118-143
1.618	118-008
1.000	117-245
0.618	117-193
HIGH	117-110
0.618	117-058
0.500	117-042
0.382	117-027
LOW	116-295
0.618	116-212
1.000	116-160
1.618	116-077
2.618	115-262
4.250	115-041

Fisher Pivots for day following 08-Sep-2009
Pivot	1 day	3 day
R1	117-042	117-115
PP	117-030	117-078
S1	117-018	117-042

Download as Excel Spreadsheet

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

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