CBOT 10-Year T-Note Future December 2009

Trading Metrics calculated at close of trading on 25-Sep-2009

Day Change Summary
	Previous	Current
	24-Sep-2009	25-Sep-2009	Change	Change %	Previous Week
Open	117-155	117-215	0-060	0.2%	117-060
High	117-280	118-040	0-080	0.2%	118-040
Low	117-110	117-210	0-100	0.3%	116-215
Close	117-225	117-315	0-090	0.2%	117-315
Range	0-170	0-150	-0-020	-11.8%	1-145
ATR	0-177	0-175	-0-002	-1.1%	0-000
Volume	853,440	848,695	-4,745	-0.6%	3,689,611

Daily Pivots for day following 25-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	119-105	119-040	118-078
R3	118-275	118-210	118-036
R2	118-125	118-125	118-022
R1	118-060	118-060	118-009	118-092
PP	117-295	117-295	117-295	117-311
S1	117-230	117-230	117-301	117-262
S2	117-145	117-145	117-288
S3	116-315	117-080	117-274
S4	116-165	116-250	117-232

Weekly Pivots for week ending 25-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	121-305	121-135	118-251
R3	120-160	119-310	118-123
R2	119-015	119-015	118-080
R1	118-165	118-165	118-038	118-250
PP	117-190	117-190	117-190	117-232
S1	117-020	117-020	117-272	117-105
S2	116-045	116-045	117-230
S3	114-220	115-195	117-187
S4	113-075	114-050	117-059

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-040	116-215	1-145	1.2%	0-172	0.5%	90%	True	False	737,922
10	118-040	116-215	1-145	1.2%	0-160	0.4%	90%	True	False	775,631
20	118-150	116-120	2-030	1.8%	0-158	0.4%	77%	False	False	717,243
40	118-150	113-080	5-070	4.4%	0-085	0.2%	91%	False	False	382,057

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	0-016
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	120-038
2.618	119-113
1.618	118-283
1.000	118-190
0.618	118-133
HIGH	118-040
0.618	117-303
0.500	117-285
0.382	117-267
LOW	117-210
0.618	117-117
1.000	117-060
1.618	116-287
2.618	116-137
4.250	115-212

Fisher Pivots for day following 25-Sep-2009
Pivot	1 day	3 day
R1	117-305	117-255
PP	117-295	117-195
S1	117-285	117-135

Download as Excel Spreadsheet

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

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