CBOT 10-Year T-Note Future December 2009

Trading Metrics calculated at close of trading on 30-Oct-2009

Day Change Summary
	Previous	Current
	29-Oct-2009	30-Oct-2009	Change	Change %	Previous Week
Open	117-295	118-040	0-065	0.2%	117-165
High	117-295	118-195	0-220	0.6%	118-195
Low	117-200	118-040	0-160	0.4%	116-295
Close	117-230	118-195	0-285	0.8%	118-195
Range	0-095	0-155	0-060	63.2%	1-220
ATR	0-172	0-180	0-008	4.7%	0-000
Volume	998,092	1,096,483	98,391	9.9%	4,855,675

Daily Pivots for day following 30-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	119-288	119-237	118-280
R3	119-133	119-082	118-238
R2	118-298	118-298	118-223
R1	118-247	118-247	118-209	118-272
PP	118-143	118-143	118-143	118-156
S1	118-092	118-092	118-181	118-118
S2	117-308	117-308	118-167
S3	117-153	117-257	118-152
S4	116-318	117-102	118-110

Weekly Pivots for week ending 30-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	123-035	122-175	119-172
R3	121-135	120-275	119-024
R2	119-235	119-235	118-294
R1	119-055	119-055	118-244	119-145
PP	118-015	118-015	118-015	118-060
S1	117-155	117-155	118-146	117-245
S2	116-115	116-115	118-096
S3	114-215	115-255	118-046
S4	112-315	114-035	117-218

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-195	116-295	1-220	1.4%	0-160	0.4%	100%	True	False	971,135
10	118-250	116-295	1-275	1.6%	0-127	0.3%	91%	False	False	868,663
20	119-235	116-295	2-260	2.4%	0-129	0.3%	60%	False	False	850,349
40	119-235	116-200	3-035	2.6%	0-144	0.4%	64%	False	False	807,490
60	119-235	113-080	6-155	5.5%	0-111	0.3%	83%	False	False	606,161
80	119-235	113-080	6-155	5.5%	0-083	0.2%	83%	False	False	454,813

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	120-214
2.618	119-281
1.618	119-126
1.000	119-030
0.618	118-291
HIGH	118-195
0.618	118-136
0.500	118-118
0.382	118-099
LOW	118-040
0.618	117-264
1.000	117-205
1.618	117-109
2.618	116-274
4.250	116-021

Fisher Pivots for day following 30-Oct-2009
Pivot	1 day	3 day
R1	118-169	118-142
PP	118-143	118-090
S1	118-118	118-038

Download as Excel Spreadsheet

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

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