CBOT 10-Year T-Note Future September 2009


Trading Metrics calculated at close of trading on 26-Dec-2008
Day Change Summary
Previous Current
24-Dec-2008 26-Dec-2008 Change Change % Previous Week
Open 124-150 125-020 0-190 0.5% 124-220
High 124-150 125-020 0-190 0.5% 125-020
Low 124-150 125-020 0-190 0.5% 124-150
Close 124-150 125-020 0-190 0.5% 125-020
Range
ATR 0-205 0-204 -0-001 -0.5% 0-000
Volume 2 2 0 0.0% 8
Daily Pivots for day following 26-Dec-2008
Classic Woodie Camarilla DeMark
R4 125-020 125-020 125-020
R3 125-020 125-020 125-020
R2 125-020 125-020 125-020
R1 125-020 125-020 125-020 125-020
PP 125-020 125-020 125-020 125-020
S1 125-020 125-020 125-020 125-020
S2 125-020 125-020 125-020
S3 125-020 125-020 125-020
S4 125-020 125-020 125-020
Weekly Pivots for week ending 26-Dec-2008
Classic Woodie Camarilla DeMark
R4 126-207 126-143 125-124
R3 126-017 125-273 125-072
R2 125-147 125-147 125-055
R1 125-083 125-083 125-037 125-115
PP 124-277 124-277 124-277 124-292
S1 124-213 124-213 125-003 124-245
S2 124-087 124-087 124-305
S3 123-217 124-023 124-288
S4 123-027 123-153 124-236
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-020 124-150 0-190 0.5% 0-000 0.0% 100% True False 2
10 125-240 122-050 3-190 2.9% 0-000 0.0% 81% False False 2
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
4.250 125-020
2.618 125-020
1.618 125-020
1.000 125-020
0.618 125-020
HIGH 125-020
0.618 125-020
0.500 125-020
0.382 125-020
LOW 125-020
0.618 125-020
1.000 125-020
1.618 125-020
2.618 125-020
4.250 125-020
Fisher Pivots for day following 26-Dec-2008
Pivot 1 day 3 day
R1 125-020 124-308
PP 125-020 124-277
S1 125-020 124-245

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

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