CBOT 10-Year T-Note Future September 2009


Trading Metrics calculated at close of trading on 08-Jan-2009
Day Change Summary
Previous Current
07-Jan-2009 08-Jan-2009 Change Change % Previous Week
Open 121-140 122-050 0-230 0.6% 125-140
High 121-140 122-050 0-230 0.6% 125-140
Low 121-140 122-050 0-230 0.6% 121-180
Close 121-140 122-050 0-230 0.6% 121-180
Range
ATR 0-204 0-206 0-002 0.9% 0-000
Volume 2 2 0 0.0% 8
Daily Pivots for day following 08-Jan-2009
Classic Woodie Camarilla DeMark
R4 122-050 122-050 122-050
R3 122-050 122-050 122-050
R2 122-050 122-050 122-050
R1 122-050 122-050 122-050 122-050
PP 122-050 122-050 122-050 122-050
S1 122-050 122-050 122-050 122-050
S2 122-050 122-050 122-050
S3 122-050 122-050 122-050
S4 122-050 122-050 122-050
Weekly Pivots for week ending 02-Jan-2009
Classic Woodie Camarilla DeMark
R4 134-153 131-287 123-222
R3 130-193 128-007 122-201
R2 126-233 126-233 122-087
R1 124-047 124-047 121-294 123-160
PP 122-273 122-273 122-273 122-170
S1 120-087 120-087 121-066 119-200
S2 118-313 118-313 120-273
S3 115-033 116-127 120-159
S4 111-073 112-167 119-138
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122-050 121-080 0-290 0.7% 0-000 0.0% 100% True False 2
10 125-140 121-080 4-060 3.4% 0-000 0.0% 22% False False 2
20 125-240 120-200 5-040 4.2% 0-000 0.0% 30% 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
4.250 122-050
2.618 122-050
1.618 122-050
1.000 122-050
0.618 122-050
HIGH 122-050
0.618 122-050
0.500 122-050
0.382 122-050
LOW 122-050
0.618 122-050
1.000 122-050
1.618 122-050
2.618 122-050
4.250 122-050
Fisher Pivots for day following 08-Jan-2009
Pivot 1 day 3 day
R1 122-050 122-012
PP 122-050 121-293
S1 122-050 121-255

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

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