CBOT 10-Year T-Note Future September 2009

Trading Metrics calculated at close of trading on 21-Jan-2009

Day Change Summary
	Previous	Current
	20-Jan-2009	21-Jan-2009	Change	Change %	Previous Week
Open	123-000	121-160	-1-160	-1.2%	123-070
High	123-000	121-160	-1-160	-1.2%	123-240
Low	123-000	121-160	-1-160	-1.2%	123-000
Close	123-000	121-160	-1-160	-1.2%	123-090
Range
ATR	0-173	0-195	0-022	12.7%	0-000
Volume	2	2	0	0.0%	10

Daily Pivots for day following 21-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	121-160	121-160	121-160
R3	121-160	121-160	121-160
R2	121-160	121-160	121-160
R1	121-160	121-160	121-160	121-160
PP	121-160	121-160	121-160	121-160
S1	121-160	121-160	121-160	121-160
S2	121-160	121-160	121-160
S3	121-160	121-160	121-160
S4	121-160	121-160	121-160

Weekly Pivots for week ending 16-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	125-190	125-060	123-222
R3	124-270	124-140	123-156
R2	124-030	124-030	123-134
R1	123-220	123-220	123-112	123-285
PP	123-110	123-110	123-110	123-142
S1	122-300	122-300	123-068	123-045
S2	122-190	122-190	123-046
S3	121-270	122-060	123-024
S4	121-030	121-140	122-278

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123-240	121-160	2-080	1.9%	0-000	0.0%	0%	False	True	2
10	123-240	121-140	2-100	1.9%	0-000	0.0%	3%	False	False	2
20	125-140	121-080	4-060	3.4%	0-000	0.0%	6%	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	121-160
2.618	121-160
1.618	121-160
1.000	121-160
0.618	121-160
HIGH	121-160
0.618	121-160
0.500	121-160
0.382	121-160
LOW	121-160
0.618	121-160
1.000	121-160
1.618	121-160
2.618	121-160
4.250	121-160

Fisher Pivots for day following 21-Jan-2009
Pivot	1 day	3 day
R1	121-160	122-125
PP	121-160	122-030
S1	121-160	121-255

Download as Excel Spreadsheet

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

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