CBOT 10-Year T-Note Future September 2009

Trading Metrics calculated at close of trading on 13-May-2009

Day Change Summary
	Previous	Current
	12-May-2009	13-May-2009	Change	Change %	Previous Week
Open	119-230	120-060	0-150	0.4%	119-090
High	119-230	120-110	0-200	0.5%	119-170
Low	119-230	119-130	-0-100	-0.3%	118-220
Close	119-230	120-060	0-150	0.4%	118-250
Range	0-000	0-300	0-300		0-270
ATR	0-147	0-157	0-011	7.5%	0-000
Volume	8,602	6,737	-1,865	-21.7%	18,483

Daily Pivots for day following 13-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	122-253	122-137	120-225
R3	121-273	121-157	120-142
R2	120-293	120-293	120-115
R1	120-177	120-177	120-088	120-210
PP	119-313	119-313	119-313	120-010
S1	119-197	119-197	120-032	119-230
S2	119-013	119-013	120-005
S3	118-033	118-217	119-298
S4	117-053	117-237	119-215

Weekly Pivots for week ending 08-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	121-170	121-000	119-078
R3	120-220	120-050	119-004
R2	119-270	119-270	118-300
R1	119-100	119-100	118-275	119-050
PP	119-000	119-000	119-000	118-295
S1	118-150	118-150	118-225	118-100
S2	118-050	118-050	118-200
S3	117-100	117-200	118-176
S4	116-150	116-250	118-102

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-110	118-220	1-210	1.4%	0-060	0.2%	91%	True	False	4,972
10	120-110	118-220	1-210	1.4%	0-030	0.1%	91%	True	False	4,107
20	121-200	118-220	2-300	2.4%	0-015	0.0%	51%	False	False	2,466
40	124-110	118-220	5-210	4.7%	0-008	0.0%	27%	False	False	1,234
60	124-110	118-220	5-210	4.7%	0-005	0.0%	27%	False	False	823
80	124-110	118-140	5-290	4.9%	0-004	0.0%	30%	False	False	618
100	125-240	118-140	7-100	6.1%	0-003	0.0%	24%	False	False	494

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-005
Widest range in 110 trading days

Fibonacci Retracements and Extensions
4.250	124-105
2.618	122-255
1.618	121-275
1.000	121-090
0.618	120-295
HIGH	120-110
0.618	119-315
0.500	119-280
0.382	119-245
LOW	119-130
0.618	118-265
1.000	118-150
1.618	117-285
2.618	116-305
4.250	115-135

Fisher Pivots for day following 13-May-2009
Pivot	1 day	3 day
R1	120-027	120-027
PP	119-313	119-313
S1	119-280	119-280

Download as Excel Spreadsheet

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

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