CBOT 10-Year T-Note Future September 2009

Trading Metrics calculated at close of trading on 22-May-2009

Day Change Summary
	Previous	Current
	21-May-2009	22-May-2009	Change	Change %	Previous Week
Open	118-130	118-030	-0-100	-0.3%	119-100
High	118-130	118-030	-0-100	-0.3%	119-140
Low	118-130	117-230	-0-220	-0.6%	117-230
Close	118-130	117-210	-0-240	-0.6%	117-210
Range	0-000	0-120	0-120		1-230
ATR	0-151	0-156	0-005	3.3%	0-000
Volume	74,708	129,214	54,506	73.0%	258,091

Daily Pivots for day following 22-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	118-303	118-217	117-276
R3	118-183	118-097	117-243
R2	118-063	118-063	117-232
R1	117-297	117-297	117-221	117-280
PP	117-263	117-263	117-263	117-255
S1	117-177	117-177	117-199	117-160
S2	117-143	117-143	117-188
S3	117-023	117-057	117-177
S4	116-223	116-257	117-144

Weekly Pivots for week ending 22-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	123-137	122-083	118-192
R3	121-227	120-173	118-041
R2	119-317	119-317	117-311
R1	118-263	118-263	117-260	118-175
PP	118-087	118-087	118-087	118-042
S1	117-033	117-033	117-160	116-265
S2	116-177	116-177	117-109
S3	114-267	115-123	117-059
S4	113-037	113-213	116-228

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-140	117-230	1-230	1.5%	0-024	0.1%	-4%	False	True	51,618
10	120-110	117-230	2-200	2.2%	0-042	0.1%	-2%	False	True	29,976
20	120-230	117-230	3-000	2.5%	0-021	0.1%	-2%	False	True	16,542
40	122-220	117-230	4-310	4.2%	0-010	0.0%	-1%	False	True	8,273
60	124-110	117-230	6-200	5.6%	0-007	0.0%	-1%	False	True	5,516
80	124-110	117-230	6-200	5.6%	0-005	0.0%	-1%	False	True	4,137
100	124-290	117-230	7-060	6.1%	0-004	0.0%	-1%	False	True	3,310

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-005
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	119-220
2.618	119-024
1.618	118-224
1.000	118-150
0.618	118-104
HIGH	118-030
0.618	117-304
0.500	117-290
0.382	117-276
LOW	117-230
0.618	117-156
1.000	117-110
1.618	117-036
2.618	116-236
4.250	116-040

Fisher Pivots for day following 22-May-2009
Pivot	1 day	3 day
R1	117-290	118-185
PP	117-263	118-087
S1	117-237	117-308

Download as Excel Spreadsheet

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

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