CBOT 10-Year T-Note Future September 2009

Trading Metrics calculated at close of trading on 29-Jun-2009

Day Change Summary
	Previous	Current
	26-Jun-2009	29-Jun-2009	Change	Change %	Previous Week
Open	116-065	116-180	0-115	0.3%	114-310
High	116-150	116-205	0-055	0.1%	116-150
Low	116-065	116-125	0-060	0.2%	114-175
Close	116-130	116-145	0-015	0.0%	116-130
Range	0-085	0-080	-0-005	-5.9%	1-295
ATR	0-248	0-236	-0-012	-4.8%	0-000
Volume	905,455	644,965	-260,490	-28.8%	3,589,722

Daily Pivots for day following 29-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	117-078	117-032	116-189
R3	116-318	116-272	116-167
R2	116-238	116-238	116-160
R1	116-192	116-192	116-152	116-175
PP	116-158	116-158	116-158	116-150
S1	116-112	116-112	116-138	116-095
S2	116-078	116-078	116-130
S3	115-318	116-032	116-123
S4	115-238	115-272	116-101

Weekly Pivots for week ending 26-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	121-183	120-292	117-148
R3	119-208	118-317	116-299
R2	117-233	117-233	116-243
R1	117-022	117-022	116-186	117-128
PP	115-258	115-258	115-258	115-311
S1	115-047	115-047	116-074	115-152
S2	113-283	113-283	116-017
S3	111-308	113-072	115-281
S4	110-013	111-097	115-112

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	116-205	114-175	2-030	1.8%	0-209	0.6%	91%	True	False	724,353
10	116-205	113-230	2-295	2.5%	0-216	0.6%	94%	True	False	722,778
20	116-205	112-290	3-235	3.2%	0-209	0.6%	95%	True	False	761,124
40	120-110	112-290	7-140	6.4%	0-152	0.4%	48%	False	False	460,069
60	122-070	112-290	9-100	8.0%	0-101	0.3%	38%	False	False	306,923
80	124-110	112-290	11-140	9.8%	0-076	0.2%	31%	False	False	230,193
100	124-110	112-290	11-140	9.8%	0-061	0.2%	31%	False	False	184,155
120	124-110	112-290	11-140	9.8%	0-051	0.1%	31%	False	False	153,462

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-034
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	117-225
2.618	117-094
1.618	117-014
1.000	116-285
0.618	116-254
HIGH	116-205
0.618	116-174
0.500	116-165
0.382	116-156
LOW	116-125
0.618	116-076
1.000	116-045
1.618	115-316
2.618	115-236
4.250	115-105

Fisher Pivots for day following 29-Jun-2009
Pivot	1 day	3 day
R1	116-165	116-082
PP	116-158	116-018
S1	116-152	115-275

Download as Excel Spreadsheet

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

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