CBOT 10-Year T-Note Future September 2009

Trading Metrics calculated at close of trading on 02-Jul-2009

Day Change Summary
	Previous	Current
	01-Jul-2009	02-Jul-2009	Change	Change %	Previous Week
Open	115-275	116-085	0-130	0.4%	114-310
High	116-100	117-010	0-230	0.6%	116-150
Low	115-235	116-085	0-170	0.5%	114-175
Close	116-085	116-270	0-185	0.5%	116-130
Range	0-185	0-245	0-060	32.4%	1-295
ATR	0-230	0-231	0-001	0.5%	0-000
Volume	880,715	701,172	-179,543	-20.4%	3,589,722

Daily Pivots for day following 02-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	119-003	118-222	117-085
R3	118-078	117-297	117-017
R2	117-153	117-153	116-315
R1	117-052	117-052	116-292	117-102
PP	116-228	116-228	116-228	116-254
S1	116-127	116-127	116-248	116-178
S2	115-303	115-303	116-225
S3	115-058	115-202	116-203
S4	114-133	114-277	116-135

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	117-010	115-235	1-095	1.1%	0-160	0.4%	86%	True	False	730,667
10	117-010	113-230	3-100	2.8%	0-200	0.5%	94%	True	False	726,025
20	117-010	112-290	4-040	3.5%	0-211	0.6%	95%	True	False	731,398
40	120-110	112-290	7-140	6.4%	0-168	0.4%	53%	False	False	512,346
60	122-070	112-290	9-100	8.0%	0-112	0.3%	42%	False	False	341,972
80	124-110	112-290	11-140	9.8%	0-084	0.2%	34%	False	False	256,479
100	124-110	112-290	11-140	9.8%	0-067	0.2%	34%	False	False	205,184
120	124-110	112-290	11-140	9.8%	0-056	0.1%	34%	False	False	170,987

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-042
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	120-091
2.618	119-011
1.618	118-086
1.000	117-255
0.618	117-161
HIGH	117-010
0.618	116-236
0.500	116-208
0.382	116-179
LOW	116-085
0.618	115-254
1.000	115-160
1.618	115-009
2.618	114-084
4.250	113-004

Fisher Pivots for day following 02-Jul-2009
Pivot	1 day	3 day
R1	116-249	116-221
PP	116-228	116-172
S1	116-208	116-122

Download as Excel Spreadsheet

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

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