CBOT 10-Year T-Note Future September 2009

Trading Metrics calculated at close of trading on 06-Jul-2009

Day Change Summary
	Previous	Current
	02-Jul-2009	06-Jul-2009	Change	Change %	Previous Week
Open	116-085	116-280	0-195	0.5%	116-180
High	117-010	116-310	-0-020	-0.1%	117-010
Low	116-085	116-200	0-115	0.3%	115-235
Close	116-270	116-270	0-000	0.0%	116-270
Range	0-245	0-110	-0-135	-55.1%	1-095
ATR	0-231	0-223	-0-009	-3.7%	0-000
Volume	701,172	687,226	-13,946	-2.0%	2,747,883

Daily Pivots for day following 06-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	117-270	117-220	117-010
R3	117-160	117-110	116-300
R2	117-050	117-050	116-290
R1	117-000	117-000	116-280	116-290
PP	116-260	116-260	116-260	116-245
S1	116-210	116-210	116-260	116-180
S2	116-150	116-150	116-250
S3	116-040	116-100	116-240
S4	115-250	115-310	116-210

Weekly Pivots for week ending 03-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	120-137	119-298	117-178
R3	119-042	118-203	117-064
R2	117-267	117-267	117-026
R1	117-108	117-108	116-308	117-188
PP	116-172	116-172	116-172	116-211
S1	116-013	116-013	116-232	116-092
S2	115-077	115-077	116-194
S3	113-302	114-238	116-156
S4	112-207	113-143	116-042

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%	0-165	0.4%	86%	False	False	687,021
10	117-010	114-175	2-155	2.1%	0-186	0.5%	92%	False	False	702,483
20	117-010	112-290	4-040	3.5%	0-197	0.5%	95%	False	False	729,106
40	120-110	112-290	7-140	6.4%	0-171	0.5%	53%	False	False	529,407
60	122-070	112-290	9-100	8.0%	0-114	0.3%	42%	False	False	353,425
80	124-110	112-290	11-140	9.8%	0-085	0.2%	34%	False	False	265,070
100	124-110	112-290	11-140	9.8%	0-068	0.2%	34%	False	False	212,056
120	124-110	112-290	11-140	9.8%	0-057	0.2%	34%	False	False	176,714

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

Fibonacci Retracements and Extensions
4.250	118-138
2.618	117-278
1.618	117-168
1.000	117-100
0.618	117-058
HIGH	116-310
0.618	116-268
0.500	116-255
0.382	116-242
LOW	116-200
0.618	116-132
1.000	116-090
1.618	116-022
2.618	115-232
4.250	115-052

Fisher Pivots for day following 06-Jul-2009
Pivot	1 day	3 day
R1	116-265	116-221
PP	116-260	116-172
S1	116-255	116-122

Download as Excel Spreadsheet

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

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