CBOT 10-Year T-Note Future September 2009

Trading Metrics calculated at close of trading on 10-Jul-2009

Day Change Summary
	Previous	Current
	09-Jul-2009	10-Jul-2009	Change	Change %	Previous Week
Open	118-065	118-160	0-095	0.3%	116-280
High	118-065	118-280	0-215	0.6%	118-280
Low	117-240	118-160	0-240	0.6%	116-200
Close	117-275	118-225	0-270	0.7%	118-225
Range	0-145	0-120	-0-025	-17.2%	2-080
ATR	0-240	0-246	0-006	2.5%	0-000
Volume	960,140	802,745	-157,395	-16.4%	3,672,441

Daily Pivots for day following 10-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	119-262	119-203	118-291
R3	119-142	119-083	118-258
R2	119-022	119-022	118-247
R1	118-283	118-283	118-236	118-312
PP	118-222	118-222	118-222	118-236
S1	118-163	118-163	118-214	118-192
S2	118-102	118-102	118-203
S3	117-302	118-043	118-192
S4	117-182	117-243	118-159

Weekly Pivots for week ending 10-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	124-262	124-003	119-301
R3	122-182	121-243	119-103
R2	120-102	120-102	119-037
R1	119-163	119-163	118-291	119-292
PP	118-022	118-022	118-022	118-086
S1	117-083	117-083	118-159	117-212
S2	115-262	115-262	118-093
S3	113-182	115-003	118-027
S4	111-102	112-243	117-149

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-280	116-200	2-080	1.9%	0-194	0.5%	92%	True	False	734,488
10	118-280	115-235	3-045	2.6%	0-177	0.5%	95%	True	False	732,577
20	118-280	113-230	5-050	4.3%	0-197	0.5%	97%	True	False	722,504
40	120-040	112-290	7-070	6.1%	0-185	0.5%	80%	False	False	603,536
60	121-200	112-290	8-230	7.3%	0-128	0.3%	66%	False	False	403,179
80	124-110	112-290	11-140	9.6%	0-096	0.3%	51%	False	False	302,385
100	124-110	112-290	11-140	9.6%	0-077	0.2%	51%	False	False	241,908
120	124-110	112-290	11-140	9.6%	0-064	0.2%	51%	False	False	201,590

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-014
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	120-150
2.618	119-274
1.618	119-154
1.000	119-080
0.618	119-034
HIGH	118-280
0.618	118-234
0.500	118-220
0.382	118-206
LOW	118-160
0.618	118-086
1.000	118-040
1.618	117-286
2.618	117-166
4.250	116-290

Fisher Pivots for day following 10-Jul-2009
Pivot	1 day	3 day
R1	118-223	118-167
PP	118-222	118-108
S1	118-220	118-050

Download as Excel Spreadsheet

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

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