CBOT 10-Year T-Note Future September 2009

Trading Metrics calculated at close of trading on 13-Jul-2009

Day Change Summary
	Previous	Current
	10-Jul-2009	13-Jul-2009	Change	Change %	Previous Week
Open	118-160	118-245	0-085	0.2%	116-280
High	118-280	118-270	-0-010	0.0%	118-280
Low	118-160	118-100	-0-060	-0.2%	116-200
Close	118-225	118-105	-0-120	-0.3%	118-225
Range	0-120	0-170	0-050	41.7%	2-080
ATR	0-246	0-241	-0-005	-2.2%	0-000
Volume	802,745	637,711	-165,034	-20.6%	3,672,441

Daily Pivots for day following 13-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	120-028	119-237	118-198
R3	119-178	119-067	118-152
R2	119-008	119-008	118-136
R1	118-217	118-217	118-121	118-188
PP	118-158	118-158	118-158	118-144
S1	118-047	118-047	118-089	118-018
S2	117-308	117-308	118-074
S3	117-138	117-197	118-058
S4	116-288	117-027	118-012

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	116-210	2-070	1.9%	0-206	0.5%	75%	False	False	724,585
10	118-280	115-235	3-045	2.7%	0-186	0.5%	83%	False	False	705,803
20	118-280	113-230	5-050	4.4%	0-199	0.5%	89%	False	False	710,777
40	119-310	112-290	7-020	6.0%	0-189	0.5%	77%	False	False	619,205
60	121-150	112-290	8-180	7.2%	0-131	0.3%	63%	False	False	413,807
80	123-190	112-290	10-220	9.0%	0-098	0.3%	51%	False	False	310,356
100	124-110	112-290	11-140	9.7%	0-079	0.2%	47%	False	False	248,285
120	124-110	112-290	11-140	9.7%	0-066	0.2%	47%	False	False	206,905

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-017
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	121-032
2.618	120-075
1.618	119-225
1.000	119-120
0.618	119-055
HIGH	118-270
0.618	118-205
0.500	118-185
0.382	118-165
LOW	118-100
0.618	117-315
1.000	117-250
1.618	117-145
2.618	116-295
4.250	116-018

Fisher Pivots for day following 13-Jul-2009
Pivot	1 day	3 day
R1	118-185	118-103
PP	118-158	118-102
S1	118-132	118-100

Download as Excel Spreadsheet

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

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