CBOT 10-Year T-Note Future September 2009

Trading Metrics calculated at close of trading on 14-Jul-2009

Day Change Summary
	Previous	Current
	13-Jul-2009	14-Jul-2009	Change	Change %	Previous Week
Open	118-245	117-235	-1-010	-0.9%	116-280
High	118-270	118-020	-0-250	-0.7%	118-280
Low	118-100	117-210	-0-210	-0.6%	116-200
Close	118-105	117-250	-0-175	-0.5%	118-225
Range	0-170	0-130	-0-040	-23.5%	2-080
ATR	0-241	0-239	-0-002	-0.8%	0-000
Volume	637,711	505,548	-132,163	-20.7%	3,672,441

Daily Pivots for day following 14-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	119-017	118-263	118-002
R3	118-207	118-133	117-286
R2	118-077	118-077	117-274
R1	118-003	118-003	117-262	118-040
PP	117-267	117-267	117-267	117-285
S1	117-193	117-193	117-238	117-230
S2	117-137	117-137	117-226
S3	117-007	117-063	117-214
S4	116-197	116-253	117-178

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	117-140	1-140	1.2%	0-191	0.5%	24%	False	False	719,439
10	118-280	115-235	3-045	2.7%	0-190	0.5%	65%	False	False	691,861
20	118-280	113-230	5-050	4.4%	0-203	0.5%	79%	False	False	707,320
40	119-140	112-290	6-170	5.5%	0-192	0.5%	75%	False	False	631,530
60	121-150	112-290	8-180	7.3%	0-133	0.4%	57%	False	False	422,233
80	123-190	112-290	10-220	9.1%	0-100	0.3%	46%	False	False	316,675
100	124-110	112-290	11-140	9.7%	0-080	0.2%	43%	False	False	253,341
120	124-110	112-290	11-140	9.7%	0-067	0.2%	43%	False	False	211,117

Crabel Price Patterns
NR	True
NR4	False
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	0-017
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	119-252
2.618	119-040
1.618	118-230
1.000	118-150
0.618	118-100
HIGH	118-020
0.618	117-290
0.500	117-275
0.382	117-260
LOW	117-210
0.618	117-130
1.000	117-080
1.618	117-000
2.618	116-190
4.250	115-298

Fisher Pivots for day following 14-Jul-2009
Pivot	1 day	3 day
R1	117-275	118-085
PP	117-267	118-033
S1	117-258	117-302

Download as Excel Spreadsheet

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

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