CBOT 10-Year T-Note Future September 2009


Trading Metrics calculated at close of trading on 15-Jul-2009
Day Change Summary
Previous Current
14-Jul-2009 15-Jul-2009 Change Change % Previous Week
Open 117-235 117-140 -0-095 -0.3% 116-280
High 118-020 117-140 -0-200 -0.5% 118-280
Low 117-210 116-220 -0-310 -0.8% 116-200
Close 117-250 116-225 -1-025 -0.9% 118-225
Range 0-130 0-240 0-110 84.6% 2-080
ATR 0-239 0-247 0-008 3.3% 0-000
Volume 505,548 904,992 399,444 79.0% 3,672,441
Daily Pivots for day following 15-Jul-2009
Classic Woodie Camarilla DeMark
R4 119-062 118-223 117-037
R3 118-142 117-303 116-291
R2 117-222 117-222 116-269
R1 117-063 117-063 116-247 117-022
PP 116-302 116-302 116-302 116-281
S1 116-143 116-143 116-203 116-102
S2 116-062 116-062 116-181
S3 115-142 115-223 116-159
S4 114-222 114-303 116-093
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
5 118-280 116-220 2-060 1.9% 0-161 0.4% 1% False True 762,227
10 118-280 115-235 3-045 2.7% 0-194 0.5% 31% False False 730,257
20 118-280 113-230 5-050 4.4% 0-204 0.5% 58% False False 726,690
40 119-140 112-290 6-170 5.6% 0-198 0.5% 58% False False 653,952
60 120-270 112-290 7-300 6.8% 0-137 0.4% 48% False False 437,316
80 123-020 112-290 10-050 8.7% 0-103 0.3% 37% False False 327,988
100 124-110 112-290 11-140 9.8% 0-082 0.2% 33% False False 262,390
120 124-110 112-290 11-140 9.8% 0-069 0.2% 33% False False 218,659
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 0-012
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 120-200
2.618 119-128
1.618 118-208
1.000 118-060
0.618 117-288
HIGH 117-140
0.618 117-048
0.500 117-020
0.382 116-312
LOW 116-220
0.618 116-072
1.000 115-300
1.618 115-152
2.618 114-232
4.250 113-160
Fisher Pivots for day following 15-Jul-2009
Pivot 1 day 3 day
R1 117-020 117-245
PP 116-302 117-132
S1 116-263 117-018

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

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