CBOT 10-Year T-Note Future September 2009

Trading Metrics calculated at close of trading on 16-Jul-2009

Day Change Summary
	Previous	Current
	15-Jul-2009	16-Jul-2009	Change	Change %	Previous Week
Open	117-140	116-255	-0-205	-0.5%	116-280
High	117-140	117-110	-0-030	-0.1%	118-280
Low	116-220	116-255	0-035	0.1%	116-200
Close	116-225	117-005	0-100	0.3%	118-225
Range	0-240	0-175	-0-065	-27.1%	2-080
ATR	0-247	0-244	-0-003	-1.2%	0-000
Volume	904,992	1,017,449	112,457	12.4%	3,672,441

Daily Pivots for day following 16-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	118-222	118-128	117-101
R3	118-047	117-273	117-053
R2	117-192	117-192	117-037
R1	117-098	117-098	117-021	117-145
PP	117-017	117-017	117-017	117-040
S1	116-243	116-243	116-309	116-290
S2	116-162	116-162	116-293
S3	115-307	116-068	116-277
S4	115-132	115-213	116-229

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%	0-167	0.4%	15%	False	False	773,689
10	118-280	116-085	2-195	2.2%	0-193	0.5%	29%	False	False	743,931
20	118-280	113-230	5-050	4.4%	0-200	0.5%	64%	False	False	742,161
40	119-140	112-290	6-170	5.6%	0-203	0.5%	63%	False	False	679,099
60	120-230	112-290	7-260	6.7%	0-140	0.4%	53%	False	False	454,274
80	122-280	112-290	9-310	8.5%	0-105	0.3%	41%	False	False	340,706
100	124-110	112-290	11-140	9.8%	0-084	0.2%	36%	False	False	272,565
120	124-110	112-290	11-140	9.8%	0-070	0.2%	36%	False	False	227,138

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-008
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	119-214
2.618	118-248
1.618	118-073
1.000	117-285
0.618	117-218
HIGH	117-110
0.618	117-043
0.500	117-022
0.382	117-002
LOW	116-255
0.618	116-147
1.000	116-080
1.618	115-292
2.618	115-117
4.250	114-151

Fisher Pivots for day following 16-Jul-2009
Pivot	1 day	3 day
R1	117-022	117-120
PP	117-017	117-082
S1	117-011	117-043

Download as Excel Spreadsheet

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

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