CBOT 10-Year T-Note Future September 2009

Trading Metrics calculated at close of trading on 17-Jul-2009

Day Change Summary
	Previous	Current
	16-Jul-2009	17-Jul-2009	Change	Change %	Previous Week
Open	116-255	117-060	0-125	0.3%	118-245
High	117-110	117-060	-0-050	-0.1%	118-270
Low	116-255	116-115	-0-140	-0.4%	116-115
Close	117-005	116-125	-0-200	-0.5%	116-125
Range	0-175	0-265	0-090	51.4%	2-155
ATR	0-244	0-245	0-002	0.6%	0-000
Volume	1,017,449	799,503	-217,946	-21.4%	3,865,203

Daily Pivots for day following 17-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	119-042	118-188	116-271
R3	118-097	117-243	116-198
R2	117-152	117-152	116-174
R1	116-298	116-298	116-149	116-252
PP	116-207	116-207	116-207	116-184
S1	116-033	116-033	116-101	115-308
S2	115-262	115-262	116-076
S3	114-317	115-088	116-052
S4	114-052	114-143	115-299

Weekly Pivots for week ending 17-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	124-208	123-002	117-242
R3	122-053	120-167	117-024
R2	119-218	119-218	116-271
R1	118-012	118-012	116-198	117-198
PP	117-063	117-063	117-063	116-316
S1	115-177	115-177	116-052	115-042
S2	114-228	114-228	115-299
S3	112-073	113-022	115-226
S4	109-238	110-187	115-008

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-270	116-115	2-155	2.1%	0-196	0.5%	1%	False	True	773,040
10	118-280	116-115	2-165	2.2%	0-195	0.5%	1%	False	True	753,764
20	118-280	113-230	5-050	4.4%	0-198	0.5%	52%	False	False	739,895
40	118-280	112-290	5-310	5.1%	0-209	0.6%	58%	False	False	698,225
60	120-230	112-290	7-260	6.7%	0-144	0.4%	45%	False	False	467,599
80	122-220	112-290	9-250	8.4%	0-108	0.3%	36%	False	False	350,700
100	124-110	112-290	11-140	9.8%	0-087	0.2%	30%	False	False	280,560
120	124-110	112-290	11-140	9.8%	0-072	0.2%	30%	False	False	233,800

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-008
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	120-226
2.618	119-114
1.618	118-169
1.000	118-005
0.618	117-224
HIGH	117-060
0.618	116-279
0.500	116-248
0.382	116-216
LOW	116-115
0.618	115-271
1.000	115-170
1.618	115-006
2.618	114-061
4.250	112-269

Fisher Pivots for day following 17-Jul-2009
Pivot	1 day	3 day
R1	116-248	116-288
PP	116-207	116-233
S1	116-166	116-179

Download as Excel Spreadsheet

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

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