CBOT 10-Year T-Note Future September 2009

Trading Metrics calculated at close of trading on 20-Jul-2009

Day Change Summary
	Previous	Current
	17-Jul-2009	20-Jul-2009	Change	Change %	Previous Week
Open	117-060	116-030	-1-030	-0.9%	118-245
High	117-060	117-000	-0-060	-0.2%	118-270
Low	116-115	116-030	-0-085	-0.2%	116-115
Close	116-125	117-000	0-195	0.5%	116-125
Range	0-265	0-290	0-025	9.4%	2-155
ATR	0-245	0-249	0-003	1.3%	0-000
Volume	799,503	715,295	-84,208	-10.5%	3,865,203

Daily Pivots for day following 20-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	119-133	119-037	117-160
R3	118-163	118-067	117-080
R2	117-193	117-193	117-053
R1	117-097	117-097	117-027	117-145
PP	116-223	116-223	116-223	116-248
S1	116-127	116-127	116-293	116-175
S2	115-253	115-253	116-267
S3	114-283	115-157	116-240
S4	113-313	114-187	116-160

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	118-020	116-030	1-310	1.7%	0-220	0.6%	46%	False	True	788,557
10	118-280	116-030	2-250	2.4%	0-213	0.6%	33%	False	True	756,571
20	118-280	114-175	4-105	3.7%	0-200	0.5%	57%	False	False	729,527
40	118-280	112-290	5-310	5.1%	0-216	0.6%	69%	False	False	714,239
60	120-230	112-290	7-260	6.7%	0-149	0.4%	52%	False	False	479,520
80	122-220	112-290	9-250	8.4%	0-112	0.3%	42%	False	False	359,641
100	124-110	112-290	11-140	9.8%	0-090	0.2%	36%	False	False	287,713
120	124-110	112-290	11-140	9.8%	0-075	0.2%	36%	False	False	239,761

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	0-006
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	120-272
2.618	119-119
1.618	118-149
1.000	117-290
0.618	117-179
HIGH	117-000
0.618	116-209
0.500	116-175
0.382	116-141
LOW	116-030
0.618	115-171
1.000	115-060
1.618	114-201
2.618	113-231
4.250	112-078

Fisher Pivots for day following 20-Jul-2009
Pivot	1 day	3 day
R1	116-272	116-290
PP	116-223	116-260
S1	116-175	116-230

Download as Excel Spreadsheet

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

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