CBOT 10-Year T-Note Future September 2009

Trading Metrics calculated at close of trading on 24-Jul-2009

Day Change Summary
	Previous	Current
	23-Jul-2009	24-Jul-2009	Change	Change %	Previous Week
Open	117-125	116-115	-1-010	-0.9%	116-030
High	117-125	116-120	-1-005	-0.9%	118-000
Low	116-010	116-110	0-100	0.3%	116-010
Close	116-010	116-120	0-110	0.3%	116-120
Range	1-115	0-010	-1-105	-97.7%	1-310
ATR	0-271	0-259	-0-011	-4.2%	0-000
Volume	713,122	959,038	245,916	34.5%	3,947,356

Daily Pivots for day following 24-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	116-147	116-143	116-126
R3	116-137	116-133	116-123
R2	116-127	116-127	116-122
R1	116-123	116-123	116-121	116-125
PP	116-117	116-117	116-117	116-118
S1	116-113	116-113	116-119	116-115
S2	116-107	116-107	116-118
S3	116-097	116-103	116-117
S4	116-087	116-093	116-114

Weekly Pivots for week ending 24-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	122-227	121-163	117-146
R3	120-237	119-173	116-293
R2	118-247	118-247	116-236
R1	117-183	117-183	116-178	118-055
PP	116-257	116-257	116-257	117-032
S1	115-193	115-193	116-062	116-065
S2	114-267	114-267	116-004
S3	112-277	113-203	115-267
S4	110-287	111-213	115-094

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-000	116-010	1-310	1.7%	0-274	0.7%	17%	False	False	789,471
10	118-270	116-010	2-260	2.4%	0-235	0.6%	12%	False	False	781,255
20	118-280	115-235	3-045	2.7%	0-206	0.6%	20%	False	False	756,916
40	118-280	112-290	5-310	5.1%	0-221	0.6%	58%	False	False	764,134
60	120-110	112-290	7-140	6.4%	0-167	0.4%	47%	False	False	533,251
80	122-220	112-290	9-250	8.4%	0-126	0.3%	35%	False	False	400,041
100	124-110	112-290	11-140	9.8%	0-100	0.3%	30%	False	False	320,033
120	124-110	112-290	11-140	9.8%	0-084	0.2%	30%	False	False	266,695

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-011
Narrowest range in 44 trading days

Fibonacci Retracements and Extensions
4.250	116-162
2.618	116-146
1.618	116-136
1.000	116-130
0.618	116-126
HIGH	116-120
0.618	116-116
0.500	116-115
0.382	116-114
LOW	116-110
0.618	116-104
1.000	116-100
1.618	116-094
2.618	116-084
4.250	116-068

Fisher Pivots for day following 24-Jul-2009
Pivot	1 day	3 day
R1	116-118	116-282
PP	116-117	116-228
S1	116-115	116-174

Download as Excel Spreadsheet

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

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