CBOT 10-Year T-Note Future September 2009

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

Day Change Summary
	Previous	Current
	14-Aug-2009	17-Aug-2009	Change	Change %	Previous Week
Open	117-000	117-215	0-215	0.6%	115-065
High	117-245	117-300	0-055	0.1%	117-245
Low	117-000	117-215	0-215	0.6%	115-005
Close	117-085	117-240	0-155	0.4%	117-085
Range	0-245	0-085	-0-160	-65.3%	2-240
ATR	0-272	0-267	-0-004	-1.5%	0-000
Volume	993,595	765,358	-228,237	-23.0%	3,927,917

Daily Pivots for day following 17-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	118-187	118-138	117-287
R3	118-102	118-053	117-263
R2	118-017	118-017	117-256
R1	117-288	117-288	117-248	117-312
PP	117-252	117-252	117-252	117-264
S1	117-203	117-203	117-232	117-228
S2	117-167	117-167	117-224
S3	117-082	117-118	117-217
S4	116-317	117-033	117-193

Weekly Pivots for week ending 14-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	124-298	123-272	118-249
R3	122-058	121-032	118-007
R2	119-138	119-138	117-246
R1	118-112	118-112	117-166	118-285
PP	116-218	116-218	116-218	116-305
S1	115-192	115-192	117-004	116-045
S2	113-298	113-298	116-244
S3	111-058	112-272	116-163
S4	108-138	110-032	115-241

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	117-300	115-005	2-295	2.5%	0-276	0.7%	94%	True	False	767,298
10	117-300	114-250	3-050	2.7%	0-250	0.7%	94%	True	False	806,561
20	118-000	114-250	3-070	2.7%	0-236	0.6%	92%	False	False	775,957
40	118-280	114-175	4-105	3.7%	0-218	0.6%	74%	False	False	752,742
60	118-280	112-290	5-310	5.1%	0-223	0.6%	81%	False	False	734,812
80	120-230	112-290	7-260	6.6%	0-171	0.5%	62%	False	False	553,629
100	122-220	112-290	9-250	8.3%	0-137	0.4%	50%	False	False	442,904
120	124-110	112-290	11-140	9.7%	0-114	0.3%	42%	False	False	369,087

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-013
Narrowest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	119-021
2.618	118-203
1.618	118-118
1.000	118-065
0.618	118-033
HIGH	117-300
0.618	117-268
0.500	117-258
0.382	117-247
LOW	117-215
0.618	117-162
1.000	117-130
1.618	117-077
2.618	116-312
4.250	116-174

Fisher Pivots for day following 17-Aug-2009
Pivot	1 day	3 day
R1	117-258	117-141
PP	117-252	117-042
S1	117-246	116-262

Download as Excel Spreadsheet

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

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