CBOT 10-Year T-Note Future September 2009

Trading Metrics calculated at close of trading on 18-Aug-2009

Day Change Summary
	Previous	Current
	17-Aug-2009	18-Aug-2009	Change	Change %	Previous Week
Open	117-215	117-185	-0-030	-0.1%	115-065
High	117-300	117-270	-0-030	-0.1%	117-245
Low	117-215	117-160	-0-055	-0.1%	115-005
Close	117-240	117-165	-0-075	-0.2%	117-085
Range	0-085	0-110	0-025	29.4%	2-240
ATR	0-267	0-256	-0-011	-4.2%	0-000
Volume	765,358	589,467	-175,891	-23.0%	3,927,917

Daily Pivots for day following 18-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	118-208	118-137	117-226
R3	118-098	118-027	117-195
R2	117-308	117-308	117-185
R1	117-237	117-237	117-175	117-218
PP	117-198	117-198	117-198	117-189
S1	117-127	117-127	117-155	117-108
S2	117-088	117-088	117-145
S3	116-298	117-017	117-135
S4	116-188	116-227	117-104

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%	0-259	0.7%	86%	False	False	784,218
10	117-300	114-250	3-050	2.7%	0-240	0.6%	87%	False	False	784,234
20	117-300	114-250	3-050	2.7%	0-218	0.6%	87%	False	False	775,880
40	118-280	114-175	4-105	3.7%	0-219	0.6%	69%	False	False	752,155
60	118-280	112-290	5-310	5.1%	0-223	0.6%	77%	False	False	742,483
80	120-230	112-290	7-260	6.6%	0-172	0.5%	59%	False	False	560,997
100	122-220	112-290	9-250	8.3%	0-138	0.4%	47%	False	False	448,799
120	124-110	112-290	11-140	9.7%	0-115	0.3%	40%	False	False	373,999

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-016
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	119-098
2.618	118-238
1.618	118-128
1.000	118-060
0.618	118-018
HIGH	117-270
0.618	117-228
0.500	117-215
0.382	117-202
LOW	117-160
0.618	117-092
1.000	117-050
1.618	116-302
2.618	116-192
4.250	116-012

Fisher Pivots for day following 18-Aug-2009
Pivot	1 day	3 day
R1	117-215	117-160
PP	117-198	117-155
S1	117-182	117-150

Download as Excel Spreadsheet

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

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