CBOT 10-Year T-Note Future September 2009

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

Day Change Summary
	Previous	Current
	19-Aug-2009	20-Aug-2009	Change	Change %	Previous Week
Open	118-125	117-265	-0-180	-0.5%	115-065
High	118-125	118-035	-0-090	-0.2%	117-245
Low	117-220	117-260	0-040	0.1%	115-005
Close	117-310	118-035	0-045	0.1%	117-085
Range	0-225	0-095	-0-130	-57.8%	2-240
ATR	0-258	0-246	-0-012	-4.5%	0-000
Volume	601,578	944,592	343,014	57.0%	3,927,917

Daily Pivots for day following 20-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	118-288	118-257	118-087
R3	118-193	118-162	118-061
R2	118-098	118-098	118-052
R1	118-067	118-067	118-044	118-082
PP	118-003	118-003	118-003	118-011
S1	117-292	117-292	118-026	117-308
S2	117-228	117-228	118-018
S3	117-133	117-197	118-009
S4	117-038	117-102	117-303

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	118-125	117-000	1-125	1.2%	0-152	0.4%	80%	False	False	778,918
10	118-125	114-250	3-195	3.1%	0-228	0.6%	92%	False	False	761,838
20	118-125	114-250	3-195	3.1%	0-204	0.5%	92%	False	False	769,088
40	118-280	114-250	4-030	3.5%	0-214	0.6%	81%	False	False	759,804
60	118-280	112-290	5-310	5.1%	0-219	0.6%	87%	False	False	760,617
80	120-110	112-290	7-140	6.3%	0-176	0.5%	70%	False	False	580,241
100	122-220	112-290	9-250	8.3%	0-141	0.4%	53%	False	False	464,260
120	124-110	112-290	11-140	9.7%	0-118	0.3%	45%	False	False	386,884

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

Fibonacci Retracements and Extensions
4.250	119-119
2.618	118-284
1.618	118-189
1.000	118-130
0.618	118-094
HIGH	118-035
0.618	117-319
0.500	117-308
0.382	117-296
LOW	117-260
0.618	117-201
1.000	117-165
1.618	117-106
2.618	117-011
4.250	116-176

Fisher Pivots for day following 20-Aug-2009
Pivot	1 day	3 day
R1	118-019	118-018
PP	118-003	118-000
S1	117-308	117-302

Download as Excel Spreadsheet

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

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