CBOT 10-Year T-Note Future September 2009

Trading Metrics calculated at close of trading on 21-Aug-2009

Day Change Summary
	Previous	Current
	20-Aug-2009	21-Aug-2009	Change	Change %	Previous Week
Open	117-265	118-005	0-060	0.2%	117-215
High	118-035	118-005	-0-030	-0.1%	118-125
Low	117-260	117-050	-0-210	-0.6%	117-050
Close	118-035	117-050	-0-305	-0.8%	117-050
Range	0-095	0-275	0-180	189.5%	1-075
ATR	0-246	0-250	0-004	1.7%	0-000
Volume	944,592	643,131	-301,461	-31.9%	3,544,126

Daily Pivots for day following 21-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	120-007	119-143	117-201
R3	119-052	118-188	117-126
R2	118-097	118-097	117-100
R1	117-233	117-233	117-075	117-188
PP	117-142	117-142	117-142	117-119
S1	116-278	116-278	117-025	116-232
S2	116-187	116-187	117-000
S3	115-232	116-003	116-294
S4	114-277	115-048	116-219

Weekly Pivots for week ending 21-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	121-087	120-143	117-267
R3	120-012	119-068	117-159
R2	118-257	118-257	117-122
R1	117-313	117-313	117-086	117-248
PP	117-182	117-182	117-182	117-149
S1	116-238	116-238	117-014	116-172
S2	116-107	116-107	116-298
S3	115-032	115-163	116-261
S4	113-277	114-088	116-153

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-125	117-050	1-075	1.1%	0-158	0.4%	0%	False	True	708,825
10	118-125	115-005	3-120	2.9%	0-224	0.6%	63%	False	False	747,204
20	118-125	114-250	3-195	3.1%	0-218	0.6%	66%	False	False	753,292
40	118-280	114-250	4-030	3.5%	0-212	0.6%	58%	False	False	755,104
60	118-280	112-290	5-310	5.1%	0-220	0.6%	71%	False	False	760,520
80	120-110	112-290	7-140	6.3%	0-180	0.5%	57%	False	False	588,261
100	122-220	112-290	9-250	8.3%	0-144	0.4%	43%	False	False	470,691
120	124-110	112-290	11-140	9.8%	0-120	0.3%	37%	False	False	392,243

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-008
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	121-214
2.618	120-085
1.618	119-130
1.000	118-280
0.618	118-175
HIGH	118-005
0.618	117-220
0.500	117-188
0.382	117-155
LOW	117-050
0.618	116-200
1.000	116-095
1.618	115-245
2.618	114-290
4.250	113-161

Fisher Pivots for day following 21-Aug-2009
Pivot	1 day	3 day
R1	117-188	117-248
PP	117-142	117-182
S1	117-096	117-116

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols