CBOT 10-Year T-Note Future September 2009

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

Day Change Summary
	Previous	Current
	21-Aug-2009	24-Aug-2009	Change	Change %	Previous Week
Open	118-005	116-300	-1-025	-0.9%	117-215
High	118-005	117-195	-0-130	-0.3%	118-125
Low	117-050	116-300	-0-070	-0.2%	117-050
Close	117-050	117-180	0-130	0.3%	117-050
Range	0-275	0-215	-0-060	-21.8%	1-075
ATR	0-250	0-248	-0-003	-1.0%	0-000
Volume	643,131	920,138	277,007	43.1%	3,544,126

Daily Pivots for day following 24-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	119-123	119-047	117-298
R3	118-228	118-152	117-239
R2	118-013	118-013	117-219
R1	117-257	117-257	117-200	117-295
PP	117-118	117-118	117-118	117-138
S1	117-042	117-042	117-160	117-080
S2	116-223	116-223	117-141
S3	116-008	116-147	117-121
S4	115-113	115-252	117-062

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	116-300	1-145	1.2%	0-184	0.5%	43%	False	True	739,781
10	118-125	115-005	3-120	2.9%	0-230	0.6%	75%	False	False	753,539
20	118-125	114-250	3-195	3.1%	0-223	0.6%	77%	False	False	772,049
40	118-280	114-250	4-030	3.5%	0-215	0.6%	68%	False	False	755,471
60	118-280	112-290	5-310	5.1%	0-219	0.6%	78%	False	False	761,606
80	120-110	112-290	7-140	6.3%	0-183	0.5%	63%	False	False	599,713
100	122-070	112-290	9-100	7.9%	0-146	0.4%	50%	False	False	479,893
120	124-110	112-290	11-140	9.7%	0-122	0.3%	41%	False	False	399,911

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

Fibonacci Retracements and Extensions
4.250	120-149
2.618	119-118
1.618	118-223
1.000	118-090
0.618	118-008
HIGH	117-195
0.618	117-113
0.500	117-088
0.382	117-062
LOW	116-300
0.618	116-167
1.000	116-085
1.618	115-272
2.618	115-057
4.250	114-026

Fisher Pivots for day following 24-Aug-2009
Pivot	1 day	3 day
R1	117-149	117-176
PP	117-118	117-172
S1	117-088	117-168

Download as Excel Spreadsheet

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

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