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

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

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