CBOT 10-Year T-Note Future September 2009

Trading Metrics calculated at close of trading on 25-Aug-2009

Day Change Summary
	Previous	Current
	24-Aug-2009	25-Aug-2009	Change	Change %	Previous Week
Open	116-300	117-170	0-190	0.5%	117-215
High	117-195	117-290	0-095	0.3%	118-125
Low	116-300	117-120	0-140	0.4%	117-050
Close	117-180	117-280	0-100	0.3%	117-050
Range	0-215	0-170	-0-045	-20.9%	1-075
ATR	0-248	0-242	-0-006	-2.2%	0-000
Volume	920,138	821,155	-98,983	-10.8%	3,544,126

Daily Pivots for day following 25-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	119-100	119-040	118-054
R3	118-250	118-190	118-007
R2	118-080	118-080	117-311
R1	118-020	118-020	117-296	118-050
PP	117-230	117-230	117-230	117-245
S1	117-170	117-170	117-264	117-200
S2	117-060	117-060	117-249
S3	116-210	117-000	117-233
S4	116-040	116-150	117-186

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%	0-196	0.5%	65%	False	False	786,118
10	118-125	115-005	3-120	2.9%	0-228	0.6%	85%	False	False	785,168
20	118-125	114-250	3-195	3.1%	0-222	0.6%	86%	False	False	784,655
40	118-280	114-250	4-030	3.5%	0-217	0.6%	76%	False	False	759,876
60	118-280	112-290	5-310	5.1%	0-214	0.6%	83%	False	False	760,292
80	120-110	112-290	7-140	6.3%	0-185	0.5%	67%	False	False	609,972
100	122-070	112-290	9-100	7.9%	0-148	0.4%	53%	False	False	488,104
120	124-110	112-290	11-140	9.7%	0-123	0.3%	43%	False	False	406,754

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	True
Bear Hook	False
Bull Hook	False
Stretch	0-011
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	120-052
2.618	119-095
1.618	118-245
1.000	118-140
0.618	118-075
HIGH	117-290
0.618	117-225
0.500	117-205
0.382	117-185
LOW	117-120
0.618	117-015
1.000	116-270
1.618	116-165
2.618	115-315
4.250	115-038

Fisher Pivots for day following 25-Aug-2009
Pivot	1 day	3 day
R1	117-255	117-238
PP	117-230	117-195
S1	117-205	117-152

Download as Excel Spreadsheet

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

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