CBOT 10-Year T-Note Future September 2009

Trading Metrics calculated at close of trading on 26-Aug-2009

Day Change Summary
	Previous	Current
	25-Aug-2009	26-Aug-2009	Change	Change %	Previous Week
Open	117-170	117-280	0-110	0.3%	117-215
High	117-290	118-040	0-070	0.2%	118-125
Low	117-120	117-250	0-130	0.3%	117-050
Close	117-280	118-000	0-040	0.1%	117-050
Range	0-170	0-110	-0-060	-35.3%	1-075
ATR	0-242	0-233	-0-009	-3.9%	0-000
Volume	821,155	860,755	39,600	4.8%	3,544,126

Daily Pivots for day following 26-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	119-000	118-270	118-060
R3	118-210	118-160	118-030
R2	118-100	118-100	118-020
R1	118-050	118-050	118-010	118-075
PP	117-310	117-310	117-310	118-002
S1	117-260	117-260	117-310	117-285
S2	117-200	117-200	117-300
S3	117-090	117-150	117-290
S4	116-300	117-040	117-260

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	118-040	116-300	1-060	1.0%	0-173	0.5%	89%	True	False	837,954
10	118-125	115-225	2-220	2.3%	0-195	0.5%	85%	False	False	792,639
20	118-125	114-250	3-195	3.1%	0-222	0.6%	89%	False	False	791,170
40	118-280	114-250	4-030	3.5%	0-215	0.6%	79%	False	False	768,369
60	118-280	112-290	5-310	5.1%	0-213	0.6%	85%	False	False	759,873
80	120-110	112-290	7-140	6.3%	0-186	0.5%	68%	False	False	620,697
100	122-070	112-290	9-100	7.9%	0-149	0.4%	55%	False	False	496,712
120	124-110	112-290	11-140	9.7%	0-124	0.3%	45%	False	False	413,927

Crabel Price Patterns
NR	True
NR4	True
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 4 trading days

Fibonacci Retracements and Extensions
4.250	119-188
2.618	119-008
1.618	118-218
1.000	118-150
0.618	118-108
HIGH	118-040
0.618	117-318
0.500	117-305
0.382	117-292
LOW	117-250
0.618	117-182
1.000	117-140
1.618	117-072
2.618	116-282
4.250	116-102

Fisher Pivots for day following 26-Aug-2009
Pivot	1 day	3 day
R1	117-315	117-270
PP	117-310	117-220
S1	117-305	117-170

Download as Excel Spreadsheet

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

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