CBOT 10-Year T-Note Future September 2009

Trading Metrics calculated at close of trading on 27-Aug-2009

Day Change Summary
	Previous	Current
	26-Aug-2009	27-Aug-2009	Change	Change %	Previous Week
Open	117-280	117-165	-0-115	-0.3%	117-215
High	118-040	118-040	0-000	0.0%	118-125
Low	117-250	117-165	-0-085	-0.2%	117-050
Close	118-000	117-275	-0-045	-0.1%	117-050
Range	0-110	0-195	0-085	77.3%	1-075
ATR	0-233	0-230	-0-003	-1.2%	0-000
Volume	860,755	1,041,353	180,598	21.0%	3,544,126

Daily Pivots for day following 27-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	119-212	119-118	118-062
R3	119-017	118-243	118-009
R2	118-142	118-142	117-311
R1	118-048	118-048	117-293	118-095
PP	117-267	117-267	117-267	117-290
S1	117-173	117-173	117-257	117-220
S2	117-072	117-072	117-239
S3	116-197	116-298	117-221
S4	116-002	116-103	117-168

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%	0-193	0.5%	78%	True	False	857,306
10	118-125	116-300	1-145	1.2%	0-172	0.5%	63%	False	False	818,112
20	118-125	114-250	3-195	3.1%	0-224	0.6%	85%	False	False	805,104
40	118-280	114-250	4-030	3.5%	0-215	0.6%	75%	False	False	772,385
60	118-280	112-290	5-310	5.1%	0-215	0.6%	83%	False	False	761,715
80	120-110	112-290	7-140	6.3%	0-189	0.5%	67%	False	False	633,694
100	122-070	112-290	9-100	7.9%	0-151	0.4%	53%	False	False	507,125
120	124-110	112-290	11-140	9.7%	0-126	0.3%	43%	False	False	422,605

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-011
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	120-229
2.618	119-231
1.618	119-036
1.000	118-235
0.618	118-161
HIGH	118-040
0.618	117-286
0.500	117-262
0.382	117-239
LOW	117-165
0.618	117-044
1.000	116-290
1.618	116-169
2.618	115-294
4.250	114-296

Fisher Pivots for day following 27-Aug-2009
Pivot	1 day	3 day
R1	117-271	117-263
PP	117-267	117-252
S1	117-262	117-240

Download as Excel Spreadsheet

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

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