CBOT 10-Year T-Note Future September 2009

Trading Metrics calculated at close of trading on 28-Aug-2009

Day Change Summary
	Previous	Current
	27-Aug-2009	28-Aug-2009	Change	Change %	Previous Week
Open	117-165	117-220	0-055	0.1%	116-300
High	118-040	120-095	2-055	1.8%	120-095
Low	117-165	117-155	-0-010	0.0%	116-300
Close	117-275	118-010	0-055	0.1%	118-010
Range	0-195	2-260	2-065	361.5%	3-115
ATR	0-230	0-278	0-048	20.8%	0-000
Volume	1,041,353	1,305,522	264,169	25.4%	4,948,923

Daily Pivots for day following 28-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	127-013	125-112	119-185
R3	124-073	122-172	118-258
R2	121-133	121-133	118-175
R1	119-232	119-232	118-092	120-182
PP	118-193	118-193	118-193	119-009
S1	116-292	116-292	117-248	117-242
S2	115-253	115-253	117-165
S3	112-313	114-032	117-082
S4	110-053	111-092	116-155

Weekly Pivots for week ending 28-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	128-160	126-200	119-281
R3	125-045	123-085	118-306
R2	121-250	121-250	118-207
R1	119-290	119-290	118-109	120-270
PP	118-135	118-135	118-135	118-285
S1	116-175	116-175	117-231	117-155
S2	115-020	115-020	117-133
S3	111-225	113-060	117-034
S4	108-110	109-265	116-059

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-095	116-300	3-115	2.8%	0-318	0.8%	33%	True	False	989,784
10	120-095	116-300	3-115	2.8%	0-238	0.6%	33%	True	False	849,304
20	120-095	114-250	5-165	4.7%	0-252	0.7%	59%	True	False	831,811
40	120-095	114-250	5-165	4.7%	0-232	0.6%	59%	True	False	787,494
60	120-095	112-290	7-125	6.3%	0-225	0.6%	69%	True	False	768,795
80	120-110	112-290	7-140	6.3%	0-200	0.5%	69%	False	False	649,920
100	122-070	112-290	9-100	7.9%	0-160	0.4%	55%	False	False	520,181
120	124-110	112-290	11-140	9.7%	0-133	0.4%	45%	False	False	433,484

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-018
Widest range in 185 trading days

Fibonacci Retracements and Extensions
4.250	132-080
2.618	127-211
1.618	124-271
1.000	123-035
0.618	122-011
HIGH	120-095
0.618	119-071
0.500	118-285
0.382	118-179
LOW	117-155
0.618	115-239
1.000	114-215
1.618	112-299
2.618	110-039
4.250	105-170

Fisher Pivots for day following 28-Aug-2009
Pivot	1 day	3 day
R1	118-285	118-285
PP	118-193	118-193
S1	118-102	118-102

Download as Excel Spreadsheet

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

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