CBOT 10-Year T-Note Future September 2009


Trading Metrics calculated at close of trading on 31-Aug-2009
Day Change Summary
Previous Current
28-Aug-2009 31-Aug-2009 Change Change % Previous Week
Open 117-220 118-075 0-175 0.5% 116-300
High 120-095 118-175 -1-240 -1.5% 120-095
Low 117-155 118-060 0-225 0.6% 116-300
Close 118-010 118-175 0-165 0.4% 118-010
Range 2-260 0-115 -2-145 -87.2% 3-115
ATR 0-278 0-270 -0-008 -2.9% 0-000
Volume 1,305,522 839,546 -465,976 -35.7% 4,948,923
Daily Pivots for day following 31-Aug-2009
Classic Woodie Camarilla DeMark
R4 119-162 119-123 118-238
R3 119-047 119-008 118-207
R2 118-252 118-252 118-196
R1 118-213 118-213 118-186 118-232
PP 118-137 118-137 118-137 118-146
S1 118-098 118-098 118-164 118-118
S2 118-022 118-022 118-154
S3 117-227 117-303 118-143
S4 117-112 117-188 118-112
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
5 120-095 117-120 2-295 2.5% 0-298 0.8% 40% False False 973,666
10 120-095 116-300 3-115 2.8% 0-241 0.6% 48% False False 856,723
20 120-095 114-250 5-165 4.7% 0-246 0.6% 68% False False 831,642
40 120-095 114-250 5-165 4.7% 0-232 0.6% 68% False False 791,302
60 120-095 112-290 7-125 6.2% 0-220 0.6% 76% False False 770,570
80 120-110 112-290 7-140 6.3% 0-201 0.5% 76% False False 660,355
100 122-070 112-290 9-100 7.9% 0-161 0.4% 61% False False 528,576
120 124-110 112-290 11-140 9.6% 0-134 0.4% 49% False False 440,480
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-019
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 120-024
2.618 119-156
1.618 119-041
1.000 118-290
0.618 118-246
HIGH 118-175
0.618 118-131
0.500 118-118
0.382 118-104
LOW 118-060
0.618 117-309
1.000 117-265
1.618 117-194
2.618 117-079
4.250 116-211
Fisher Pivots for day following 31-Aug-2009
Pivot 1 day 3 day
R1 118-156 118-285
PP 118-137 118-248
S1 118-118 118-212

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

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