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

Download as Excel Spreadsheet

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

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