CBOT 10-Year T-Note Future September 2009


Trading Metrics calculated at close of trading on 01-Sep-2009
Day Change Summary
Previous Current
31-Aug-2009 01-Sep-2009 Change Change % Previous Week
Open 118-075 118-130 0-055 0.1% 116-300
High 118-175 118-275 0-100 0.3% 120-095
Low 118-060 118-130 0-070 0.2% 116-300
Close 118-175 118-275 0-100 0.3% 118-010
Range 0-115 0-145 0-030 26.1% 3-115
ATR 0-270 0-261 -0-009 -3.3% 0-000
Volume 839,546 159,723 -679,823 -81.0% 4,948,923
Daily Pivots for day following 01-Sep-2009
Classic Woodie Camarilla DeMark
R4 120-022 119-293 119-035
R3 119-197 119-148 118-315
R2 119-052 119-052 118-302
R1 119-003 119-003 118-288 119-028
PP 118-227 118-227 118-227 118-239
S1 118-178 118-178 118-262 118-202
S2 118-082 118-082 118-248
S3 117-257 118-033 118-235
S4 117-112 117-208 118-195
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
5 120-095 117-155 2-260 2.4% 0-293 0.8% 49% False False 841,379
10 120-095 116-300 3-115 2.8% 0-244 0.6% 57% False False 813,749
20 120-095 114-250 5-165 4.6% 0-242 0.6% 74% False False 798,991
40 120-095 114-250 5-165 4.6% 0-230 0.6% 74% False False 782,013
60 120-095 112-290 7-125 6.2% 0-220 0.6% 81% False False 754,411
80 120-110 112-290 7-140 6.3% 0-203 0.5% 80% False False 662,328
100 122-070 112-290 9-100 7.8% 0-162 0.4% 64% False False 530,173
120 124-110 112-290 11-140 9.6% 0-135 0.4% 52% False False 441,811
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-016
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 120-251
2.618 120-015
1.618 119-190
1.000 119-100
0.618 119-045
HIGH 118-275
0.618 118-220
0.500 118-202
0.382 118-185
LOW 118-130
0.618 118-040
1.000 117-305
1.618 117-215
2.618 117-070
4.250 116-154
Fisher Pivots for day following 01-Sep-2009
Pivot 1 day 3 day
R1 118-251 118-285
PP 118-227 118-282
S1 118-202 118-278

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

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