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

Download as Excel Spreadsheet

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

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