CBOT 10-Year T-Note Future September 2009

Trading Metrics calculated at close of trading on 02-Sep-2009

Day Change Summary
	Previous	Current
	01-Sep-2009	02-Sep-2009	Change	Change %	Previous Week
Open	118-130	118-305	0-175	0.5%	116-300
High	118-275	119-125	0-170	0.4%	120-095
Low	118-130	118-305	0-175	0.5%	116-300
Close	118-275	119-125	0-170	0.4%	118-010
Range	0-145	0-140	-0-005	-3.4%	3-115
ATR	0-261	0-255	-0-007	-2.5%	0-000
Volume	159,723	120,793	-38,930	-24.4%	4,948,923

Daily Pivots for day following 02-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	120-178	120-132	119-202
R3	120-038	119-312	119-164
R2	119-218	119-218	119-151
R1	119-172	119-172	119-138	119-195
PP	119-078	119-078	119-078	119-090
S1	119-032	119-032	119-112	119-055
S2	118-258	118-258	119-099
S3	118-118	118-212	119-086
S4	117-298	118-072	119-048

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%	0-299	0.8%	68%	False	False	693,387
10	120-095	116-300	3-115	2.8%	0-236	0.6%	73%	False	False	765,670
20	120-095	114-250	5-165	4.6%	0-236	0.6%	84%	False	False	766,704
40	120-095	114-250	5-165	4.6%	0-224	0.6%	84%	False	False	767,757
60	120-095	112-290	7-125	6.2%	0-220	0.6%	88%	False	False	746,180
80	120-110	112-290	7-140	6.2%	0-205	0.5%	87%	False	False	663,802
100	122-070	112-290	9-100	7.8%	0-164	0.4%	70%	False	False	531,381
120	124-110	112-290	11-140	9.6%	0-137	0.4%	57%	False	False	442,818

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	121-080
2.618	120-172
1.618	120-032
1.000	119-265
0.618	119-212
HIGH	119-125
0.618	119-072
0.500	119-055
0.382	119-038
LOW	118-305
0.618	118-218
1.000	118-165
1.618	118-078
2.618	117-258
4.250	117-030

Fisher Pivots for day following 02-Sep-2009
Pivot	1 day	3 day
R1	119-102	119-061
PP	119-078	118-317
S1	119-055	118-252

Download as Excel Spreadsheet

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

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