CBOT 10-Year T-Note Future September 2009

Trading Metrics calculated at close of trading on 04-Sep-2009

Day Change Summary
	Previous	Current
	03-Sep-2009	04-Sep-2009	Change	Change %	Previous Week
Open	119-020	119-085	0-065	0.2%	118-075
High	119-030	119-085	0-055	0.1%	119-125
Low	119-020	118-125	-0-215	-0.6%	118-060
Close	119-030	118-125	-0-225	-0.6%	118-125
Range	0-010	0-280	0-270	2,700.0%	1-065
ATR	0-244	0-246	0-003	1.1%	0-000
Volume	60,784	44,884	-15,900	-26.2%	1,225,730

Daily Pivots for day following 04-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	121-098	120-232	118-279
R3	120-138	119-272	118-202
R2	119-178	119-178	118-176
R1	118-312	118-312	118-151	118-265
PP	118-218	118-218	118-218	118-195
S1	118-032	118-032	118-099	117-305
S2	117-258	117-258	118-074
S3	116-298	117-072	118-048
S4	116-018	116-112	117-291

Weekly Pivots for week ending 04-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	122-085	121-170	119-017
R3	121-020	120-105	118-231
R2	119-275	119-275	118-196
R1	119-040	119-040	118-160	119-158
PP	118-210	118-210	118-210	118-269
S1	117-295	117-295	118-090	118-092
S2	117-145	117-145	118-054
S3	116-080	116-230	118-019
S4	115-015	115-165	117-233

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-125	118-060	1-065	1.0%	0-138	0.4%	17%	False	False	245,146
10	120-095	116-300	3-115	2.8%	0-228	0.6%	43%	False	False	617,465
20	120-095	115-005	5-090	4.5%	0-226	0.6%	64%	False	False	682,334
40	120-095	114-250	5-165	4.7%	0-225	0.6%	65%	False	False	726,326
60	120-095	113-230	6-185	5.6%	0-215	0.6%	71%	False	False	725,052
80	120-095	112-290	7-125	6.2%	0-205	0.5%	74%	False	False	664,931
100	121-200	112-290	8-230	7.4%	0-167	0.4%	63%	False	False	532,438
120	124-110	112-290	11-140	9.7%	0-139	0.4%	48%	False	False	443,698

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-016
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	122-315
2.618	121-178
1.618	120-218
1.000	120-045
0.618	119-258
HIGH	119-085
0.618	118-298
0.500	118-265
0.382	118-232
LOW	118-125
0.618	117-272
1.000	117-165
1.618	116-312
2.618	116-032
4.250	114-215

Fisher Pivots for day following 04-Sep-2009
Pivot	1 day	3 day
R1	118-265	118-285
PP	118-218	118-232
S1	118-172	118-178

Download as Excel Spreadsheet

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

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