CBOT 10-Year T-Note Future September 2009

Trading Metrics calculated at close of trading on 09-Sep-2009

Day Change Summary
	Previous	Current
	04-Sep-2009	09-Sep-2009	Change	Change %	Previous Week
Open	119-085	118-065	-1-020	-0.9%	118-075
High	119-085	118-120	-0-285	-0.7%	119-125
Low	118-125	118-065	-0-060	-0.2%	118-060
Close	118-125	118-120	-0-005	0.0%	118-125
Range	0-280	0-055	-0-225	-80.4%	1-065
ATR	0-246	0-233	-0-013	-5.4%	0-000
Volume	44,884	46,932	2,048	4.6%	1,225,730

Daily Pivots for day following 09-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	118-267	118-248	118-150
R3	118-212	118-193	118-135
R2	118-157	118-157	118-130
R1	118-138	118-138	118-125	118-148
PP	118-102	118-102	118-102	118-106
S1	118-083	118-083	118-115	118-092
S2	118-047	118-047	118-110
S3	117-312	118-028	118-105
S4	117-257	117-293	118-090

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	118-065	1-060	1.0%	0-126	0.3%	14%	False	True	86,623
10	120-095	117-120	2-295	2.5%	0-212	0.6%	34%	False	False	530,144
20	120-095	115-005	5-090	4.5%	0-221	0.6%	64%	False	False	641,842
40	120-095	114-250	5-165	4.7%	0-222	0.6%	65%	False	False	711,557
60	120-095	113-230	6-185	5.6%	0-214	0.6%	71%	False	False	711,297
80	120-095	112-290	7-125	6.2%	0-205	0.5%	74%	False	False	665,381
100	121-150	112-290	8-180	7.2%	0-167	0.4%	64%	False	False	532,907
120	123-190	112-290	10-220	9.0%	0-139	0.4%	51%	False	False	444,090

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	119-034
2.618	118-264
1.618	118-209
1.000	118-175
0.618	118-154
HIGH	118-120
0.618	118-099
0.500	118-092
0.382	118-086
LOW	118-065
0.618	118-031
1.000	118-010
1.618	117-296
2.618	117-241
4.250	117-151

Fisher Pivots for day following 09-Sep-2009
Pivot	1 day	3 day
R1	118-111	118-235
PP	118-102	118-197
S1	118-092	118-158

Download as Excel Spreadsheet

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

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