CBOT 10-Year T-Note Future December 2009


Trading Metrics calculated at close of trading on 22-Jul-2009
Day Change Summary
Previous Current
21-Jul-2009 22-Jul-2009 Change Change % Previous Week
Open 116-100 115-250 -0-170 -0.5% 117-070
High 116-100 115-250 -0-170 -0.5% 117-070
Low 116-100 115-250 -0-170 -0.5% 114-300
Close 116-100 115-250 -0-170 -0.5% 114-300
Range
ATR
Volume 1,050 2,465 1,415 134.8% 4,784
Daily Pivots for day following 22-Jul-2009
Classic Woodie Camarilla DeMark
R4 115-250 115-250 115-250
R3 115-250 115-250 115-250
R2 115-250 115-250 115-250
R1 115-250 115-250 115-250 115-250
PP 115-250 115-250 115-250 115-250
S1 115-250 115-250 115-250 115-250
S2 115-250 115-250 115-250
S3 115-250 115-250 115-250
S4 115-250 115-250 115-250
Weekly Pivots for week ending 17-Jul-2009
Classic Woodie Camarilla DeMark
R4 122-173 121-007 116-062
R3 120-083 118-237 115-181
R2 117-313 117-313 115-114
R1 116-147 116-147 115-047 116-025
PP 115-223 115-223 115-223 115-162
S1 114-057 114-057 114-233 113-255
S2 113-133 113-133 114-166
S3 111-043 111-287 114-099
S4 108-273 109-197 113-218
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 116-100 114-300 1-120 1.2% 0-000 0.0% 61% False False 735
10 117-110 114-300 2-130 2.1% 0-000 0.0% 35% False False 869
Crabel Price Patterns
NR False
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 0-000
Fibonacci Retracements and Extensions
4.250 115-250
2.618 115-250
1.618 115-250
1.000 115-250
0.618 115-250
HIGH 115-250
0.618 115-250
0.500 115-250
0.382 115-250
LOW 115-250
0.618 115-250
1.000 115-250
1.618 115-250
2.618 115-250
4.250 115-250
Fisher Pivots for day following 22-Jul-2009
Pivot 1 day 3 day
R1 115-250 115-295
PP 115-250 115-280
S1 115-250 115-265

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

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