CBOT 10-Year T-Note Future December 2009


Trading Metrics calculated at close of trading on 30-Jul-2009
Day Change Summary
Previous Current
29-Jul-2009 30-Jul-2009 Change Change % Previous Week
Open 114-180 114-250 0-070 0.2% 115-170
High 114-180 114-250 0-070 0.2% 116-100
Low 114-180 114-250 0-070 0.2% 114-190
Close 114-180 114-250 0-070 0.2% 114-300
Range
ATR 0-162 0-155 -0-007 -4.0% 0-000
Volume 597 530 -67 -11.2% 3,956
Daily Pivots for day following 30-Jul-2009
Classic Woodie Camarilla DeMark
R4 114-250 114-250 114-250
R3 114-250 114-250 114-250
R2 114-250 114-250 114-250
R1 114-250 114-250 114-250 114-250
PP 114-250 114-250 114-250 114-250
S1 114-250 114-250 114-250 114-250
S2 114-250 114-250 114-250
S3 114-250 114-250 114-250
S4 114-250 114-250 114-250
Weekly Pivots for week ending 24-Jul-2009
Classic Woodie Camarilla DeMark
R4 120-140 119-130 115-282
R3 118-230 117-220 115-131
R2 117-000 117-000 115-081
R1 115-310 115-310 115-030 115-200
PP 115-090 115-090 115-090 115-035
S1 114-080 114-080 114-250 113-290
S2 113-180 113-180 114-199
S3 111-270 112-170 114-149
S4 110-040 110-260 113-318
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 114-300 114-180 0-120 0.3% 0-000 0.0% 58% False False 345
10 116-100 114-180 1-240 1.5% 0-000 0.0% 13% False False 575
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
4.250 114-250
2.618 114-250
1.618 114-250
1.000 114-250
0.618 114-250
HIGH 114-250
0.618 114-250
0.500 114-250
0.382 114-250
LOW 114-250
0.618 114-250
1.000 114-250
1.618 114-250
2.618 114-250
4.250 114-250
Fisher Pivots for day following 30-Jul-2009
Pivot 1 day 3 day
R1 114-250 114-238
PP 114-250 114-227
S1 114-250 114-215

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

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