CBOT 10-Year T-Note Future December 2009

Trading Metrics calculated at close of trading on 31-Jul-2009

Day Change Summary
	Previous	Current
	30-Jul-2009	31-Jul-2009	Change	Change %	Previous Week
Open	114-250	115-270	1-020	0.9%	114-190
High	114-250	115-270	1-020	0.9%	115-270
Low	114-250	115-270	1-020	0.9%	114-180
Close	114-250	115-270	1-020	0.9%	115-270
Range
ATR	0-155	0-168	0-013	8.5%	0-000
Volume	530	1,585	1,055	199.1%	3,295

Daily Pivots for day following 31-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	115-270	115-270	115-270
R3	115-270	115-270	115-270
R2	115-270	115-270	115-270
R1	115-270	115-270	115-270	115-270
PP	115-270	115-270	115-270	115-270
S1	115-270	115-270	115-270	115-270
S2	115-270	115-270	115-270
S3	115-270	115-270	115-270
S4	115-270	115-270	115-270

Weekly Pivots for week ending 31-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	119-083	118-267	116-176
R3	117-313	117-177	116-063
R2	116-223	116-223	116-025
R1	116-087	116-087	115-308	116-155
PP	115-133	115-133	115-133	115-168
S1	114-317	114-317	115-232	115-065
S2	114-043	114-043	115-195
S3	112-273	113-227	115-157
S4	111-183	112-137	115-044

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	115-270	114-180	1-090	1.1%	0-000	0.0%	100%	True	False	659
10	116-100	114-180	1-240	1.5%	0-000	0.0%	73%	False	False	725

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	115-270
2.618	115-270
1.618	115-270
1.000	115-270
0.618	115-270
HIGH	115-270
0.618	115-270
0.500	115-270
0.382	115-270
LOW	115-270
0.618	115-270
1.000	115-270
1.618	115-270
2.618	115-270
4.250	115-270

Fisher Pivots for day following 31-Jul-2009
Pivot	1 day	3 day
R1	115-270	115-202
PP	115-270	115-133
S1	115-270	115-065

Download as Excel Spreadsheet

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

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