CBOT 10-Year T-Note Future December 2009


Trading Metrics calculated at close of trading on 13-Aug-2009
Day Change Summary
Previous Current
12-Aug-2009 13-Aug-2009 Change Change % Previous Week
Open 114-230 115-190 0-280 0.8% 114-200
High 114-230 115-190 0-280 0.8% 114-200
Low 114-230 115-190 0-280 0.8% 113-080
Close 114-230 115-190 0-280 0.8% 113-130
Range
ATR 0-170 0-178 0-008 4.6% 0-000
Volume 3,358 2,810 -548 -16.3% 7,779
Daily Pivots for day following 13-Aug-2009
Classic Woodie Camarilla DeMark
R4 115-190 115-190 115-190
R3 115-190 115-190 115-190
R2 115-190 115-190 115-190
R1 115-190 115-190 115-190 115-190
PP 115-190 115-190 115-190 115-190
S1 115-190 115-190 115-190 115-190
S2 115-190 115-190 115-190
S3 115-190 115-190 115-190
S4 115-190 115-190 115-190
Weekly Pivots for week ending 07-Aug-2009
Classic Woodie Camarilla DeMark
R4 117-283 117-007 114-052
R3 116-163 115-207 113-251
R2 115-043 115-043 113-211
R1 114-087 114-087 113-170 114-005
PP 113-243 113-243 113-243 113-202
S1 112-287 112-287 113-090 112-205
S2 112-123 112-123 113-049
S3 111-003 111-167 113-009
S4 109-203 110-047 112-208
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 115-190 113-080 2-110 2.0% 0-000 0.0% 100% True False 2,734
10 115-270 113-080 2-190 2.2% 0-000 0.0% 90% False False 1,857
20 116-100 113-080 3-020 2.6% 0-000 0.0% 77% False False 1,216
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
4.250 115-190
2.618 115-190
1.618 115-190
1.000 115-190
0.618 115-190
HIGH 115-190
0.618 115-190
0.500 115-190
0.382 115-190
LOW 115-190
0.618 115-190
1.000 115-190
1.618 115-190
2.618 115-190
4.250 115-190
Fisher Pivots for day following 13-Aug-2009
Pivot 1 day 3 day
R1 115-190 115-138
PP 115-190 115-087
S1 115-190 115-035

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

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