CBOT 10-Year T-Note Future December 2009


Trading Metrics calculated at close of trading on 14-Aug-2009
Day Change Summary
Previous Current
13-Aug-2009 14-Aug-2009 Change Change % Previous Week
Open 115-190 115-280 0-090 0.2% 114-040
High 115-190 115-280 0-090 0.2% 115-280
Low 115-190 115-280 0-090 0.2% 114-040
Close 115-190 115-280 0-090 0.2% 115-280
Range
ATR 0-178 0-172 -0-006 -3.5% 0-000
Volume 2,810 2,256 -554 -19.7% 11,465
Daily Pivots for day following 14-Aug-2009
Classic Woodie Camarilla DeMark
R4 115-280 115-280 115-280
R3 115-280 115-280 115-280
R2 115-280 115-280 115-280
R1 115-280 115-280 115-280 115-280
PP 115-280 115-280 115-280 115-280
S1 115-280 115-280 115-280 115-280
S2 115-280 115-280 115-280
S3 115-280 115-280 115-280
S4 115-280 115-280 115-280
Weekly Pivots for week ending 14-Aug-2009
Classic Woodie Camarilla DeMark
R4 120-173 119-307 116-268
R3 118-253 118-067 116-114
R2 117-013 117-013 116-063
R1 116-147 116-147 116-011 116-240
PP 115-093 115-093 115-093 115-140
S1 114-227 114-227 115-229 115-000
S2 113-173 113-173 115-177
S3 111-253 112-307 115-126
S4 110-013 111-067 114-292
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 115-280 114-040 1-240 1.5% 0-000 0.0% 100% True False 2,293
10 115-280 113-080 2-200 2.3% 0-000 0.0% 100% True False 1,924
20 116-100 113-080 3-020 2.6% 0-000 0.0% 86% False False 1,324
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
4.250 115-280
2.618 115-280
1.618 115-280
1.000 115-280
0.618 115-280
HIGH 115-280
0.618 115-280
0.500 115-280
0.382 115-280
LOW 115-280
0.618 115-280
1.000 115-280
1.618 115-280
2.618 115-280
4.250 115-280
Fisher Pivots for day following 14-Aug-2009
Pivot 1 day 3 day
R1 115-280 115-218
PP 115-280 115-157
S1 115-280 115-095

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

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