CBOT 10-Year T-Note Future December 2009

Trading Metrics calculated at close of trading on 19-Aug-2009

Day Change Summary
	Previous	Current
	18-Aug-2009	19-Aug-2009	Change	Change %	Previous Week
Open	116-120	116-310	0-190	0.5%	114-040
High	116-120	116-310	0-190	0.5%	115-280
Low	116-120	116-170	0-050	0.1%	114-040
Close	116-030	116-170	0-140	0.4%	115-280
Range	0-000	0-140	0-140		1-240
ATR	0-160	0-168	0-009	5.4%	0-000
Volume	4,706	10,787	6,081	129.2%	11,465

Daily Pivots for day following 19-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	117-317	117-223	116-247
R3	117-177	117-083	116-208
R2	117-037	117-037	116-196
R1	116-263	116-263	116-183	116-240
PP	116-217	116-217	116-217	116-205
S1	116-123	116-123	116-157	116-100
S2	116-077	116-077	116-144
S3	115-257	115-303	116-132
S4	115-117	115-163	116-093

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	116-310	115-190	1-120	1.2%	0-028	0.1%	68%	True	False	4,726
10	116-310	113-080	3-230	3.2%	0-014	0.0%	88%	True	False	3,536
20	116-310	113-080	3-230	3.2%	0-007	0.0%	88%	True	False	2,074

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-000
Widest range in 31 trading days

Fibonacci Retracements and Extensions
4.250	118-265
2.618	118-037
1.618	117-217
1.000	117-130
0.618	117-077
HIGH	116-310
0.618	116-257
0.500	116-240
0.382	116-223
LOW	116-170
0.618	116-083
1.000	116-030
1.618	115-263
2.618	115-123
4.250	114-215

Fisher Pivots for day following 19-Aug-2009
Pivot	1 day	3 day
R1	116-240	116-215
PP	116-217	116-200
S1	116-193	116-185

Download as Excel Spreadsheet

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

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