CBOT 10-Year T-Note Future December 2009

Trading Metrics calculated at close of trading on 20-Aug-2009

Day Change Summary
	Previous	Current
	19-Aug-2009	20-Aug-2009	Change	Change %	Previous Week
Open	116-310	116-220	-0-090	-0.2%	114-040
High	116-310	116-220	-0-090	-0.2%	115-280
Low	116-170	116-220	0-050	0.1%	114-040
Close	116-170	116-220	0-050	0.1%	115-280
Range	0-140	0-000	-0-140	-100.0%	1-240
ATR	0-168	0-160	-0-008	-5.0%	0-000
Volume	10,787	27,920	17,133	158.8%	11,465

Daily Pivots for day following 20-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	116-220	116-220	116-220
R3	116-220	116-220	116-220
R2	116-220	116-220	116-220
R1	116-220	116-220	116-220	116-220
PP	116-220	116-220	116-220	116-220
S1	116-220	116-220	116-220	116-220
S2	116-220	116-220	116-220
S3	116-220	116-220	116-220
S4	116-220	116-220	116-220

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	115-280	1-030	0.9%	0-028	0.1%	74%	False	False	9,748
10	116-310	113-080	3-230	3.2%	0-014	0.0%	92%	False	False	6,241
20	116-310	113-080	3-230	3.2%	0-007	0.0%	92%	False	False	3,452

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

Fibonacci Retracements and Extensions
4.250	116-220
2.618	116-220
1.618	116-220
1.000	116-220
0.618	116-220
HIGH	116-220
0.618	116-220
0.500	116-220
0.382	116-220
LOW	116-220
0.618	116-220
1.000	116-220
1.618	116-220
2.618	116-220
4.250	116-220

Fisher Pivots for day following 20-Aug-2009
Pivot	1 day	3 day
R1	116-220	116-218
PP	116-220	116-217
S1	116-220	116-215

Download as Excel Spreadsheet

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

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