CBOT 10-Year T-Note Future December 2009

Trading Metrics calculated at close of trading on 27-Aug-2009

Day Change Summary
	Previous	Current
	26-Aug-2009	27-Aug-2009	Change	Change %	Previous Week
Open	116-200	116-150	-0-050	-0.1%	116-130
High	116-200	116-210	0-010	0.0%	116-310
Low	116-200	116-110	-0-090	-0.2%	115-220
Close	116-200	116-170	-0-030	-0.1%	115-220
Range	0-000	0-100	0-100		1-090
ATR	0-157	0-153	-0-004	-2.6%	0-000
Volume	219,364	412,785	193,421	88.2%	77,858

Daily Pivots for day following 27-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	117-143	117-097	116-225
R3	117-043	116-317	116-198
R2	116-263	116-263	116-188
R1	116-217	116-217	116-179	116-240
PP	116-163	116-163	116-163	116-175
S1	116-117	116-117	116-161	116-140
S2	116-063	116-063	116-152
S3	115-283	116-017	116-142
S4	115-183	115-237	116-115

Weekly Pivots for week ending 21-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	119-307	119-033	116-126
R3	118-217	117-263	116-013
R2	117-127	117-127	115-295
R1	116-173	116-173	115-258	116-105
PP	116-037	116-037	116-037	116-002
S1	115-083	115-083	115-182	115-015
S2	114-267	114-267	115-145
S3	113-177	113-313	115-107
S4	112-087	112-223	114-314

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	116-210	115-220	0-310	0.8%	0-020	0.1%	87%	True	False	174,024
10	116-310	115-220	1-090	1.1%	0-024	0.1%	66%	False	False	91,886
20	116-310	113-080	3-230	3.2%	0-012	0.0%	88%	False	False	46,871

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-004
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	117-315
2.618	117-152
1.618	117-052
1.000	116-310
0.618	116-272
HIGH	116-210
0.618	116-172
0.500	116-160
0.382	116-148
LOW	116-110
0.618	116-048
1.000	116-010
1.618	115-268
2.618	115-168
4.250	115-005

Fisher Pivots for day following 27-Aug-2009
Pivot	1 day	3 day
R1	116-167	116-167
PP	116-163	116-163
S1	116-160	116-160

Download as Excel Spreadsheet

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

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