CBOT 10-Year T-Note Future December 2009

Trading Metrics calculated at close of trading on 28-Aug-2009

Day Change Summary
	Previous	Current
	27-Aug-2009	28-Aug-2009	Change	Change %	Previous Week
Open	116-150	116-120	-0-030	-0.1%	116-030
High	116-210	116-260	0-050	0.1%	116-260
Low	116-110	116-120	0-010	0.0%	116-030
Close	116-170	116-230	0-060	0.2%	116-230
Range	0-100	0-140	0-040	40.0%	0-230
ATR	0-153	0-152	-0-001	-0.6%	0-000
Volume	412,785	583,143	170,358	41.3%	1,421,890

Daily Pivots for day following 28-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	117-303	117-247	116-307
R3	117-163	117-107	116-268
R2	117-023	117-023	116-256
R1	116-287	116-287	116-243	116-315
PP	116-203	116-203	116-203	116-218
S1	116-147	116-147	116-217	116-175
S2	116-063	116-063	116-204
S3	115-243	116-007	116-192
S4	115-103	115-187	116-153

Weekly Pivots for week ending 28-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	118-223	118-137	117-036
R3	117-313	117-227	116-293
R2	117-083	117-083	116-272
R1	116-317	116-317	116-251	117-040
PP	116-173	116-173	116-173	116-195
S1	116-087	116-087	116-209	116-130
S2	115-263	115-263	116-188
S3	115-033	115-177	116-167
S4	114-123	114-267	116-104

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	116-260	116-030	0-230	0.6%	0-048	0.1%	87%	True	False	284,378
10	116-310	115-220	1-090	1.1%	0-038	0.1%	80%	False	False	149,974
20	116-310	113-080	3-230	3.2%	0-019	0.1%	93%	False	False	75,949

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	0-004
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	118-215
2.618	117-307
1.618	117-167
1.000	117-080
0.618	117-027
HIGH	116-260
0.618	116-207
0.500	116-190
0.382	116-173
LOW	116-120
0.618	116-033
1.000	115-300
1.618	115-213
2.618	115-073
4.250	114-165

Fisher Pivots for day following 28-Aug-2009
Pivot	1 day	3 day
R1	116-217	116-215
PP	116-203	116-200
S1	116-190	116-185

Download as Excel Spreadsheet

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

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