CBOT 10-Year T-Note Future December 2009

Trading Metrics calculated at close of trading on 31-Aug-2009

Day Change Summary
	Previous	Current
	28-Aug-2009	31-Aug-2009	Change	Change %	Previous Week
Open	116-120	117-005	0-205	0.6%	116-030
High	116-260	117-070	0-130	0.3%	116-260
Low	116-120	116-315	0-195	0.5%	116-030
Close	116-230	117-070	0-160	0.4%	116-230
Range	0-140	0-075	-0-065	-46.4%	0-230
ATR	0-152	0-152	0-001	0.4%	0-000
Volume	583,143	452,038	-131,105	-22.5%	1,421,890

Daily Pivots for day following 31-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	117-270	117-245	117-111
R3	117-195	117-170	117-091
R2	117-120	117-120	117-084
R1	117-095	117-095	117-077	117-108
PP	117-045	117-045	117-045	117-051
S1	117-020	117-020	117-063	117-032
S2	116-290	116-290	117-056
S3	116-215	116-265	117-049
S4	116-140	116-190	117-029

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	117-070	116-110	0-280	0.7%	0-063	0.2%	100%	True	False	357,091
10	117-070	115-220	1-170	1.3%	0-046	0.1%	100%	True	False	194,871
20	117-070	113-080	3-310	3.4%	0-023	0.1%	100%	True	False	98,517

Crabel Price Patterns
NR	True
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	0-005
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	118-069
2.618	117-266
1.618	117-191
1.000	117-145
0.618	117-116
HIGH	117-070
0.618	117-041
0.500	117-032
0.382	117-024
LOW	116-315
0.618	116-269
1.000	116-240
1.618	116-194
2.618	116-119
4.250	115-316

Fisher Pivots for day following 31-Aug-2009
Pivot	1 day	3 day
R1	117-058	117-023
PP	117-045	116-297
S1	117-032	116-250

Download as Excel Spreadsheet

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

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