CBOT 10-Year T-Note Future December 2009

Trading Metrics calculated at close of trading on 01-Sep-2009

Day Change Summary
	Previous	Current
	31-Aug-2009	01-Sep-2009	Change	Change %	Previous Week
Open	117-005	117-080	0-075	0.2%	116-030
High	117-070	117-210	0-140	0.4%	116-260
Low	116-315	117-000	0-005	0.0%	116-030
Close	117-070	117-170	0-100	0.3%	116-230
Range	0-075	0-210	0-135	180.0%	0-230
ATR	0-152	0-156	0-004	2.7%	0-000
Volume	452,038	529,813	77,775	17.2%	1,421,890

Daily Pivots for day following 01-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	119-117	119-033	117-286
R3	118-227	118-143	117-228
R2	118-017	118-017	117-208
R1	117-253	117-253	117-189	117-295
PP	117-127	117-127	117-127	117-148
S1	117-043	117-043	117-151	117-085
S2	116-237	116-237	117-132
S3	116-027	116-153	117-112
S4	115-137	115-263	117-054

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	117-210	116-110	1-100	1.1%	0-105	0.3%	90%	True	False	439,428
10	117-210	115-220	1-310	1.7%	0-066	0.2%	94%	True	False	247,382
20	117-210	113-080	4-130	3.7%	0-033	0.1%	97%	True	False	124,966

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	0-013
Widest range in 40 trading days

Fibonacci Retracements and Extensions
4.250	120-142
2.618	119-120
1.618	118-230
1.000	118-100
0.618	118-020
HIGH	117-210
0.618	117-130
0.500	117-105
0.382	117-080
LOW	117-000
0.618	116-190
1.000	116-110
1.618	115-300
2.618	115-090
4.250	114-068

Fisher Pivots for day following 01-Sep-2009
Pivot	1 day	3 day
R1	117-148	117-115
PP	117-127	117-060
S1	117-105	117-005

Download as Excel Spreadsheet

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

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