CBOT 10-Year T-Note Future December 2009

Trading Metrics calculated at close of trading on 02-Sep-2009

Day Change Summary
	Previous	Current
	01-Sep-2009	02-Sep-2009	Change	Change %	Previous Week
Open	117-080	117-170	0-090	0.2%	116-030
High	117-210	118-020	0-130	0.3%	116-260
Low	117-000	117-170	0-170	0.5%	116-030
Close	117-170	118-015	0-165	0.4%	116-230
Range	0-210	0-170	-0-040	-19.0%	0-230
ATR	0-156	0-157	0-001	0.6%	0-000
Volume	529,813	878,850	349,037	65.9%	1,421,890

Daily Pivots for day following 02-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	119-152	119-093	118-108
R3	118-302	118-243	118-062
R2	118-132	118-132	118-046
R1	118-073	118-073	118-031	118-102
PP	117-282	117-282	117-282	117-296
S1	117-223	117-223	117-319	117-252
S2	117-112	117-112	117-304
S3	116-262	117-053	117-288
S4	116-092	116-203	117-242

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	118-020	116-110	1-230	1.5%	0-139	0.4%	99%	True	False	571,325
10	118-020	115-220	2-120	2.0%	0-070	0.2%	99%	True	False	334,188
20	118-020	113-080	4-260	4.1%	0-042	0.1%	100%	True	False	168,862
40	118-020	113-080	4-260	4.1%	0-021	0.1%	100%	True	False	84,801

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	0-013
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	120-102
2.618	119-145
1.618	118-295
1.000	118-190
0.618	118-125
HIGH	118-020
0.618	117-275
0.500	117-255
0.382	117-235
LOW	117-170
0.618	117-065
1.000	117-000
1.618	116-215
2.618	116-045
4.250	115-088

Fisher Pivots for day following 02-Sep-2009
Pivot	1 day	3 day
R1	117-308	117-279
PP	117-282	117-223
S1	117-255	117-168

Download as Excel Spreadsheet

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

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