CBOT 10-Year T-Note Future December 2009

Trading Metrics calculated at close of trading on 04-Sep-2009

Day Change Summary
	Previous	Current
	03-Sep-2009	04-Sep-2009	Change	Change %	Previous Week
Open	117-205	117-130	-0-075	-0.2%	117-005
High	117-255	117-200	-0-055	-0.1%	118-020
Low	117-200	117-000	-0-200	-0.5%	116-315
Close	117-240	117-010	-0-230	-0.6%	117-010
Range	0-055	0-200	0-145	263.6%	1-025
ATR	0-156	0-162	0-006	3.9%	0-000
Volume	693,699	589,017	-104,682	-15.1%	3,143,417

Daily Pivots for day following 04-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	119-030	118-220	117-120
R3	118-150	118-020	117-065
R2	117-270	117-270	117-047
R1	117-140	117-140	117-028	117-105
PP	117-070	117-070	117-070	117-052
S1	116-260	116-260	116-312	116-225
S2	116-190	116-190	116-293
S3	115-310	116-060	116-275
S4	115-110	115-180	116-220

Weekly Pivots for week ending 04-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	120-190	119-285	117-200
R3	119-165	118-260	117-105
R2	118-140	118-140	117-073
R1	117-235	117-235	117-042	118-028
PP	117-115	117-115	117-115	117-171
S1	116-210	116-210	116-298	117-002
S2	116-090	116-090	116-267
S3	115-065	115-185	116-235
S4	114-040	114-160	116-140

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-020	116-315	1-025	0.9%	0-142	0.4%	4%	False	False	628,683
10	118-020	116-030	1-310	1.7%	0-095	0.3%	48%	False	False	456,530
20	118-020	114-040	3-300	3.4%	0-054	0.1%	74%	False	False	232,731
40	118-020	113-080	4-260	4.1%	0-027	0.1%	79%	False	False	116,861

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-020
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	120-090
2.618	119-084
1.618	118-204
1.000	118-080
0.618	118-004
HIGH	117-200
0.618	117-124
0.500	117-100
0.382	117-076
LOW	117-000
0.618	116-196
1.000	116-120
1.618	115-316
2.618	115-116
4.250	114-110

Fisher Pivots for day following 04-Sep-2009
Pivot	1 day	3 day
R1	117-100	117-170
PP	117-070	117-117
S1	117-040	117-063

Download as Excel Spreadsheet

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

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