CBOT 10-Year T-Note Future December 2009

Trading Metrics calculated at close of trading on 09-Sep-2009

Day Change Summary
	Previous	Current
	08-Sep-2009	09-Sep-2009	Change	Change %	Previous Week
Open	117-005	116-250	-0-075	-0.2%	117-005
High	117-110	116-315	-0-115	-0.3%	118-020
Low	116-295	116-200	-0-095	-0.3%	116-315
Close	117-005	116-300	-0-025	-0.1%	117-010
Range	0-135	0-115	-0-020	-14.8%	1-025
ATR	0-160	0-157	-0-002	-1.6%	0-000
Volume	721,471	626,068	-95,403	-13.2%	3,143,417

Daily Pivots for day following 09-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	117-297	117-253	117-043
R3	117-182	117-138	117-012
R2	117-067	117-067	117-001
R1	117-023	117-023	116-311	117-045
PP	116-272	116-272	116-272	116-282
S1	116-228	116-228	116-289	116-250
S2	116-157	116-157	116-279
S3	116-042	116-113	116-268
S4	115-247	115-318	116-237

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	116-200	1-140	1.2%	0-135	0.4%	22%	False	True	701,821
10	118-020	116-110	1-230	1.5%	0-120	0.3%	35%	False	False	570,624
20	118-020	114-230	3-110	2.9%	0-067	0.2%	66%	False	False	299,956
40	118-020	113-080	4-260	4.1%	0-034	0.1%	77%	False	False	150,500

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	0-028
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	118-164
2.618	117-296
1.618	117-181
1.000	117-110
0.618	117-066
HIGH	116-315
0.618	116-271
0.500	116-258
0.382	116-244
LOW	116-200
0.618	116-129
1.000	116-085
1.618	116-014
2.618	115-219
4.250	115-031

Fisher Pivots for day following 09-Sep-2009
Pivot	1 day	3 day
R1	116-286	117-040
PP	116-272	117-020
S1	116-258	117-000

Download as Excel Spreadsheet

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

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