CBOT 10-Year T-Note Future December 2009

Trading Metrics calculated at close of trading on 10-Sep-2009

Day Change Summary
	Previous	Current
	09-Sep-2009	10-Sep-2009	Change	Change %	Previous Week
Open	116-250	117-065	0-135	0.4%	117-005
High	116-315	117-305	0-310	0.8%	118-020
Low	116-200	117-060	0-180	0.5%	116-315
Close	116-300	117-290	0-310	0.8%	117-010
Range	0-115	0-245	0-130	113.0%	1-025
ATR	0-157	0-169	0-012	7.6%	0-000
Volume	626,068	696,492	70,424	11.2%	3,143,417

Daily Pivots for day following 10-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	119-313	119-227	118-105
R3	119-068	118-302	118-037
R2	118-143	118-143	118-015
R1	118-057	118-057	117-312	118-100
PP	117-218	117-218	117-218	117-240
S1	117-132	117-132	117-268	117-175
S2	116-293	116-293	117-245
S3	116-048	116-207	117-223
S4	115-123	115-282	117-155

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	117-305	116-200	1-105	1.1%	0-150	0.4%	96%	True	False	665,349
10	118-020	116-110	1-230	1.5%	0-144	0.4%	91%	False	False	618,337
20	118-020	115-190	2-150	2.1%	0-079	0.2%	94%	False	False	334,613
40	118-020	113-080	4-260	4.1%	0-040	0.1%	97%	False	False	167,844

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	0-029
Widest range in 46 trading days

Fibonacci Retracements and Extensions
4.250	121-066
2.618	119-306
1.618	119-061
1.000	118-230
0.618	118-136
HIGH	117-305
0.618	117-211
0.500	117-182
0.382	117-154
LOW	117-060
0.618	116-229
1.000	116-135
1.618	115-304
2.618	115-059
4.250	113-299

Fisher Pivots for day following 10-Sep-2009
Pivot	1 day	3 day
R1	117-254	117-224
PP	117-218	117-158
S1	117-182	117-092

Download as Excel Spreadsheet

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

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