CBOT 10-Year T-Note Future December 2009


Trading Metrics calculated at close of trading on 14-Sep-2009
Day Change Summary
Previous Current
11-Sep-2009 14-Sep-2009 Change Change % Previous Week
Open 117-260 117-295 0-035 0.1% 117-005
High 118-150 117-295 -0-175 -0.5% 118-150
Low 117-260 117-175 -0-085 -0.2% 116-200
Close 117-315 117-175 -0-140 -0.4% 117-315
Range 0-210 0-120 -0-090 -42.9% 1-270
ATR 0-172 0-170 -0-002 -1.3% 0-000
Volume 817,971 818,816 845 0.1% 2,862,002
Daily Pivots for day following 14-Sep-2009
Classic Woodie Camarilla DeMark
R4 118-255 118-175 117-241
R3 118-135 118-055 117-208
R2 118-015 118-015 117-197
R1 117-255 117-255 117-186 117-235
PP 117-215 117-215 117-215 117-205
S1 117-135 117-135 117-164 117-115
S2 117-095 117-095 117-153
S3 116-295 117-015 117-142
S4 116-175 116-215 117-109
Weekly Pivots for week ending 11-Sep-2009
Classic Woodie Camarilla DeMark
R4 123-072 122-143 119-000
R3 121-122 120-193 118-157
R2 119-172 119-172 118-103
R1 118-243 118-243 118-049 119-048
PP 117-222 117-222 117-222 117-284
S1 116-293 116-293 117-261 117-098
S2 115-272 115-272 117-207
S3 114-002 115-023 117-153
S4 112-052 113-073 116-310
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-150 116-200 1-270 1.6% 0-165 0.4% 50% False False 736,163
10 118-150 116-200 1-270 1.6% 0-154 0.4% 50% False False 682,423
20 118-150 115-220 2-250 2.4% 0-096 0.3% 67% False False 416,199
40 118-150 113-080 5-070 4.4% 0-048 0.1% 82% False False 208,761
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 0-025
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 119-165
2.618 118-289
1.618 118-169
1.000 118-095
0.618 118-049
HIGH 117-295
0.618 117-249
0.500 117-235
0.382 117-221
LOW 117-175
0.618 117-101
1.000 117-055
1.618 116-301
2.618 116-181
4.250 115-305
Fisher Pivots for day following 14-Sep-2009
Pivot 1 day 3 day
R1 117-235 117-265
PP 117-215 117-235
S1 117-195 117-205

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

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