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

Download as Excel Spreadsheet

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

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