CBOT 10-Year T-Note Future December 2009

Trading Metrics calculated at close of trading on 15-Sep-2009

Day Change Summary
	Previous	Current
	14-Sep-2009	15-Sep-2009	Change	Change %	Previous Week
Open	117-295	117-080	-0-215	-0.6%	117-005
High	117-295	117-080	-0-215	-0.6%	118-150
Low	117-175	117-045	-0-130	-0.3%	116-200
Close	117-175	117-060	-0-115	-0.3%	117-315
Range	0-120	0-035	-0-085	-70.8%	1-270
ATR	0-170	0-167	-0-003	-1.7%	0-000
Volume	818,816	570,052	-248,764	-30.4%	2,862,002

Daily Pivots for day following 15-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	117-167	117-148	117-079
R3	117-132	117-113	117-070
R2	117-097	117-097	117-066
R1	117-078	117-078	117-063	117-070
PP	117-062	117-062	117-062	117-058
S1	117-043	117-043	117-057	117-035
S2	117-027	117-027	117-054
S3	116-312	117-008	117-050
S4	116-277	116-293	117-041

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%	0-145	0.4%	31%	False	False	705,879
10	118-150	116-200	1-270	1.6%	0-150	0.4%	31%	False	False	694,224
20	118-150	115-220	2-250	2.4%	0-098	0.3%	54%	False	False	444,548
40	118-150	113-080	5-070	4.5%	0-049	0.1%	75%	False	False	223,011

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-024
Narrowest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	117-229
2.618	117-172
1.618	117-137
1.000	117-115
0.618	117-102
HIGH	117-080
0.618	117-067
0.500	117-062
0.382	117-058
LOW	117-045
0.618	117-023
1.000	117-010
1.618	116-308
2.618	116-273
4.250	116-216

Fisher Pivots for day following 15-Sep-2009
Pivot	1 day	3 day
R1	117-062	117-258
PP	117-062	117-192
S1	117-061	117-126

Download as Excel Spreadsheet

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

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