CBOT 10-Year T-Note Future December 2009

Trading Metrics calculated at close of trading on 16-Sep-2009

Day Change Summary
	Previous	Current
	15-Sep-2009	16-Sep-2009	Change	Change %	Previous Week
Open	117-080	117-220	0-140	0.4%	117-005
High	117-080	117-220	0-140	0.4%	118-150
Low	117-045	116-275	-0-090	-0.2%	116-200
Close	117-060	116-285	-0-095	-0.3%	117-315
Range	0-035	0-265	0-230	657.1%	1-270
ATR	0-167	0-174	0-007	4.2%	0-000
Volume	570,052	795,196	225,144	39.5%	2,862,002

Daily Pivots for day following 16-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	119-202	119-028	117-111
R3	118-257	118-083	117-038
R2	117-312	117-312	117-014
R1	117-138	117-138	116-309	117-092
PP	117-047	117-047	117-047	117-024
S1	116-193	116-193	116-261	116-148
S2	116-102	116-102	116-236
S3	115-157	115-248	116-212
S4	114-212	114-303	116-139

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	116-275	1-195	1.4%	0-175	0.5%	2%	False	True	739,705
10	118-150	116-200	1-270	1.6%	0-155	0.4%	14%	False	False	720,763
20	118-150	115-220	2-250	2.4%	0-111	0.3%	43%	False	False	484,072
40	118-150	113-080	5-070	4.5%	0-055	0.1%	70%	False	False	242,865

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-016
Widest range in 50 trading days

Fibonacci Retracements and Extensions
4.250	121-066
2.618	119-274
1.618	119-009
1.000	118-165
0.618	118-064
HIGH	117-220
0.618	117-119
0.500	117-088
0.382	117-056
LOW	116-275
0.618	116-111
1.000	116-010
1.618	115-166
2.618	114-221
4.250	113-109

Fisher Pivots for day following 16-Sep-2009
Pivot	1 day	3 day
R1	117-088	117-125
PP	117-047	117-072
S1	117-006	117-018

Download as Excel Spreadsheet

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

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