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

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

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