CBOT 10-Year T-Note Future December 2009


Trading Metrics calculated at close of trading on 17-Sep-2009
Day Change Summary
Previous Current
16-Sep-2009 17-Sep-2009 Change Change % Previous Week
Open 117-220 116-315 -0-225 -0.6% 117-005
High 117-220 117-150 -0-070 -0.2% 118-150
Low 116-275 116-315 0-040 0.1% 116-200
Close 116-285 117-130 0-165 0.4% 117-315
Range 0-265 0-155 -0-110 -41.5% 1-270
ATR 0-174 0-175 0-001 0.4% 0-000
Volume 795,196 1,048,780 253,584 31.9% 2,862,002
Daily Pivots for day following 17-Sep-2009
Classic Woodie Camarilla DeMark
R4 118-237 118-178 117-215
R3 118-082 118-023 117-173
R2 117-247 117-247 117-158
R1 117-188 117-188 117-144 117-218
PP 117-092 117-092 117-092 117-106
S1 117-033 117-033 117-116 117-062
S2 116-257 116-257 117-102
S3 116-102 116-198 117-087
S4 115-267 116-043 117-045
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% 0-157 0.4% 34% False False 810,163
10 118-150 116-200 1-270 1.6% 0-154 0.4% 42% False False 737,756
20 118-150 115-220 2-250 2.4% 0-112 0.3% 62% False False 535,972
40 118-150 113-080 5-070 4.4% 0-059 0.2% 80% False False 269,023
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 119-169
2.618 118-236
1.618 118-081
1.000 117-305
0.618 117-246
HIGH 117-150
0.618 117-091
0.500 117-072
0.382 117-054
LOW 116-315
0.618 116-219
1.000 116-160
1.618 116-064
2.618 115-229
4.250 114-296
Fisher Pivots for day following 17-Sep-2009
Pivot 1 day 3 day
R1 117-111 117-116
PP 117-092 117-102
S1 117-072 117-088

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

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