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

Download as Excel Spreadsheet

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

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