CBOT 10-Year T-Note Future December 2009


Trading Metrics calculated at close of trading on 18-Sep-2009
Day Change Summary
Previous Current
17-Sep-2009 18-Sep-2009 Change Change % Previous Week
Open 116-315 117-110 0-115 0.3% 117-295
High 117-150 117-110 -0-040 -0.1% 117-295
Low 116-315 116-260 -0-055 -0.1% 116-260
Close 117-130 116-270 -0-180 -0.5% 116-270
Range 0-155 0-170 0-015 9.7% 1-035
ATR 0-175 0-176 0-001 0.6% 0-000
Volume 1,048,780 833,857 -214,923 -20.5% 4,066,701
Daily Pivots for day following 18-Sep-2009
Classic Woodie Camarilla DeMark
R4 118-190 118-080 117-044
R3 118-020 117-230 116-317
R2 117-170 117-170 116-301
R1 117-060 117-060 116-286 117-030
PP 117-000 117-000 117-000 116-305
S1 116-210 116-210 116-254 116-180
S2 116-150 116-150 116-239
S3 115-300 116-040 116-223
S4 115-130 115-190 116-176
Weekly Pivots for week ending 18-Sep-2009
Classic Woodie Camarilla DeMark
R4 120-167 119-253 117-145
R3 119-132 118-218 117-048
R2 118-097 118-097 117-015
R1 117-183 117-183 116-303 117-122
PP 117-062 117-062 117-062 117-031
S1 116-148 116-148 116-237 116-088
S2 116-027 116-027 116-205
S3 114-312 115-113 116-172
S4 113-277 114-078 116-075
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-295 116-260 1-035 0.9% 0-149 0.4% 3% False True 813,340
10 118-150 116-200 1-270 1.6% 0-165 0.4% 12% False False 751,772
20 118-150 115-220 2-250 2.4% 0-120 0.3% 42% False False 576,269
40 118-150 113-080 5-070 4.5% 0-064 0.2% 69% False False 289,860
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-016
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 119-192
2.618 118-235
1.618 118-065
1.000 117-280
0.618 117-215
HIGH 117-110
0.618 117-045
0.500 117-025
0.382 117-005
LOW 116-260
0.618 116-155
1.000 116-090
1.618 115-305
2.618 115-135
4.250 114-178
Fisher Pivots for day following 18-Sep-2009
Pivot 1 day 3 day
R1 117-025 117-080
PP 117-000 117-037
S1 116-295 116-313

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

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