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

Download as Excel Spreadsheet

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

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