CBOT 10-Year T-Note Future December 2009

Trading Metrics calculated at close of trading on 21-Sep-2009

Day Change Summary
	Previous	Current
	18-Sep-2009	21-Sep-2009	Change	Change %	Previous Week
Open	117-110	117-060	-0-050	-0.1%	117-295
High	117-110	117-100	-0-010	0.0%	117-295
Low	116-260	116-260	0-000	0.0%	116-260
Close	116-270	116-260	-0-010	0.0%	116-270
Range	0-170	0-160	-0-010	-5.9%	1-035
ATR	0-176	0-175	-0-001	-0.6%	0-000
Volume	833,857	653,200	-180,657	-21.7%	4,066,701

Daily Pivots for day following 21-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	118-153	118-047	117-028
R3	117-313	117-207	116-304
R2	117-153	117-153	116-289
R1	117-047	117-047	116-275	117-020
PP	116-313	116-313	116-313	116-300
S1	116-207	116-207	116-245	116-180
S2	116-153	116-153	116-231
S3	115-313	116-047	116-216
S4	115-153	115-207	116-172

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	117-220	116-260	0-280	0.7%	0-157	0.4%	0%	False	True	780,217
10	118-150	116-200	1-270	1.6%	0-161	0.4%	10%	False	False	758,190
20	118-150	116-030	2-120	2.0%	0-128	0.3%	30%	False	False	607,360
40	118-150	113-080	5-070	4.5%	0-068	0.2%	68%	False	False	306,190

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0-012
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	119-140
2.618	118-199
1.618	118-039
1.000	117-260
0.618	117-199
HIGH	117-100
0.618	117-039
0.500	117-020
0.382	117-001
LOW	116-260
0.618	116-161
1.000	116-100
1.618	116-001
2.618	115-161
4.250	114-220

Fisher Pivots for day following 21-Sep-2009
Pivot	1 day	3 day
R1	117-020	117-045
PP	116-313	117-010
S1	116-287	116-295

Download as Excel Spreadsheet

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

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