CBOT 10-Year T-Note Future December 2009

Trading Metrics calculated at close of trading on 22-Sep-2009

Day Change Summary
	Previous	Current
	21-Sep-2009	22-Sep-2009	Change	Change %	Previous Week
Open	117-060	116-215	-0-165	-0.4%	117-295
High	117-100	117-040	-0-060	-0.2%	117-295
Low	116-260	116-215	-0-045	-0.1%	116-260
Close	116-260	117-010	0-070	0.2%	116-270
Range	0-160	0-145	-0-015	-9.4%	1-035
ATR	0-175	0-173	-0-002	-1.2%	0-000
Volume	653,200	666,462	13,262	2.0%	4,066,701

Daily Pivots for day following 22-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	118-097	118-038	117-090
R3	117-272	117-213	117-050
R2	117-127	117-127	117-037
R1	117-068	117-068	117-023	117-098
PP	116-302	116-302	116-302	116-316
S1	116-243	116-243	116-317	116-272
S2	116-157	116-157	116-303
S3	116-012	116-098	116-290
S4	115-187	115-273	116-250

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	116-215	1-005	0.9%	0-179	0.5%	35%	False	True	799,499
10	118-150	116-200	1-270	1.6%	0-162	0.4%	22%	False	False	752,689
20	118-150	116-110	2-040	1.8%	0-135	0.4%	32%	False	False	636,260
40	118-150	113-080	5-070	4.5%	0-071	0.2%	72%	False	False	322,840

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	True
Bull Hook	False
Stretch	0-010
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	119-016
2.618	118-100
1.618	117-275
1.000	117-185
0.618	117-130
HIGH	117-040
0.618	116-305
0.500	116-288
0.382	116-270
LOW	116-215
0.618	116-125
1.000	116-070
1.618	115-300
2.618	115-155
4.250	114-239

Fisher Pivots for day following 22-Sep-2009
Pivot	1 day	3 day
R1	116-316	117-008
PP	116-302	117-005
S1	116-288	117-002

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols